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Trade: WAVES/USDT/480/VWMA/PSAR/8875

Strategy
WAVES/USDT/480/VWMA/PSAR/8875
Pair
WAVES_USDT
Interval
8h
Score
527544
Daily Profit
0.289146
Profit Factor
2.310448
Profitability
58.928571
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-27 03:24
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 571641.8346 408007.6159 163634.2187 4404295.2866 1436168.8926 2968126.394
Total P&L (%) 571.6418 408.0076 163.6342 4404.2953 1436.1689 2968.1264
Avg Daily Profit (%) 0.2891 0.2064 0.0828 0.1928 0.1383 0.1733
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60978 -39022 -73150 -4766015 -2463334 -4003433
Profit Factor 2.3104 3.024 1.6974 1.3055 1.1942 1.4228
Total Trades 112 56 56 112 56 56
Winning Trades 66 35 31 66 35 31
Losing Trades 46 21 25 46 21 25
Profitability (%) 58.9286 62.5 55.3571 58.9286 62.5 55.3571
Ratio Avg Win / Avg Loss 1.6103 1.8144 1.3689 0.9099 0.7165 1.1474
Largest Winning Trade 78553 78553 75259 2594197 2594197 2593843
Largest Losing Trade -27883 -24561 -27883 -2455170 -1466541 -2455170
Avg Bars in Trades 49 39 58 49 39 58
Avg Bars in Winners 61 46 78 61 46 78
Avg Bars in Losers 31 27 34 31 27 34
Bars Traded 5501 2212 3289 5501 2212 3289
Profit Streak 0 0 553.3505 0 0 553.3505
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 527544 -164983 -259119 283744 -195052 -170133
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554393600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932681722,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 230,
            "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": [
        [
            571641.8345681276,
            408007.6158978613,
            163634.2186702664,
            4404295.286599796,
            1436168.8926306814,
            2968126.393969115
        ],
        [
            571.641835,
            408.007616,
            163.634219,
            4404.295287,
            1436.168893,
            2968.126394
        ],
        [
            0.289146,
            0.206377,
            0.082769,
            0.192781,
            0.138278,
            0.173324
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60978,
            -39022,
            -73150,
            -4766015,
            -2463334,
            -4003433
        ],
        [
            2.310448,
            3.023954,
            1.697416,
            1.305492,
            1.194178,
            1.422754
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            58.928571,
            62.5,
            55.357143,
            58.928571,
            62.5,
            55.357143
        ],
        [
            1.610312,
            1.814372,
            1.368884,
            0.909888,
            0.716507,
            1.147382
        ],
        [
            78553,
            78553,
            75259,
            2594197,
            2594197,
            2593843
        ],
        [
            -27883,
            -24561,
            -27883,
            -2455170,
            -1466541,
            -2455170
        ],
        [
            49,
            39,
            58,
            49,
            39,
            58
        ],
        [
            61,
            46,
            78,
            61,
            46,
            78
        ],
        [
            31,
            27,
            34,
            31,
            27,
            34
        ],
        [
            5501,
            2212,
            3289,
            5501,
            2212,
            3289
        ],
        [
            0,
            0,
            553.350483,
            0,
            0,
            553.350483
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527544,
            -164983,
            -259119,
            283744,
            -195052,
            -170133
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554393600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932681722,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 230,
            "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)