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Trade: WAVES/USDT/60/BBL/VWMA/2581

Strategy
WAVES/USDT/60/BBL/VWMA/2581
Pair
WAVES_USDT
Interval
1h
Score
521381
Daily Profit
0.187947
Profit Factor
2.607096
Profitability
64.102564
Streak
566.267818
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-26 05:25
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229875.9944 173873.1605 56002.834 460252.0157 264726.6943 195525.3214
Total P&L (%) 229.876 173.8732 56.0028 460.252 264.7267 195.5253
Avg Daily Profit (%) 0.3983 0.3013 0.097 0.2991 0.2245 0.1879
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75869 -65787 -11982 -266630 -297135 -46451
Profit Factor 2.1844 2.134 2.3737 1.6378 1.4412 2.6071
Total Trades 77 38 39 77 38 39
Winning Trades 52 27 25 52 27 25
Losing Trades 25 11 14 25 11 14
Profitability (%) 67.5325 71.0526 64.1026 67.5325 71.0526 64.1026
Ratio Avg Win / Avg Loss 1.0502 0.8694 1.3293 0.7874 0.5872 1.46
Largest Winning Trade 40414 40414 16395 184505 184505 66945
Largest Losing Trade -31682 -31682 -8926 -234027 -234027 -28159
Avg Bars in Trades 156 303 14 156 303 14
Avg Bars in Winners 89 158 14 89 158 14
Avg Bars in Losers 297 659 12 297 659 12
Bars Traded 12069 11523 546 12069 11523 546
Profit Streak 495.3928 495.3928 566.2678 495.3928 495.3928 566.2678
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -30419 457346 -57831 -33989 361676 521381

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669413600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758853539458,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 36,
            "offset": 0,
            "std": 3.67774
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "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": [
        [
            229875.9944493932,
            173873.1604553004,
            56002.8339940929,
            460252.015660814,
            264726.6942871295,
            195525.3213736848
        ],
        [
            229.875994,
            173.87316,
            56.002834,
            460.252016,
            264.726694,
            195.525321
        ],
        [
            0.398343,
            0.301298,
            0.097045,
            0.299056,
            0.22448,
            0.187947
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75869,
            -65787,
            -11982,
            -266630,
            -297135,
            -46451
        ],
        [
            2.184356,
            2.134007,
            2.37372,
            1.637755,
            1.441203,
            2.607096
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            67.532468,
            71.052632,
            64.102564,
            67.532468,
            71.052632,
            64.102564
        ],
        [
            1.050171,
            0.86941,
            1.329283,
            0.787382,
            0.587157,
            1.459974
        ],
        [
            40414,
            40414,
            16395,
            184505,
            184505,
            66945
        ],
        [
            -31682,
            -31682,
            -8926,
            -234027,
            -234027,
            -28159
        ],
        [
            156,
            303,
            14,
            156,
            303,
            14
        ],
        [
            89,
            158,
            14,
            89,
            158,
            14
        ],
        [
            297,
            659,
            12,
            297,
            659,
            12
        ],
        [
            12069,
            11523,
            546,
            12069,
            11523,
            546
        ],
        [
            495.392818,
            495.392818,
            566.267818,
            495.392818,
            495.392818,
            566.267818
        ],
        [
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            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30419,
            457346,
            -57831,
            -33989,
            361676,
            521381
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669413600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758853539458,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 36,
            "offset": 0,
            "std": 3.67774
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 191,
            "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)