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Trade: WAVES/USDT/720/VWAP/BBU/8373

Strategy
WAVES/USDT/720/VWAP/BBU/8373
Pair
WAVES_USDT
Interval
12h
Score
330896
Daily Profit
0.181170
Profit Factor
1.234104
Profitability
44.243792
Streak
470.926100
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-28 01:13
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 358264.5967 360249.7965 -1985.1997 -55752.8707 -34304.3875 -21448.4832
Total P&L (%) 358.2646 360.2498 -1.9852 -55.7529 -34.3044 -21.4485
Avg Daily Profit (%) 0.1812 0.1822 -0.001 -0.0412 -0.0212 -0.0122
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -197588 -236867 -75564 -513960 -549470 -82605
Profit Factor 1.2341 1.2961 0.9937 0.974 0.981 0.937
Total Trades 443 221 222 443 221 222
Winning Trades 196 100 96 196 100 96
Losing Trades 247 121 126 247 121 126
Profitability (%) 44.2438 45.2489 43.2432 44.2438 45.2489 43.2432
Ratio Avg Win / Avg Loss 1.5552 1.5683 1.3042 1.2274 1.187 1.2298
Largest Winning Trade 97156 97156 16860 218755 218755 28693
Largest Losing Trade -57134 -57134 -13198 -292814 -292814 -25312
Avg Bars in Trades 8 16 1 8 16 1
Avg Bars in Winners 9 16 1 9 16 1
Avg Bars in Losers 8 16 1 8 16 1
Bars Traded 3943 3699 244 3943 3699 244
Profit Streak 470.9261 0 472.4261 470.9261 0 472.4261
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330896 276155 -580270 -578172 -580080 -580270
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759011215031,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 2,
            "offset": 24,
            "std": 2.70976
        }
    }
}
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": [
        [
            358264.5967226503,
            360249.7964624051,
            -1985.1997397548,
            -55752.8707114163,
            -34304.3874837138,
            -21448.4832277028
        ],
        [
            358.264597,
            360.249796,
            -1.9852,
            -55.752871,
            -34.304387,
            -21.448483
        ],
        [
            0.18117,
            0.182174,
            -0.001004,
            -0.041224,
            -0.021244,
            -0.012207
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -197588,
            -236867,
            -75564,
            -513960,
            -549470,
            -82605
        ],
        [
            1.234104,
            1.296081,
            0.99367,
            0.97397,
            0.980959,
            0.936958
        ],
        [
            443,
            221,
            222,
            443,
            221,
            222
        ],
        [
            196,
            100,
            96,
            196,
            100,
            96
        ],
        [
            247,
            121,
            126,
            247,
            121,
            126
        ],
        [
            44.243792,
            45.248869,
            43.243243,
            44.243792,
            45.248869,
            43.243243
        ],
        [
            1.555223,
            1.568258,
            1.304192,
            1.227401,
            1.186961,
            1.229757
        ],
        [
            97156,
            97156,
            16860,
            218755,
            218755,
            28693
        ],
        [
            -57134,
            -57134,
            -13198,
            -292814,
            -292814,
            -25312
        ],
        [
            8,
            16,
            1,
            8,
            16,
            1
        ],
        [
            9,
            16,
            1,
            9,
            16,
            1
        ],
        [
            8,
            16,
            1,
            8,
            16,
            1
        ],
        [
            3943,
            3699,
            244,
            3943,
            3699,
            244
        ],
        [
            470.9261,
            0,
            472.4261,
            470.9261,
            0,
            472.4261
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330896,
            276155,
            -580270,
            -578172,
            -580080,
            -580270
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759011215031,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 2,
            "offset": 24,
            "std": 2.70976
        }
    }
}

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)