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Trade: WAVES/USDT/120/VWMA/MIDPRICE/5503

Strategy
WAVES/USDT/120/VWMA/MIDPRICE/5503
Pair
WAVES_USDT
Interval
2h
Score
318202
Daily Profit
0.220312
Profit Factor
1.528971
Profitability
45.394737
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:59
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 230043.4365 356465.407 -126421.9704 -82840.3595 471024.2249 -553864.5844
Total P&L (%) 230.0434 356.4654 -126.422 -82.8404 471.0242 -553.8646
Avg Daily Profit (%) 0.1422 0.2203 -0.0781 -0.1089 0.1077 0
Buy And Hold Return (%) 24.8115 24.8115 24.8115 24.8115 24.8115 24.8115
Max Trade Drawdown -195237 -119814 -238330 -410698 -150047 -685909
Profit Factor 1.1631 1.529 0.8283 0.9625 1.5294 0.5795
Total Trades 304 152 152 304 152 152
Winning Trades 137 69 68 137 69 68
Losing Trades 167 83 84 167 83 84
Profitability (%) 45.0658 45.3947 44.7368 45.0658 45.3947 44.7368
Ratio Avg Win / Avg Loss 1.4178 1.8392 1.0232 1.1732 1.8397 0.7159
Largest Winning Trade 106476 106476 54446 196323 196323 99187
Largest Losing Trade -58515 -58515 -36090 -147008 -101466 -147008
Avg Bars in Trades 62 72 52 62 72 52
Avg Bars in Winners 71 80 61 71 80 61
Avg Bars in Losers 55 66 45 55 66 45
Bars Traded 19019 11039 7980 19019 11039 7980
Profit Streak 480.1246 0 532.5412 480.1246 0 532.5412
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44075 318202 -579564 -578855 -48108 -581231

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580443200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927562204,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "offset": 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": [
        [
            230043.4365256281,
            356465.4069636192,
            -126421.9704379912,
            -82840.3594989285,
            471024.2248612711,
            -553864.5843602
        ],
        [
            230.043437,
            356.465407,
            -126.42197,
            -82.840359,
            471.024225,
            -553.864584
        ],
        [
            0.142178,
            0.220312,
            -0.078135,
            -0.108878,
            0.107738,
            0
        ],
        [
            24.811507,
            24.811507,
            24.811507,
            24.811507,
            24.811507,
            24.811507
        ],
        [
            -195237,
            -119814,
            -238330,
            -410698,
            -150047,
            -685909
        ],
        [
            1.16312,
            1.528971,
            0.828321,
            0.962466,
            1.529357,
            0.579531
        ],
        [
            304,
            152,
            152,
            304,
            152,
            152
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            167,
            83,
            84,
            167,
            83,
            84
        ],
        [
            45.065789,
            45.394737,
            44.736842,
            45.065789,
            45.394737,
            44.736842
        ],
        [
            1.417818,
            1.839197,
            1.02322,
            1.173225,
            1.839661,
            0.715891
        ],
        [
            106476,
            106476,
            54446,
            196323,
            196323,
            99187
        ],
        [
            -58515,
            -58515,
            -36090,
            -147008,
            -101466,
            -147008
        ],
        [
            62,
            72,
            52,
            62,
            72,
            52
        ],
        [
            71,
            80,
            61,
            71,
            80,
            61
        ],
        [
            55,
            66,
            45,
            55,
            66,
            45
        ],
        [
            19019,
            11039,
            7980,
            19019,
            11039,
            7980
        ],
        [
            480.124562,
            0,
            532.541229,
            480.124563,
            0,
            532.541229
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44075,
            318202,
            -579564,
            -578855,
            -48108,
            -581231
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580443200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927562204,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 239,
            "offset": 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)