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Trade: WAVES/USDT/60/VWMA/SWMA/3926

Strategy
WAVES/USDT/60/VWMA/SWMA/3926
Pair
WAVES_USDT
Interval
1h
Score
360474
Daily Profit
0.275694
Profit Factor
1.386657
Profitability
55.555556
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-03 15:38
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 159097.7282 94041.6967 65056.0316 106517.7246 8306.6382 98211.0863
Total P&L (%) 159.0977 94.0417 65.056 106.5177 8.3066 98.2111
Avg Daily Profit (%) 0.2757 0.163 0.1127 0.1257 0.0138 0.1186
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105449 -38608 -86128 -114223 -102829 -98254
Profit Factor 1.3867 1.5777 1.2616 1.2081 1.0343 1.3645
Total Trades 153 77 76 153 77 76
Winning Trades 85 40 45 85 40 45
Losing Trades 68 37 31 68 37 31
Profitability (%) 55.5556 51.9481 59.2105 55.5556 51.9481 59.2105
Ratio Avg Win / Avg Loss 1.1093 1.4594 0.8691 0.9665 0.9567 0.94
Largest Winning Trade 37342 37342 23221 51091 51091 47444
Largest Losing Trade -55288 -25476 -55288 -71159 -70598 -71159
Avg Bars in Trades 87 62 112 87 62 112
Avg Bars in Winners 78 59 95 78 59 95
Avg Bars in Losers 98 65 137 98 65 137
Bars Traded 13402 4817 8585 13402 4817 8585
Profit Streak 0 0 503.1101 0 0 503.1101
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360474 -33010 -91683 -26153 -566755 -82867
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": 1669312800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759495114611,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 128,
            "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": [
        [
            159097.7282259049,
            94041.6966509798,
            65056.0315749249,
            106517.7245675551,
            8306.6382495682,
            98211.086317987
        ],
        [
            159.097728,
            94.041697,
            65.056032,
            106.517725,
            8.306638,
            98.211086
        ],
        [
            0.275694,
            0.162961,
            0.112733,
            0.125749,
            0.013829,
            0.118626
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105449,
            -38608,
            -86128,
            -114223,
            -102829,
            -98254
        ],
        [
            1.386657,
            1.577722,
            1.261595,
            1.208079,
            1.034254,
            1.364545
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            55.555556,
            51.948052,
            59.210526,
            55.555556,
            51.948052,
            59.210526
        ],
        [
            1.109325,
            1.459393,
            0.869099,
            0.966463,
            0.956685,
            0.94002
        ],
        [
            37342,
            37342,
            23221,
            51091,
            51091,
            47444
        ],
        [
            -55288,
            -25476,
            -55288,
            -71159,
            -70598,
            -71159
        ],
        [
            87,
            62,
            112,
            87,
            62,
            112
        ],
        [
            78,
            59,
            95,
            78,
            59,
            95
        ],
        [
            98,
            65,
            137,
            98,
            65,
            137
        ],
        [
            13402,
            4817,
            8585,
            13402,
            4817,
            8585
        ],
        [
            0,
            0,
            503.110123,
            0,
            0,
            503.110123
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360474,
            -33010,
            -91683,
            -26153,
            -566755,
            -82867
        ]
    ]
}
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": 1669312800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759495114611,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 163,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 128,
            "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)