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Trade: WAVES/USDT/480/VWMA/PSAR/6304

Strategy
WAVES/USDT/480/VWMA/PSAR/6304
Pair
WAVES_USDT
Interval
8h
Score
493771
Daily Profit
0.334478
Profit Factor
1.661450
Profitability
57.964602
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 22:01
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 661263.3969 516202.3477 145061.0492 1370322.1322 -433496.8667 1803818.9989
Total P&L (%) 661.2634 516.2023 145.061 1370.3221 -433.4969 1803.819
Avg Daily Profit (%) 0.3345 0.2611 0.0734 0.1361 0 0.1491
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107734 -91924 -103436 -1613435 -2127826 -1328594
Profit Factor 1.6615 1.9776 1.3076 1.1336 0.928 1.4255
Total Trades 226 113 113 226 113 113
Winning Trades 131 63 68 131 63 68
Losing Trades 95 50 45 95 50 45
Profitability (%) 57.9646 55.7522 60.177 57.9646 55.7522 60.177
Ratio Avg Win / Avg Loss 1.2049 1.5695 0.8653 0.8221 0.7365 0.9434
Largest Winning Trade 169336 169336 68726 1202035 1099638 1202035
Largest Losing Trade -38638 -33865 -38638 -752900 -752900 -619792
Avg Bars in Trades 25 20 30 25 20 30
Avg Bars in Winners 28 22 33 28 22 33
Avg Bars in Losers 21 17 25 21 17 25
Bars Traded 5754 2315 3439 5754 2315 3439
Profit Streak 0 0 549.1258 0 0 549.1258
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493771 471121 -94110 -83753 -580008 290072

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550995200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758913265455,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            661263.3968555668,
            516202.3476768944,
            145061.0491786727,
            1370322.1321979794,
            -433496.8666875475,
            1803818.9988855266
        ],
        [
            661.263397,
            516.202348,
            145.061049,
            1370.322132,
            -433.496867,
            1803.818999
        ],
        [
            0.334478,
            0.261104,
            0.073374,
            0.136059,
            0,
            0.149147
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107734,
            -91924,
            -103436,
            -1613435,
            -2127826,
            -1328594
        ],
        [
            1.66145,
            1.977552,
            1.307554,
            1.133568,
            0.927994,
            1.425526
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            131,
            63,
            68,
            131,
            63,
            68
        ],
        [
            95,
            50,
            45,
            95,
            50,
            45
        ],
        [
            57.964602,
            55.752212,
            60.176991,
            57.964602,
            55.752212,
            60.176991
        ],
        [
            1.204869,
            1.569486,
            0.865293,
            0.822053,
            0.736503,
            0.943363
        ],
        [
            169336,
            169336,
            68726,
            1202035,
            1099638,
            1202035
        ],
        [
            -38638,
            -33865,
            -38638,
            -752900,
            -752900,
            -619792
        ],
        [
            25,
            20,
            30,
            25,
            20,
            30
        ],
        [
            28,
            22,
            33,
            28,
            22,
            33
        ],
        [
            21,
            17,
            25,
            21,
            17,
            25
        ],
        [
            5754,
            2315,
            3439,
            5754,
            2315,
            3439
        ],
        [
            0,
            0,
            549.125757,
            0,
            0,
            549.125758
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493771,
            471121,
            -94110,
            -83753,
            -580008,
            290072
        ]
    ]
}
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": 1550995200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758913265455,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)