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Trade: WAVES/USDT/480/VWAP/HWMA/7906

Strategy
WAVES/USDT/480/VWAP/HWMA/7906
Pair
WAVES_USDT
Interval
8h
Score
338441
Daily Profit
0.162467
Profit Factor
1.247217
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-06 12:51
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 284845.8662 321198.1709 -36352.3047 -103035.604 645907.8457 -748943.4497
Total P&L (%) 284.8459 321.1982 -36.3523 -103.0356 645.9078 -748.9435
Avg Daily Profit (%) 0.1441 0.1625 -0.0184 0 0.1017 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169111 -156584 -261608 -634305 -153683 -964111
Profit Factor 1.1121 1.2472 0.9707 0.9714 1.4299 0.6428
Total Trades 820 410 410 820 410 410
Winning Trades 443 220 223 426 215 211
Losing Trades 377 190 187 394 195 199
Profitability (%) 54.0244 53.6585 54.3902 51.9512 52.439 51.4634
Ratio Avg Win / Avg Loss 0.9464 1.0771 0.814 0.8984 1.2968 0.6062
Largest Winning Trade 50308 50308 48344 106906 106906 58836
Largest Losing Trade -103923 -40249 -103923 -400127 -78574 -400127
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 6 6 7 6 7 6
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 5915 2953 2962 5915 2953 2962
Profit Streak 0 0 497.0776 484.7443 500.0776 0
Trades During Streak 0 0 3 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94073 338441 -577007 -574963 -52387 -578722
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759744306170,
    "expiration_time": 1723706784000,
    "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": 0.2,
            "nb": 0.33659,
            "nc": 0.1
        }
    }
}
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": [
        [
            284845.8661777283,
            321198.1708639497,
            -36352.3046862214,
            -103035.603992462,
            645907.8456856941,
            -748943.4496781557
        ],
        [
            284.845866,
            321.198171,
            -36.352305,
            -103.035604,
            645.907846,
            -748.94345
        ],
        [
            0.14408,
            0.162467,
            -0.018388,
            0,
            0.101692,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169111,
            -156584,
            -261608,
            -634305,
            -153683,
            -964111
        ],
        [
            1.11211,
            1.247217,
            0.970719,
            0.971374,
            1.429851,
            0.642799
        ],
        [
            820,
            410,
            410,
            820,
            410,
            410
        ],
        [
            443,
            220,
            223,
            426,
            215,
            211
        ],
        [
            377,
            190,
            187,
            394,
            195,
            199
        ],
        [
            54.02439,
            53.658537,
            54.390244,
            51.95122,
            52.439024,
            51.463415
        ],
        [
            0.946424,
            1.077142,
            0.814011,
            0.898407,
            1.296841,
            0.606242
        ],
        [
            50308,
            50308,
            48344,
            106906,
            106906,
            58836
        ],
        [
            -103923,
            -40249,
            -103923,
            -400127,
            -78574,
            -400127
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            6,
            6,
            7,
            6,
            7,
            6
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            5915,
            2953,
            2962,
            5915,
            2953,
            2962
        ],
        [
            0,
            0,
            497.077617,
            484.744284,
            500.077618,
            0
        ],
        [
            0,
            0,
            3,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94073,
            338441,
            -577007,
            -574963,
            -52387,
            -578722
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759744306170,
    "expiration_time": 1723706784000,
    "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": 0.2,
            "nb": 0.33659,
            "nc": 0.1
        }
    }
}

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)