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Trade: WAVES/USDT/60/VWMA/KCU/8299

Strategy
WAVES/USDT/60/VWMA/KCU/8299
Pair
WAVES_USDT
Interval
1h
Score
318898
Daily Profit
0.305837
Profit Factor
1.624323
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-05 23:54
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 176492.3493 104642.381 71849.9683 172905.5128 93811.994 79093.5188
Total P&L (%) 176.4923 104.6424 71.85 172.9055 93.812 79.0935
Avg Daily Profit (%) 0.3058 0.1813 0.1245 0.1741 0.1147 0.101
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50263 -53832 -38003 -147608 -189067 -134842
Profit Factor 1.6243 1.5943 1.6739 1.2218 1.1998 1.2553
Total Trades 90 45 45 90 45 45
Winning Trades 39 14 25 39 14 25
Losing Trades 51 31 20 51 31 20
Profitability (%) 43.3333 31.1111 55.5556 43.3333 31.1111 55.5556
Ratio Avg Win / Avg Loss 2.1241 3.5302 1.3391 1.5978 2.6566 1.0043
Largest Winning Trade 77296 77296 21948 159386 159386 59201
Largest Losing Trade -20044 -20044 -13453 -68418 -68418 -44349
Avg Bars in Trades 148 150 146 148 150 146
Avg Bars in Winners 199 244 174 199 244 174
Avg Bars in Losers 109 107 111 109 107 111
Bars Traded 13340 6756 6584 13340 6756 6584
Profit Streak 0 0 508.2462 0 0 508.2462
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318898 100262 -23758 193487 -47177 -57307
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": 1669510800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759697668389,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 71,
            "offset": 167,
            "scalar": 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": [
        [
            176492.3493138633,
            104642.3809994937,
            71849.9683143696,
            172905.5127521011,
            93811.9939550124,
            79093.5187970889
        ],
        [
            176.492349,
            104.642381,
            71.849968,
            172.905513,
            93.811994,
            79.093519
        ],
        [
            0.305837,
            0.181331,
            0.124506,
            0.174123,
            0.114732,
            0.101031
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50263,
            -53832,
            -38003,
            -147608,
            -189067,
            -134842
        ],
        [
            1.624323,
            1.594301,
            1.673904,
            1.221849,
            1.199763,
            1.255332
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            39,
            14,
            25,
            39,
            14,
            25
        ],
        [
            51,
            31,
            20,
            51,
            31,
            20
        ],
        [
            43.333333,
            31.111111,
            55.555556,
            43.333333,
            31.111111,
            55.555556
        ],
        [
            2.124115,
            3.530237,
            1.339123,
            1.597802,
            2.656617,
            1.004266
        ],
        [
            77296,
            77296,
            21948,
            159386,
            159386,
            59201
        ],
        [
            -20044,
            -20044,
            -13453,
            -68418,
            -68418,
            -44349
        ],
        [
            148,
            150,
            146,
            148,
            150,
            146
        ],
        [
            199,
            244,
            174,
            199,
            244,
            174
        ],
        [
            109,
            107,
            111,
            109,
            107,
            111
        ],
        [
            13340,
            6756,
            6584,
            13340,
            6756,
            6584
        ],
        [
            0,
            0,
            508.246162,
            0,
            0,
            508.246162
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318898,
            100262,
            -23758,
            193487,
            -47177,
            -57307
        ]
    ]
}
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": 1669510800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759697668389,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 71,
            "offset": 167,
            "scalar": 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)