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Trade: WAVES/USDT/360/VWMA/HILO/9397

Strategy
WAVES/USDT/360/VWMA/HILO/9397
Pair
WAVES_USDT
Interval
6h
Score
503086
Daily Profit
0.383904
Profit Factor
1.644694
Profitability
53.770492
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 07:42
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 758881.6452 571003.864 187877.7812 161282.9177 632530.9433 -471248.0256
Total P&L (%) 758.8816 571.0039 187.8778 161.2829 632.5309 -471.248
Avg Daily Profit (%) 0.3839 0.2889 0.095 0.0486 0.1008 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139500 -115451 -182577 -1157935 -230584 -1021371
Profit Factor 1.6447 2.1692 1.2728 1.0467 1.6063 0.8043
Total Trades 305 153 152 305 153 152
Winning Trades 164 78 86 164 78 86
Losing Trades 141 75 66 141 75 66
Profitability (%) 53.7705 50.9804 56.5789 53.7705 50.9804 56.5789
Ratio Avg Win / Avg Loss 1.414 2.0858 0.9768 0.8999 1.5446 0.6173
Largest Winning Trade 150023 150023 56869 299940 164104 299940
Largest Losing Trade -97404 -43173 -97404 -716883 -153951 -716883
Avg Bars in Trades 25 15 35 25 15 35
Avg Bars in Winners 29 17 39 29 17 39
Avg Bars in Losers 21 13 29 21 13 29
Bars Traded 7750 2396 5355 7750 2396 5355
Profit Streak 0 0 494.4459 0 0 494.4459
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503086 488705 -65776 -296439 -54312 -578723

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": 1549152000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758861726833,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            758881.6451836469,
            571003.8640111819,
            187877.7811724651,
            161282.9177340845,
            632530.9432855514,
            -471248.025551467
        ],
        [
            758.881645,
            571.003864,
            187.877781,
            161.282918,
            632.530943,
            -471.248026
        ],
        [
            0.383904,
            0.28886,
            0.095044,
            0.048598,
            0.100789,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139500,
            -115451,
            -182577,
            -1157935,
            -230584,
            -1021371
        ],
        [
            1.644694,
            2.169247,
            1.272774,
            1.046729,
            1.606338,
            0.804319
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            164,
            78,
            86,
            164,
            78,
            86
        ],
        [
            141,
            75,
            66,
            141,
            75,
            66
        ],
        [
            53.770492,
            50.980392,
            56.578947,
            53.770492,
            50.980392,
            56.578947
        ],
        [
            1.414036,
            2.085814,
            0.97678,
            0.899932,
            1.544555,
            0.617268
        ],
        [
            150023,
            150023,
            56869,
            299940,
            164104,
            299940
        ],
        [
            -97404,
            -43173,
            -97404,
            -716883,
            -153951,
            -716883
        ],
        [
            25,
            15,
            35,
            25,
            15,
            35
        ],
        [
            29,
            17,
            39,
            29,
            17,
            39
        ],
        [
            21,
            13,
            29,
            21,
            13,
            29
        ],
        [
            7750,
            2396,
            5355,
            7750,
            2396,
            5355
        ],
        [
            0,
            0,
            494.445912,
            0,
            0,
            494.445912
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503086,
            488705,
            -65776,
            -296439,
            -54312,
            -578723
        ]
    ]
}
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": 1549152000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758861726833,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)