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Trade: WAVES/USDT/60/VWMA/PSAR/3260

Strategy
WAVES/USDT/60/VWMA/PSAR/3260
Pair
WAVES_USDT
Interval
1h
Score
325845
Daily Profit
0.249833
Profit Factor
1.228970
Profitability
48.532731
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-03 21:14
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 144173.7005 92773.2825 51400.418 112182.4707 109607.2214 2575.2493
Total P&L (%) 144.1737 92.7733 51.4004 112.1825 109.6072 2.5752
Avg Daily Profit (%) 0.2498 0.1608 0.0891 0.1304 0.1283 0.0044
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68081 -43219 -75534 -193171 -110839 -201214
Profit Factor 1.229 1.3046 1.1581 1.0828 1.1698 1.0036
Total Trades 443 222 221 443 222 221
Winning Trades 215 110 105 215 110 105
Losing Trades 228 112 116 228 112 116
Profitability (%) 48.5327 49.5496 47.5113 48.5327 49.5496 47.5113
Ratio Avg Win / Avg Loss 1.3033 1.3283 1.2794 1.1483 1.1911 1.1088
Largest Winning Trade 43779 43779 23133 69235 69235 43322
Largest Losing Trade -27790 -15505 -27790 -68199 -37596 -68199
Avg Bars in Trades 30 24 35 30 24 35
Avg Bars in Winners 34 27 42 34 27 42
Avg Bars in Losers 25 21 29 25 21 29
Bars Traded 13325 5470 7855 13325 5470 7855
Profit Streak 0 0 492.2598 0 0 492.2598
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325845 277793 -121694 -146948 -55111 -569038
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": 1669413600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759515246417,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "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": [
        [
            144173.7004855527,
            92773.2824822272,
            51400.4180033253,
            112182.4706516908,
            109607.2213903603,
            2575.2492613305
        ],
        [
            144.1737,
            92.773282,
            51.400418,
            112.182471,
            109.607221,
            2.575249
        ],
        [
            0.249833,
            0.160763,
            0.08907,
            0.130444,
            0.128325,
            0.004406
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68081,
            -43219,
            -75534,
            -193171,
            -110839,
            -201214
        ],
        [
            1.22897,
            1.304614,
            1.158105,
            1.082823,
            1.169821,
            1.003632
        ],
        [
            443,
            222,
            221,
            443,
            222,
            221
        ],
        [
            215,
            110,
            105,
            215,
            110,
            105
        ],
        [
            228,
            112,
            116,
            228,
            112,
            116
        ],
        [
            48.532731,
            49.54955,
            47.511312,
            48.532731,
            49.54955,
            47.511312
        ],
        [
            1.303279,
            1.328334,
            1.27943,
            1.148296,
            1.191091,
            1.108774
        ],
        [
            43779,
            43779,
            23133,
            69235,
            69235,
            43322
        ],
        [
            -27790,
            -15505,
            -27790,
            -68199,
            -37596,
            -68199
        ],
        [
            30,
            24,
            35,
            30,
            24,
            35
        ],
        [
            34,
            27,
            42,
            34,
            27,
            42
        ],
        [
            25,
            21,
            29,
            25,
            21,
            29
        ],
        [
            13325,
            5470,
            7855,
            13325,
            5470,
            7855
        ],
        [
            0,
            0,
            492.259796,
            0,
            0,
            492.259796
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325845,
            277793,
            -121694,
            -146948,
            -55111,
            -569038
        ]
    ]
}
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": 1669413600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759515246417,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "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)