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Trade: WAVES/USDT/240/VWMA/BBL/9856

Strategy
WAVES/USDT/240/VWMA/BBL/9856
Pair
WAVES_USDT
Interval
4h
Score
515323
Daily Profit
0.280279
Profit Factor
2.539912
Profitability
55.769231
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 06:14
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 629350.4924 553831.7501 75518.7422 2272111.0205 2290323.6741 -18212.6536
Total P&L (%) 629.3505 553.8318 75.5187 2272.111 2290.3237 -18.2127
Avg Daily Profit (%) 0.3185 0.2803 0.0382 0.1604 0.1608 -0.0102
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103664 -36728 -180194 -1444443 -877361 -1011820
Profit Factor 1.7841 2.5399 1.1705 1.359 1.7279 0.9943
Total Trades 207 104 103 207 104 103
Winning Trades 110 58 52 110 58 52
Losing Trades 97 46 51 97 46 51
Profitability (%) 53.1401 55.7692 50.4854 53.1401 55.7692 50.4854
Ratio Avg Win / Avg Loss 1.5732 2.0144 1.148 1.1984 1.3704 0.9752
Largest Winning Trade 97633 97633 83021 1390137 1390137 684100
Largest Losing Trade -54198 -36728 -54198 -453253 -453253 -330738
Avg Bars in Trades 53 23 83 53 23 83
Avg Bars in Winners 75 26 129 75 26 129
Avg Bars in Losers 28 18 36 28 18 36
Bars Traded 11003 2417 8586 11003 2417 8586
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 501290 515323 -175078 346835 382134 -580994
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550563200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759374897234,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 2.97116
        }
    }
}
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": [
        [
            629350.4923532706,
            553831.7501310232,
            75518.7422222477,
            2272111.020477923,
            2290323.674063485,
            -18212.6535855613
        ],
        [
            629.350492,
            553.83175,
            75.518742,
            2272.11102,
            2290.323674,
            -18.212654
        ],
        [
            0.318497,
            0.280279,
            0.038218,
            0.16037,
            0.160757,
            -0.010174
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103664,
            -36728,
            -180194,
            -1444443,
            -877361,
            -1011820
        ],
        [
            1.78408,
            2.539912,
            1.170468,
            1.359036,
            1.7279,
            0.994276
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            110,
            58,
            52,
            110,
            58,
            52
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            53.140097,
            55.769231,
            50.485437,
            53.140097,
            55.769231,
            50.485437
        ],
        [
            1.573235,
            2.014413,
            1.147959,
            1.198422,
            1.370403,
            0.975155
        ],
        [
            97633,
            97633,
            83021,
            1390137,
            1390137,
            684100
        ],
        [
            -54198,
            -36728,
            -54198,
            -453253,
            -453253,
            -330738
        ],
        [
            53,
            23,
            83,
            53,
            23,
            83
        ],
        [
            75,
            26,
            129,
            75,
            26,
            129
        ],
        [
            28,
            18,
            36,
            28,
            18,
            36
        ],
        [
            11003,
            2417,
            8586,
            11003,
            2417,
            8586
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            501290,
            515323,
            -175078,
            346835,
            382134,
            -580994
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550563200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759374897234,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 2.97116
        }
    }
}

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)