← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/360/VWAP/BBU/9490

Strategy
WAVES/USDT/360/VWAP/BBU/9490
Pair
WAVES_USDT
Interval
6h
Score
579498
Daily Profit
0.256648
Profit Factor
2.808030
Profitability
77.777778
Streak
702.428394
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 13:16
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 526079.6647 507329.3562 18750.3085 41416.3746 -44705.8261 86122.2007
Total P&L (%) 526.0797 507.3294 18.7503 41.4164 -44.7058 86.1222
Avg Daily Profit (%) 0.2661 0.2566 0.0095 0.0175 -0.03 0.0314
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98982 -99387 -75758 -888517 -889331 -86268
Profit Factor 2.3082 2.808 1.1543 1.0295 0.9641 1.5442
Total Trades 73 36 37 73 36 37
Winning Trades 56 28 28 56 28 28
Losing Trades 17 8 9 17 8 9
Profitability (%) 76.7123 77.7778 75.6757 76.7123 77.7778 75.6757
Ratio Avg Win / Avg Loss 0.7007 0.8023 0.371 0.3125 0.2755 0.4963
Largest Winning Trade 117141 117141 14037 454406 454406 82325
Largest Losing Trade -95971 -95971 -72161 -887396 -887396 -84321
Avg Bars in Trades 99 196 4 99 196 4
Avg Bars in Winners 34 66 3 34 66 3
Avg Bars in Losers 310 650 7 310 650 7
Bars Traded 7229 7063 166 7229 7063 166
Profit Streak 560.9284 702.4284 560.9284 560.9284 702.4284 560.9284
Trades During Streak 2 7 1 2 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61357 579498 -236200 -432868 -575784 -146792

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795413236,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 128,
            "offset": 49,
            "std": 3.08346
        }
    }
}
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": [
        [
            526079.6647130917,
            507329.3562058876,
            18750.3085072041,
            41416.3746456757,
            -44705.8260877406,
            86122.2007334165
        ],
        [
            526.079665,
            507.329356,
            18.750309,
            41.416375,
            -44.705826,
            86.122201
        ],
        [
            0.266134,
            0.256648,
            0.009485,
            0.017532,
            -0.029969,
            0.031432
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98982,
            -99387,
            -75758,
            -888517,
            -889331,
            -86268
        ],
        [
            2.308159,
            2.80803,
            1.154254,
            1.029482,
            0.964136,
            1.544194
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            17,
            8,
            9,
            17,
            8,
            9
        ],
        [
            76.712329,
            77.777778,
            75.675676,
            76.712329,
            77.777778,
            75.675676
        ],
        [
            0.700691,
            0.802294,
            0.37101,
            0.312521,
            0.275467,
            0.496348
        ],
        [
            117141,
            117141,
            14037,
            454406,
            454406,
            82325
        ],
        [
            -95971,
            -95971,
            -72161,
            -887396,
            -887396,
            -84321
        ],
        [
            99,
            196,
            4,
            99,
            196,
            4
        ],
        [
            34,
            66,
            3,
            34,
            66,
            3
        ],
        [
            310,
            650,
            7,
            310,
            650,
            7
        ],
        [
            7229,
            7063,
            166,
            7229,
            7063,
            166
        ],
        [
            560.928394,
            702.428394,
            560.928394,
            560.928394,
            702.428394,
            560.928394
        ],
        [
            2,
            7,
            1,
            2,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61357,
            579498,
            -236200,
            -432868,
            -575784,
            -146792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795413236,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 128,
            "offset": 49,
            "std": 3.08346
        }
    }
}

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)