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Trade: WAVES/USDT/720/VWMA/PSAR/7153

Strategy
WAVES/USDT/720/VWMA/PSAR/7153
Pair
WAVES_USDT
Interval
12h
Score
573889
Daily Profit
0.199674
Profit Factor
3.562859
Profitability
62.162162
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 13:07
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 410150.2763 394855.3133 15294.963 373384.052 562769.3514 -189385.2994
Total P&L (%) 410.1503 394.8553 15.295 373.3841 562.7694 -189.3853
Avg Daily Profit (%) 0.2074 0.1997 0.0077 0.0787 0.0957 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92145 -51792 -153626 -547212 -298784 -497215
Profit Factor 1.9859 3.5629 1.0584 1.2275 1.938 0.8181
Total Trades 73 37 36 73 37 36
Winning Trades 39 23 16 39 23 16
Losing Trades 34 14 20 34 14 20
Profitability (%) 53.4247 62.1622 44.4444 53.4247 62.1622 44.4444
Ratio Avg Win / Avg Loss 1.7313 2.1687 1.323 1.0701 1.1796 1.0227
Largest Winning Trade 154501 154501 89327 360427 324617 360427
Largest Losing Trade -43013 -36903 -43013 -248067 -248067 -230005
Avg Bars in Trades 49 41 57 49 41 57
Avg Bars in Winners 66 49 91 66 49 91
Avg Bars in Losers 28 27 30 28 27 30
Bars Traded 3594 1523 2071 3594 1523 2071
Profit Streak 0 0 572.9221 0 0 572.9221
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -64098 573889 -350396 -163852 -60658 -580690
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": 1557532800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758967671894,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 171,
            "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": [
        [
            410150.2763113032,
            394855.3132809658,
            15294.9630303375,
            373384.0520444085,
            562769.3514048519,
            -189385.2993604438
        ],
        [
            410.150276,
            394.855313,
            15.294963,
            373.384052,
            562.769351,
            -189.385299
        ],
        [
            0.207408,
            0.199674,
            0.007734,
            0.078652,
            0.095685,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92145,
            -51792,
            -153626,
            -547212,
            -298784,
            -497215
        ],
        [
            1.985923,
            3.562859,
            1.058391,
            1.227476,
            1.937963,
            0.818148
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            39,
            23,
            16,
            39,
            23,
            16
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            53.424658,
            62.162162,
            44.444444,
            53.424658,
            62.162162,
            44.444444
        ],
        [
            1.731317,
            2.168697,
            1.322989,
            1.070108,
            1.17963,
            1.022685
        ],
        [
            154501,
            154501,
            89327,
            360427,
            324617,
            360427
        ],
        [
            -43013,
            -36903,
            -43013,
            -248067,
            -248067,
            -230005
        ],
        [
            49,
            41,
            57,
            49,
            41,
            57
        ],
        [
            66,
            49,
            91,
            66,
            49,
            91
        ],
        [
            28,
            27,
            30,
            28,
            27,
            30
        ],
        [
            3594,
            1523,
            2071,
            3594,
            1523,
            2071
        ],
        [
            0,
            0,
            572.922128,
            0,
            0,
            572.922128
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64098,
            573889,
            -350396,
            -163852,
            -60658,
            -580690
        ]
    ]
}
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": 1557532800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758967671894,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 171,
            "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)