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Trade: WAVES/USDT/360/VWAP/SWMA/4623

Strategy
WAVES/USDT/360/VWAP/SWMA/4623
Pair
WAVES_USDT
Interval
6h
Score
501726
Daily Profit
0.275453
Profit Factor
2.371613
Profitability
57.500000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 15:02
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 691576.2767 544501.546 147074.7307 1245907.7073 297039.7565 948867.9508
Total P&L (%) 691.5763 544.5015 147.0747 1245.9077 297.0398 948.868
Avg Daily Profit (%) 0.3499 0.2755 0.0744 0.1316 0.0698 0.119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77772 -59112 -180601 -1685779 -1325350 -1361729
Profit Factor 1.7768 2.3716 1.2982 1.158 1.0832 1.2198
Total Trades 240 120 120 240 120 120
Winning Trades 138 69 69 138 69 69
Losing Trades 102 51 51 102 51 51
Profitability (%) 57.5 57.5 57.5 57.5 57.5 57.5
Ratio Avg Win / Avg Loss 1.3133 1.7529 0.9595 0.8559 0.8006 0.9016
Largest Winning Trade 221260 221260 74377 599963 514520 599963
Largest Losing Trade -59112 -59112 -51746 -1361729 -1038999 -1361729
Avg Bars in Trades 32 31 33 32 31 33
Avg Bars in Winners 35 33 37 35 33 37
Avg Bars in Losers 28 28 28 28 28 28
Bars Traded 7755 3739 4016 7755 3739 4016
Profit Streak 0 0 488.752 0 0 488.752
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 496982 501726 -93124 -63125 -229706 -33765

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": 1550340000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801775985,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 103
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "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": [
        [
            691576.2766956827,
            544501.5460247034,
            147074.7306709798,
            1245907.707278171,
            297039.7564828171,
            948867.9507953543
        ],
        [
            691.576277,
            544.501546,
            147.074731,
            1245.907707,
            297.039756,
            948.867951
        ],
        [
            0.349855,
            0.275453,
            0.074402,
            0.131598,
            0.069779,
            0.118968
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77772,
            -59112,
            -180601,
            -1685779,
            -1325350,
            -1361729
        ],
        [
            1.776827,
            2.371613,
            1.298158,
            1.157969,
            1.083198,
            1.219811
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            102,
            51,
            51,
            102,
            51,
            51
        ],
        [
            57.5,
            57.5,
            57.5,
            57.5,
            57.5,
            57.5
        ],
        [
            1.313307,
            1.752931,
            0.959508,
            0.85589,
            0.800624,
            0.901599
        ],
        [
            221260,
            221260,
            74377,
            599963,
            514520,
            599963
        ],
        [
            -59112,
            -59112,
            -51746,
            -1361729,
            -1038999,
            -1361729
        ],
        [
            32,
            31,
            33,
            32,
            31,
            33
        ],
        [
            35,
            33,
            37,
            35,
            33,
            37
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            7755,
            3739,
            4016,
            7755,
            3739,
            4016
        ],
        [
            0,
            0,
            488.752037,
            0,
            0,
            488.752037
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            496982,
            501726,
            -93124,
            -63125,
            -229706,
            -33765
        ]
    ]
}
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": 1550340000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801775985,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 103
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "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)