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Trade: WAVES/USDT/120/VWMA/MIDPRICE/6788

Strategy
WAVES/USDT/120/VWMA/MIDPRICE/6788
Pair
WAVES_USDT
Interval
2h
Score
420497
Daily Profit
0.314544
Profit Factor
1.528838
Profitability
46.753247
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-25 19:32
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 527702.8726 508931.9628 18770.9098 157709.4436 255017.7333 -97308.2897
Total P&L (%) 527.7029 508.932 18.7709 157.7094 255.0177 -97.3083
Avg Daily Profit (%) 0.3261 0.3145 0.0116 0.0585 0.0783 -0.2232
Buy And Hold Return (%) 22.4676 22.4676 22.4676 22.4676 22.4676 22.4676
Max Trade Drawdown -154605 -119710 -202001 -1370046 -682882 -989621
Profit Factor 1.2732 1.5288 1.0194 1.023 1.07 0.9697
Total Trades 616 308 308 616 308 308
Winning Trades 297 144 153 297 144 153
Losing Trades 319 164 155 319 164 155
Profitability (%) 48.2143 46.7532 49.6753 48.2143 46.7532 49.6753
Ratio Avg Win / Avg Loss 1.3675 1.7412 1.0327 1.0988 1.2186 0.9824
Largest Winning Trade 111294 111294 51356 318141 318141 118057
Largest Losing Trade -43709 -43709 -31188 -200115 -200115 -127034
Avg Bars in Trades 31 29 33 31 29 33
Avg Bars in Winners 38 36 39 38 36 39
Avg Bars in Losers 24 22 26 24 22 26
Bars Traded 19215 8998 10217 19215 8998 10217
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416149 420497 -541412 -307459 -231778 -579849

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579413600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758817957621,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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": [
        [
            527702.8725679333,
            508931.9627915558,
            18770.9097763788,
            157709.4436065236,
            255017.733329048,
            -97308.2897225245
        ],
        [
            527.702873,
            508.931963,
            18.77091,
            157.709444,
            255.017733,
            -97.30829
        ],
        [
            0.326145,
            0.314544,
            0.011601,
            0.058525,
            0.078337,
            -0.223174
        ],
        [
            22.467562,
            22.467562,
            22.467562,
            22.467562,
            22.467562,
            22.467562
        ],
        [
            -154605,
            -119710,
            -202001,
            -1370046,
            -682882,
            -989621
        ],
        [
            1.273185,
            1.528838,
            1.019365,
            1.023015,
            1.070032,
            0.969697
        ],
        [
            616,
            308,
            308,
            616,
            308,
            308
        ],
        [
            297,
            144,
            153,
            297,
            144,
            153
        ],
        [
            319,
            164,
            155,
            319,
            164,
            155
        ],
        [
            48.214286,
            46.753247,
            49.675325,
            48.214286,
            46.753247,
            49.675325
        ],
        [
            1.367495,
            1.741177,
            1.03269,
            1.098793,
            1.218647,
            0.982372
        ],
        [
            111294,
            111294,
            51356,
            318141,
            318141,
            118057
        ],
        [
            -43709,
            -43709,
            -31188,
            -200115,
            -200115,
            -127034
        ],
        [
            31,
            29,
            33,
            31,
            29,
            33
        ],
        [
            38,
            36,
            39,
            38,
            36,
            39
        ],
        [
            24,
            22,
            26,
            24,
            22,
            26
        ],
        [
            19215,
            8998,
            10217,
            19215,
            8998,
            10217
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416149,
            420497,
            -541412,
            -307459,
            -231778,
            -579849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579413600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758817957621,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 79,
            "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)