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Trade: WAVES/USDT/360/VWMA/PSAR/7282

Strategy
WAVES/USDT/360/VWMA/PSAR/7282
Pair
WAVES_USDT
Interval
6h
Score
531929
Daily Profit
0.384487
Profit Factor
1.847914
Profitability
53.478261
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-30 00:19
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 760034.5626 553107.9202 206926.6424 4625485.8824 -262591.6323 4888077.5147
Total P&L (%) 760.0346 553.1079 206.9266 4625.4859 -262.5916 4888.0775
Avg Daily Profit (%) 0.3845 0.2798 0.1047 0.1952 0 0.198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85533 -102852 -109188 -2202561 -3345396 -923622
Profit Factor 1.8479 2.191 1.479 1.3763 0.9655 2.044
Total Trades 230 115 115 230 115 115
Winning Trades 123 60 63 123 60 63
Losing Trades 107 55 52 107 55 52
Profitability (%) 53.4783 52.1739 54.7826 53.4783 52.1739 54.7826
Ratio Avg Win / Avg Loss 1.6075 2.0084 1.2208 1.1973 0.885 1.6871
Largest Winning Trade 147112 147112 61023 1436700 1293630 1436700
Largest Losing Trade -39966 -27710 -39966 -887358 -887358 -693911
Avg Bars in Trades 33 26 40 33 26 40
Avg Bars in Winners 40 33 46 40 33 46
Avg Bars in Losers 25 18 32 25 18 32
Bars Traded 7679 3036 4643 7679 3036 4643
Profit Streak 0 0 555.1386 0 0 555.1386
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 531929 475195 -50348 367271 -580466 490014
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": 1551484800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759180775058,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "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": [
        [
            760034.5625766098,
            553107.9202103366,
            206926.6423662733,
            4625485.882358415,
            -262591.6323287609,
            4888077.514687176
        ],
        [
            760.034563,
            553.10792,
            206.926642,
            4625.485882,
            -262.591632,
            4888.077515
        ],
        [
            0.384487,
            0.279807,
            0.10468,
            0.195236,
            0,
            0.197977
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85533,
            -102852,
            -109188,
            -2202561,
            -3345396,
            -923622
        ],
        [
            1.847914,
            2.191019,
            1.479042,
            1.376347,
            0.965486,
            2.043964
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            123,
            60,
            63,
            123,
            60,
            63
        ],
        [
            107,
            55,
            52,
            107,
            55,
            52
        ],
        [
            53.478261,
            52.173913,
            54.782609,
            53.478261,
            52.173913,
            54.782609
        ],
        [
            1.607535,
            2.008434,
            1.220797,
            1.19731,
            0.885029,
            1.687081
        ],
        [
            147112,
            147112,
            61023,
            1436700,
            1293630,
            1436700
        ],
        [
            -39966,
            -27710,
            -39966,
            -887358,
            -887358,
            -693911
        ],
        [
            33,
            26,
            40,
            33,
            26,
            40
        ],
        [
            40,
            33,
            46,
            40,
            33,
            46
        ],
        [
            25,
            18,
            32,
            25,
            18,
            32
        ],
        [
            7679,
            3036,
            4643,
            7679,
            3036,
            4643
        ],
        [
            0,
            0,
            555.1386,
            0,
            0,
            555.1386
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531929,
            475195,
            -50348,
            367271,
            -580466,
            490014
        ]
    ]
}
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": 1551484800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759180775058,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "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)