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Trade: WAVES/USDT/720/VWAP/HWMA/6584

Strategy
WAVES/USDT/720/VWAP/HWMA/6584
Pair
WAVES_USDT
Interval
12h
Score
303467
Daily Profit
0.246696
Profit Factor
1.218680
Profitability
37.261905
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-30 18:20
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487841.0525 466198.0482 21643.0043 23123.1486 13462.143 9661.0056
Total P&L (%) 487.8411 466.198 21.643 23.1231 13.4621 9.661
Avg Daily Profit (%) 0.2467 0.2358 0.0109 0.0105 0.0064 0.0047
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -176685 -135210 -240888 -399130 -207976 -231570
Profit Factor 1.2187 1.4187 1.0194 1.0141 1.0163 1.0118
Total Trades 840 420 420 840 420 420
Winning Trades 313 156 157 313 156 157
Losing Trades 527 264 263 527 264 263
Profitability (%) 37.2619 37.1429 37.381 37.2619 37.1429 37.381
Ratio Avg Win / Avg Loss 2.0519 2.4008 1.7076 1.7074 1.7198 1.695
Largest Winning Trade 126464 126464 59557 175350 175350 63768
Largest Losing Trade -38294 -38294 -21228 -67940 -67940 -45807
Avg Bars in Trades 4 4 4 4 4 4
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 3 2 3 3 2 3
Bars Traded 3939 1920 2019 3939 1920 2019
Profit Streak 0 0 498.139 0 0 498.139
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303467 243512 -383750 -387829 -446970 -560411
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759245611415,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.56933,
            "nb": 0.46266,
            "nc": 0.02811
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            487841.0525194441,
            466198.0482051957,
            21643.0043142483,
            23123.1485578939,
            13462.1429534282,
            9661.0056044656
        ],
        [
            487.841053,
            466.198048,
            21.643004,
            23.123149,
            13.462143,
            9.661006
        ],
        [
            0.246696,
            0.235751,
            0.010945,
            0.01052,
            0.006387,
            0.004664
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -176685,
            -135210,
            -240888,
            -399130,
            -207976,
            -231570
        ],
        [
            1.21868,
            1.418653,
            1.019371,
            1.014056,
            1.016259,
            1.011824
        ],
        [
            840,
            420,
            420,
            840,
            420,
            420
        ],
        [
            313,
            156,
            157,
            313,
            156,
            157
        ],
        [
            527,
            264,
            263,
            527,
            264,
            263
        ],
        [
            37.261905,
            37.142857,
            37.380952,
            37.261905,
            37.142857,
            37.380952
        ],
        [
            2.051898,
            2.400797,
            1.707609,
            1.707373,
            1.719823,
            1.694967
        ],
        [
            126464,
            126464,
            59557,
            175350,
            175350,
            63768
        ],
        [
            -38294,
            -38294,
            -21228,
            -67940,
            -67940,
            -45807
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            3,
            2,
            3,
            3,
            2,
            3
        ],
        [
            3939,
            1920,
            2019,
            3939,
            1920,
            2019
        ],
        [
            0,
            0,
            498.139021,
            0,
            0,
            498.139021
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303467,
            243512,
            -383750,
            -387829,
            -446970,
            -560411
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759245611415,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.56933,
            "nb": 0.46266,
            "nc": 0.02811
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)