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Trade: WAVES/USDT/720/VWAP/HWMA/5583

Strategy
WAVES/USDT/720/VWAP/HWMA/5583
Pair
WAVES_USDT
Interval
12h
Score
310014
Daily Profit
0.168348
Profit Factor
1.325691
Profitability
49.477352
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-07 14:04
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 342463.7511 332908.8157 9554.9354 -96987.4407 1616721.87 -1713709.3107
Total P&L (%) 342.4638 332.9088 9.5549 -96.9874 1616.7219 -1713.7093
Avg Daily Profit (%) 0.1732 0.1683 0.0048 -0.177 0.1439 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -352320 -239826 -228573 -3349520 -1595421 -2836194
Profit Factor 1.1661 1.3257 1.0092 0.9899 1.4353 0.7107
Total Trades 574 287 287 574 287 287
Winning Trades 291 142 149 291 142 149
Losing Trades 283 145 138 283 145 138
Profitability (%) 50.6969 49.4774 51.9164 50.6969 49.4774 51.9164
Ratio Avg Win / Avg Loss 1.1341 1.3537 0.9347 0.9627 1.4656 0.6582
Largest Winning Trade 80786 80786 37058 644644 644644 518812
Largest Losing Trade -98060 -33370 -98060 -569588 -411781 -569588
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 3948 1953 1994 3948 1953 1994
Profit Streak 0 0 497.4617 0 0 497.4617
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -27007 310014 -561787 -577410 49289 -578345
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": 1547769600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759835088720,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.45414,
            "nc": 0.11113
        }
    }
}
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": [
        [
            342463.7510699528,
            332908.8156617853,
            9554.9354081678,
            -96987.4407041378,
            1616721.8699794037,
            -1713709.3106835412
        ],
        [
            342.463751,
            332.908816,
            9.554935,
            -96.987441,
            1616.72187,
            -1713.709311
        ],
        [
            0.17318,
            0.168348,
            0.004832,
            -0.176955,
            0.143871,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -352320,
            -239826,
            -228573,
            -3349520,
            -1595421,
            -2836194
        ],
        [
            1.166146,
            1.325691,
            1.009196,
            0.989937,
            1.435296,
            0.710706
        ],
        [
            574,
            287,
            287,
            574,
            287,
            287
        ],
        [
            291,
            142,
            149,
            291,
            142,
            149
        ],
        [
            283,
            145,
            138,
            283,
            145,
            138
        ],
        [
            50.696864,
            49.477352,
            51.916376,
            50.696864,
            49.477352,
            51.916376
        ],
        [
            1.134087,
            1.353698,
            0.934691,
            0.962722,
            1.465619,
            0.658238
        ],
        [
            80786,
            80786,
            37058,
            644644,
            644644,
            518812
        ],
        [
            -98060,
            -33370,
            -98060,
            -569588,
            -411781,
            -569588
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            3948,
            1953,
            1994,
            3948,
            1953,
            1994
        ],
        [
            0,
            0,
            497.461675,
            0,
            0,
            497.461675
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27007,
            310014,
            -561787,
            -577410,
            49289,
            -578345
        ]
    ]
}
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": 1547769600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759835088720,
    "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": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.45414,
            "nc": 0.11113
        }
    }
}

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)