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Trade: WAVES/USDT/60/VWMA/PSAR/1438

Strategy
WAVES/USDT/60/VWMA/PSAR/1438
Pair
WAVES_USDT
Interval
1h
Score
333253
Daily Profit
0.283208
Profit Factor
1.272178
Profitability
45.047170
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-28 17:02
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 163433.6807 102905.7637 60527.917 158466.4898 166059.7592 -7593.2694
Total P&L (%) 163.4337 102.9058 60.5279 158.4665 166.0598 -7.5933
Avg Daily Profit (%) 0.2832 0.1783 0.1049 0.1647 0.1697 -0.0137
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77885 -45710 -78747 -368989 -197061 -332664
Profit Factor 1.2722 1.331 1.2091 1.0791 1.1649 0.9924
Total Trades 424 212 212 424 212 212
Winning Trades 191 100 91 191 100 91
Losing Trades 233 112 121 233 112 121
Profitability (%) 45.0472 47.1698 42.9245 45.0472 47.1698 42.9245
Ratio Avg Win / Avg Loss 1.5519 1.4907 1.6076 1.3164 1.3047 1.3195
Largest Winning Trade 44289 44289 24172 140471 140471 70901
Largest Losing Trade -27790 -14357 -27790 -109125 -58002 -109125
Avg Bars in Trades 31 25 37 31 25 37
Avg Bars in Winners 38 30 48 38 30 48
Avg Bars in Losers 25 20 29 25 20 29
Bars Traded 13311 5400 7911 13311 5400 7911
Profit Streak 0 0 488.5853 0 0 488.5853
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333253 253796 -54576 -126271 -32440 -580738
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669478400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759068169853,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 209,
            "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": [
        [
            163433.6807021653,
            102905.7636955323,
            60527.9170066328,
            158466.4897850329,
            166059.7592245085,
            -7593.2694394758
        ],
        [
            163.433681,
            102.905764,
            60.527917,
            158.46649,
            166.059759,
            -7.593269
        ],
        [
            0.283208,
            0.178321,
            0.104887,
            0.164687,
            0.169713,
            -0.013684
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77885,
            -45710,
            -78747,
            -368989,
            -197061,
            -332664
        ],
        [
            1.272178,
            1.330961,
            1.209051,
            1.079124,
            1.164894,
            0.992374
        ],
        [
            424,
            212,
            212,
            424,
            212,
            212
        ],
        [
            191,
            100,
            91,
            191,
            100,
            91
        ],
        [
            233,
            112,
            121,
            233,
            112,
            121
        ],
        [
            45.04717,
            47.169811,
            42.924528,
            45.04717,
            47.169811,
            42.924528
        ],
        [
            1.551924,
            1.490677,
            1.607639,
            1.316419,
            1.304682,
            1.31953
        ],
        [
            44289,
            44289,
            24172,
            140471,
            140471,
            70901
        ],
        [
            -27790,
            -14357,
            -27790,
            -109125,
            -58002,
            -109125
        ],
        [
            31,
            25,
            37,
            31,
            25,
            37
        ],
        [
            38,
            30,
            48,
            38,
            30,
            48
        ],
        [
            25,
            20,
            29,
            25,
            20,
            29
        ],
        [
            13311,
            5400,
            7911,
            13311,
            5400,
            7911
        ],
        [
            0,
            0,
            488.585299,
            0,
            0,
            488.585299
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333253,
            253796,
            -54576,
            -126271,
            -32440,
            -580738
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669478400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759068169853,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 209,
            "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)