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Trade: WAVES/USDT/720/VWMA/PSAR/5260

Strategy
WAVES/USDT/720/VWMA/PSAR/5260
Pair
WAVES_USDT
Interval
12h
Score
402221
Daily Profit
0.215160
Profit Factor
1.639086
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 05:05
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 425479.8576 394956.0126 30523.8449 23749.1934 522975.6111 -499226.4177
Total P&L (%) 425.4799 394.956 30.5238 23.7492 522.9756 -499.2264
Avg Daily Profit (%) 0.2152 0.1997 0.0154 0.0108 0.0926 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94667 -39592 -164648 -617570 -119021 -654856
Profit Factor 1.6391 2.5757 1.0735 1.0126 1.9275 0.6239
Total Trades 120 60 60 120 60 60
Winning Trades 60 33 27 60 33 27
Losing Trades 60 27 33 60 27 33
Profitability (%) 50 55 45 50 55 45
Ratio Avg Win / Avg Loss 1.6391 2.1074 1.3121 1.0126 1.5771 0.7625
Largest Winning Trade 106816 106816 75485 262008 146612 262008
Largest Losing Trade -90891 -27982 -90891 -592015 -76401 -592015
Avg Bars in Trades 30 24 37 30 24 37
Avg Bars in Winners 43 28 61 43 28 61
Avg Bars in Losers 17 18 17 17 18 17
Bars Traded 3687 1453 2234 3687 1453 2234
Profit Streak 0 0 548.0868 0 0 548.0868
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402221 -155724 -485471 -389222 -233583 -751319

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": 1553256000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758852302670,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}
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": [
        [
            425479.857552702,
            394956.0126298907,
            30523.8449228115,
            23749.1934105233,
            522975.6110688171,
            -499226.417658294
        ],
        [
            425.479858,
            394.956013,
            30.523845,
            23.749193,
            522.975611,
            -499.226418
        ],
        [
            0.21516,
            0.199725,
            0.015436,
            0.010776,
            0.09255,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94667,
            -39592,
            -164648,
            -617570,
            -119021,
            -654856
        ],
        [
            1.639086,
            2.575673,
            1.073533,
            1.012558,
            1.927524,
            0.623872
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            60,
            33,
            27,
            60,
            33,
            27
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            50,
            55,
            45,
            50,
            55,
            45
        ],
        [
            1.639086,
            2.107369,
            1.312096,
            1.012558,
            1.577065,
            0.76251
        ],
        [
            106816,
            106816,
            75485,
            262008,
            146612,
            262008
        ],
        [
            -90891,
            -27982,
            -90891,
            -592015,
            -76401,
            -592015
        ],
        [
            30,
            24,
            37,
            30,
            24,
            37
        ],
        [
            43,
            28,
            61,
            43,
            28,
            61
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            3687,
            1453,
            2234,
            3687,
            1453,
            2234
        ],
        [
            0,
            0,
            548.086836,
            0,
            0,
            548.086836
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402221,
            -155724,
            -485471,
            -389222,
            -233583,
            -751319
        ]
    ]
}
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": 1553256000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758852302670,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}

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)