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Trade: WAVES/USDT/360/VWAP/PWMA/1085

Strategy
WAVES/USDT/360/VWAP/PWMA/1085
Pair
WAVES_USDT
Interval
6h
Score
482192
Daily Profit
0.232708
Profit Factor
1.198715
Profitability
54.420550
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 04:07
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 606411.5785 460005.548 146406.0304 375964.4591 251152.778 124811.6811
Total P&L (%) 606.4116 460.0055 146.406 375.9645 251.1528 124.8117
Avg Daily Profit (%) 0.3068 0.2327 0.0741 0.079 0.0636 0.041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -127404 -140787 -263074 -294236 -241795 -604833
Profit Factor 1.1237 1.1987 1.0566 1.045 1.0624 1.0288
Total Trades 3348 1674 1674 3348 1674 1674
Winning Trades 1800 911 889 1800 911 889
Losing Trades 1548 763 785 1548 763 785
Profitability (%) 53.7634 54.4206 53.1063 53.7634 54.4206 53.1063
Ratio Avg Win / Avg Loss 0.9663 1.004 0.933 0.8987 0.8898 0.9084
Largest Winning Trade 33769 33769 26921 94607 56086 94607
Largest Losing Trade -65340 -29972 -65340 -182312 -75899 -182312
Avg Bars in Trades 2 2 2 2 2 2
Avg Bars in Winners 2 2 2 2 2 2
Avg Bars in Losers 2 2 2 2 2 2
Bars Traded 7902 3790 4112 7902 3790 4112
Profit Streak 0 0 470.2969 0 0 470.2969
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -69312 482192 -246193 -252341 -254125 -320840

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1547834400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848852965,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 3,
            "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": [
        [
            606411.5784611129,
            460005.5480206567,
            146406.0304404554,
            375964.4590808786,
            251152.7780183037,
            124811.6810625751
        ],
        [
            606.411578,
            460.005548,
            146.40603,
            375.964459,
            251.152778,
            124.811681
        ],
        [
            0.306772,
            0.232708,
            0.074064,
            0.078957,
            0.063561,
            0.040989
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -127404,
            -140787,
            -263074,
            -294236,
            -241795,
            -604833
        ],
        [
            1.12366,
            1.198715,
            1.056551,
            1.04498,
            1.062448,
            1.028781
        ],
        [
            3348,
            1674,
            1674,
            3348,
            1674,
            1674
        ],
        [
            1800,
            911,
            889,
            1800,
            911,
            889
        ],
        [
            1548,
            763,
            785,
            1548,
            763,
            785
        ],
        [
            53.763441,
            54.42055,
            53.106332,
            53.763441,
            54.42055,
            53.106332
        ],
        [
            0.966348,
            1.003973,
            0.93295,
            0.898683,
            0.889844,
            0.908429
        ],
        [
            33769,
            33769,
            26921,
            94607,
            56086,
            94607
        ],
        [
            -65340,
            -29972,
            -65340,
            -182312,
            -75899,
            -182312
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            7902,
            3790,
            4112,
            7902,
            3790,
            4112
        ],
        [
            0,
            0,
            470.296909,
            0,
            0,
            470.296909
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -69312,
            482192,
            -246193,
            -252341,
            -254125,
            -320840
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1547834400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848852965,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 3,
            "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)