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Trade: WAVES/USDT/360/VWMA/DCM/5884

Strategy
WAVES/USDT/360/VWMA/DCM/5884
Pair
WAVES_USDT
Interval
6h
Score
512640
Daily Profit
0.183652
Profit Factor
3.030515
Profitability
50.000000
Streak
726.833583
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-29 23:00
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 417355.0634 363034.3156 54320.7477 498098.994 463174.1703 34924.8236
Total P&L (%) 417.3551 363.0343 54.3207 498.099 463.1742 34.9248
Avg Daily Profit (%) 0.2111 0.1837 0.0275 0.0905 0.0875 0.0152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82664 -89021 -166985 -503780 -514436 -501033
Profit Factor 1.8818 3.0305 1.1845 1.2826 1.6097 1.0348
Total Trades 75 38 37 75 38 37
Winning Trades 35 19 16 35 19 16
Losing Trades 40 19 21 40 19 21
Profitability (%) 46.6667 50 43.2432 46.6667 50 43.2432
Ratio Avg Win / Avg Loss 2.1507 3.0305 1.5546 1.4659 1.6097 1.3582
Largest Winning Trade 105238 105238 65323 265383 205695 265383
Largest Losing Trade -46883 -20389 -46883 -252608 -136947 -252608
Avg Bars in Trades 98 84 112 98 84 112
Avg Bars in Winners 160 124 204 160 124 204
Avg Bars in Losers 43 43 43 43 43 43
Bars Traded 7373 3195 4179 7373 3195 4179
Profit Streak 707.3336 726.8336 707.3336 707.3336 726.8336 707.3336
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49954 512640 -175761 -133375 -72154 -359523
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": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759176021541,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "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": [
        [
            417355.0633608046,
            363034.3156122459,
            54320.7477485585,
            498098.99395527,
            463174.1703256487,
            34924.8236296211
        ],
        [
            417.355063,
            363.034316,
            54.320748,
            498.098994,
            463.17417,
            34.924824
        ],
        [
            0.211132,
            0.183652,
            0.02748,
            0.090522,
            0.087476,
            0.015155
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82664,
            -89021,
            -166985,
            -503780,
            -514436,
            -501033
        ],
        [
            1.881846,
            3.030515,
            1.18446,
            1.282643,
            1.609719,
            1.034833
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            46.666667,
            50,
            43.243243,
            46.666667,
            50,
            43.243243
        ],
        [
            2.150681,
            3.030515,
            1.554604,
            1.465878,
            1.609719,
            1.358218
        ],
        [
            105238,
            105238,
            65323,
            265383,
            205695,
            265383
        ],
        [
            -46883,
            -20389,
            -46883,
            -252608,
            -136947,
            -252608
        ],
        [
            98,
            84,
            112,
            98,
            84,
            112
        ],
        [
            160,
            124,
            204,
            160,
            124,
            204
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            7373,
            3195,
            4179,
            7373,
            3195,
            4179
        ],
        [
            707.333583,
            726.833583,
            707.333583,
            707.333583,
            726.833583,
            707.333583
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49954,
            512640,
            -175761,
            -133375,
            -72154,
            -359523
        ]
    ]
}
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": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759176021541,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 40,
            "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)