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Trade: WAVES/USDT/720/VWMA/BBM/7727

Strategy
WAVES/USDT/720/VWMA/BBM/7727
Pair
WAVES_USDT
Interval
12h
Score
551735
Daily Profit
0.176490
Profit Factor
3.069121
Profitability
59.375000
Streak
920.401871
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 00:38
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 362979.4185 349009.7976 13969.6209 -1065475.2789 303785.3181 -1369260.597
Total P&L (%) 362.9794 349.0098 13.9696 -1065.4753 303.7853 -1369.2606
Avg Daily Profit (%) 0.1836 0.1765 0.0071 0 0.0706 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -232485 -78673 -269133 -3625658 -2012563 -1961293
Profit Factor 1.5925 3.0691 1.0315 0.8302 1.1167 0.627
Total Trades 64 32 32 64 32 32
Winning Trades 38 19 19 26 14 12
Losing Trades 26 13 13 38 18 20
Profitability (%) 59.375 59.375 59.375 40.625 43.75 37.5
Ratio Avg Win / Avg Loss 1.0896 2.0999 0.7057 1.2133 1.4357 1.045
Largest Winning Trade 128442 128442 61020 1779958 1779958 806014
Largest Losing Trade -183970 -52891 -183970 -1490806 -1490806 -772736
Avg Bars in Trades 58 19 98 58 19 98
Avg Bars in Winners 55 20 89 59 17 108
Avg Bars in Losers 64 17 110 58 20 92
Bars Traded 3767 618 3149 3767 618 3149
Profit Streak 634.4019 920.4019 634.4019 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131974 551735 -411479 -726534 -193024 -584004

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": 1553817600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836321659,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 167,
            "offset": 36,
            "std": 2.52706
        }
    }
}
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": [
        [
            362979.418488585,
            349009.7975992773,
            13969.6208893076,
            -1065475.2788554998,
            303785.3181274059,
            -1369260.5969829056
        ],
        [
            362.979418,
            349.009798,
            13.969621,
            -1065.475279,
            303.785318,
            -1369.260597
        ],
        [
            0.183555,
            0.17649,
            0.007064,
            0,
            0.070605,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -232485,
            -78673,
            -269133,
            -3625658,
            -2012563,
            -1961293
        ],
        [
            1.592517,
            3.069121,
            1.031468,
            0.830183,
            1.116686,
            0.626987
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            38,
            19,
            19,
            26,
            14,
            12
        ],
        [
            26,
            13,
            13,
            38,
            18,
            20
        ],
        [
            59.375,
            59.375,
            59.375,
            40.625,
            43.75,
            37.5
        ],
        [
            1.089617,
            2.099925,
            0.705741,
            1.213344,
            1.43574,
            1.044978
        ],
        [
            128442,
            128442,
            61020,
            1779958,
            1779958,
            806014
        ],
        [
            -183970,
            -52891,
            -183970,
            -1490806,
            -1490806,
            -772736
        ],
        [
            58,
            19,
            98,
            58,
            19,
            98
        ],
        [
            55,
            20,
            89,
            59,
            17,
            108
        ],
        [
            64,
            17,
            110,
            58,
            20,
            92
        ],
        [
            3767,
            618,
            3149,
            3767,
            618,
            3149
        ],
        [
            634.401871,
            920.401871,
            634.401871,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131974,
            551735,
            -411479,
            -726534,
            -193024,
            -584004
        ]
    ]
}
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": 1553817600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836321659,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 167,
            "offset": 36,
            "std": 2.52706
        }
    }
}

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)