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Trade: WAVES/USDT/720/VWMA/MIDPOINT/6310

Strategy
WAVES/USDT/720/VWMA/MIDPOINT/6310
Pair
WAVES_USDT
Interval
12h
Score
437082
Daily Profit
0.456361
Profit Factor
2.354617
Profitability
42.519685
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 05:05
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 902453.5365 687498.3821 214955.1543 9583556.1924 4669384.2975 4914171.8949
Total P&L (%) 902.4535 687.4984 214.9552 9583.5562 4669.3843 4914.1719
Avg Daily Profit (%) 0.4564 0.3477 0.1087 0.2315 0.1956 0.1982
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72608 -96457 -74192 -5792424 -6465122 -4056070
Profit Factor 2.3546 3.0419 1.6523 1.3351 1.3238 1.3465
Total Trades 127 64 63 127 64 63
Winning Trades 54 26 28 54 26 28
Losing Trades 73 38 35 73 38 35
Profitability (%) 42.5197 40.625 44.4444 42.5197 40.625 44.4444
Ratio Avg Win / Avg Loss 3.1831 4.4458 2.0654 1.8049 1.9349 1.6832
Largest Winning Trade 208664 208664 69597 3800586 3260626 3800586
Largest Losing Trade -53378 -22367 -53378 -2565875 -1590696 -2565875
Avg Bars in Trades 30 23 37 30 23 37
Avg Bars in Winners 57 46 68 57 46 68
Avg Bars in Losers 9 7 12 9 7 12
Bars Traded 3850 1495 2355 3850 1495 2355
Profit Streak 0 0 549.5868 0 0 549.5868
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437082 -127715 -193278 257195 -133485 -139033

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1549756800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758852303206,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 5,
            "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": [
        [
            902453.5364570862,
            687498.3821202804,
            214955.1543368057,
            9583556.192358634,
            4669384.297489212,
            4914171.894869422
        ],
        [
            902.453536,
            687.498382,
            214.955154,
            9583.556192,
            4669.384297,
            4914.171895
        ],
        [
            0.456361,
            0.34766,
            0.1087,
            0.23152,
            0.19563,
            0.198166
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72608,
            -96457,
            -74192,
            -5792424,
            -6465122,
            -4056070
        ],
        [
            2.354617,
            3.041896,
            1.652349,
            1.335094,
            1.323847,
            1.34653
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            73,
            38,
            35,
            73,
            38,
            35
        ],
        [
            42.519685,
            40.625,
            44.444444,
            42.519685,
            40.625,
            44.444444
        ],
        [
            3.183094,
            4.445847,
            2.065436,
            1.80485,
            1.934853,
            1.683163
        ],
        [
            208664,
            208664,
            69597,
            3800586,
            3260626,
            3800586
        ],
        [
            -53378,
            -22367,
            -53378,
            -2565875,
            -1590696,
            -2565875
        ],
        [
            30,
            23,
            37,
            30,
            23,
            37
        ],
        [
            57,
            46,
            68,
            57,
            46,
            68
        ],
        [
            9,
            7,
            12,
            9,
            7,
            12
        ],
        [
            3850,
            1495,
            2355,
            3850,
            1495,
            2355
        ],
        [
            0,
            0,
            549.586843,
            0,
            0,
            549.586843
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437082,
            -127715,
            -193278,
            257195,
            -133485,
            -139033
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1549756800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758852303206,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 5,
            "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)