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Trade: WAVES/USDT/60/VWMA/PSAR/2602

Strategy
WAVES/USDT/60/VWMA/PSAR/2602
Pair
WAVES_USDT
Interval
1h
Score
345775
Daily Profit
0.286029
Profit Factor
1.285454
Profitability
45.925926
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-02 19:32
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 165061.8819 101697.4718 63364.41 152424.5104 147893.4938 4531.0166
Total P&L (%) 165.0619 101.6975 63.3644 152.4245 147.8935 4.531
Avg Daily Profit (%) 0.286 0.1762 0.1098 0.1606 0.1574 0.0077
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69900 -59970 -75103 -298386 -233050 -258572
Profit Factor 1.2855 1.3235 1.2401 1.0872 1.1571 1.0056
Total Trades 405 203 202 405 203 202
Winning Trades 186 96 90 186 96 90
Losing Trades 219 107 112 219 107 112
Profitability (%) 45.9259 47.2906 44.5545 45.9259 47.2906 44.5545
Ratio Avg Win / Avg Loss 1.5135 1.4751 1.5433 1.28 1.2897 1.2514
Largest Winning Trade 46491 46491 24172 151439 151439 57645
Largest Losing Trade -27790 -23452 -27790 -116714 -116714 -95680
Avg Bars in Trades 32 26 39 32 26 39
Avg Bars in Winners 40 28 52 40 28 52
Avg Bars in Losers 26 24 28 26 24 28
Bars Traded 13298 5348 7949 13298 5348 7949
Profit Streak 0 0 492.6894 0 0 492.6894
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345775 251508 -47438 -117227 -41067 -564123
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": 1669528800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759422765870,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "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": [
        [
            165061.8818579625,
            101697.471828645,
            63364.4100293176,
            152424.5103937791,
            147893.4937720845,
            4531.0166216946
        ],
        [
            165.061882,
            101.697472,
            63.36441,
            152.42451,
            147.893494,
            4.531017
        ],
        [
            0.286029,
            0.176228,
            0.109802,
            0.160582,
            0.157438,
            0.007679
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69900,
            -59970,
            -75103,
            -298386,
            -233050,
            -258572
        ],
        [
            1.285454,
            1.32348,
            1.240145,
            1.087157,
            1.157147,
            1.00561
        ],
        [
            405,
            203,
            202,
            405,
            203,
            202
        ],
        [
            186,
            96,
            90,
            186,
            96,
            90
        ],
        [
            219,
            107,
            112,
            219,
            107,
            112
        ],
        [
            45.925926,
            47.29064,
            44.554455,
            45.925926,
            47.29064,
            44.554455
        ],
        [
            1.513518,
            1.475129,
            1.543292,
            1.28004,
            1.289737,
            1.251425
        ],
        [
            46491,
            46491,
            24172,
            151439,
            151439,
            57645
        ],
        [
            -27790,
            -23452,
            -27790,
            -116714,
            -116714,
            -95680
        ],
        [
            32,
            26,
            39,
            32,
            26,
            39
        ],
        [
            40,
            28,
            52,
            40,
            28,
            52
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            13298,
            5348,
            7949,
            13298,
            5348,
            7949
        ],
        [
            0,
            0,
            492.68942,
            0,
            0,
            492.68942
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345775,
            251508,
            -47438,
            -117227,
            -41067,
            -564123
        ]
    ]
}
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": 1669528800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759422765870,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 223,
            "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)