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Trade: WAVES/USDT/360/VWAP/HWMA/2053

Strategy
WAVES/USDT/360/VWAP/HWMA/2053
Pair
WAVES_USDT
Interval
6h
Score
312579
Daily Profit
0.197397
Profit Factor
1.242893
Profitability
39.588101
Streak
0.000000
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 395013.1958 390204.9488 4808.2471 -35606.8117 21716.3187 -57323.1305
Total P&L (%) 395.0132 390.2049 4.8082 -35.6068 21.7163 -57.3231
Avg Daily Profit (%) 0.1998 0.1974 0.0024 -0.0223 0.0099 -0.0431
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213049 -99516 -211448 -319878 -172797 -200999
Profit Factor 1.1195 1.2429 1.0028 0.988 1.0151 0.9625
Total Trades 1748 874 874 1748 874 874
Winning Trades 710 346 364 710 346 364
Losing Trades 1038 528 510 1038 528 510
Profitability (%) 40.6178 39.5881 41.6476 40.6178 39.5881 41.6476
Ratio Avg Win / Avg Loss 1.6366 1.8967 1.4051 1.4445 1.549 1.3486
Largest Winning Trade 143961 143961 52030 93187 93187 62031
Largest Losing Trade -30115 -30115 -24287 -49501 -47405 -49501
Avg Bars in Trades 4 4 4 4 4 4
Avg Bars in Winners 6 5 6 6 5 6
Avg Bars in Losers 3 3 3 3 3 3
Bars Traded 7900 3822 4077 7900 3822 4077
Profit Streak 0 0 471.4284 0 0 471.4284
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76620 312579 -570758 -575343 -387912 -577111

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": 1547791200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795410147,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.54341,
            "nb": 0.1,
            "nc": 0.08685
        }
    }
}
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": [
        [
            395013.1958250926,
            390204.948762801,
            4808.247062291,
            -35606.8117326341,
            21716.3187427624,
            -57323.1304753969
        ],
        [
            395.013196,
            390.204949,
            4.808247,
            -35.606812,
            21.716319,
            -57.32313
        ],
        [
            0.19983,
            0.197397,
            0.002432,
            -0.022264,
            0.009942,
            -0.043067
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213049,
            -99516,
            -211448,
            -319878,
            -172797,
            -200999
        ],
        [
            1.119462,
            1.242893,
            1.002828,
            0.988022,
            1.015055,
            0.962541
        ],
        [
            1748,
            874,
            874,
            1748,
            874,
            874
        ],
        [
            710,
            346,
            364,
            710,
            346,
            364
        ],
        [
            1038,
            528,
            510,
            1038,
            528,
            510
        ],
        [
            40.617849,
            39.588101,
            41.647597,
            40.617849,
            39.588101,
            41.647597
        ],
        [
            1.636622,
            1.896669,
            1.405061,
            1.44446,
            1.548986,
            1.348615
        ],
        [
            143961,
            143961,
            52030,
            93187,
            93187,
            62031
        ],
        [
            -30115,
            -30115,
            -24287,
            -49501,
            -47405,
            -49501
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            6,
            5,
            6,
            6,
            5,
            6
        ],
        [
            3,
            3,
            3,
            3,
            3,
            3
        ],
        [
            7900,
            3822,
            4077,
            7900,
            3822,
            4077
        ],
        [
            0,
            0,
            471.428358,
            0,
            0,
            471.428358
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76620,
            312579,
            -570758,
            -575343,
            -387912,
            -577111
        ]
    ]
}
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": 1547791200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795410147,
    "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": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.54341,
            "nb": 0.1,
            "nc": 0.08685
        }
    }
}

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)