← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/240/VWAP/BBU/8825

Strategy
WAVES/USDT/240/VWAP/BBU/8825
Pair
WAVES_USDT
Interval
4h
Score
544324
Daily Profit
0.253340
Profit Factor
2.182740
Profitability
58.823529
Streak
708.519823
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 15:28
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 486019.409 500600.7008 -14581.2918 8022.7635 -21087.3679 29110.1314
Total P&L (%) 486.0194 500.6007 -14.5813 8.0228 -21.0874 29.1101
Avg Daily Profit (%) 0.246 0.2533 -0.0074 0.0039 -0.012 0.0129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -211334 -199374 -37020 -1671736 -1685792 -128717
Profit Factor 1.9459 2.1827 0.839 1.0031 0.9911 1.1289
Total Trades 69 34 35 69 34 35
Winning Trades 40 20 20 40 20 20
Losing Trades 29 14 15 29 14 15
Profitability (%) 57.971 58.8235 57.1429 57.971 58.8235 57.1429
Ratio Avg Win / Avg Loss 1.4108 1.5279 0.6292 0.7272 0.6938 0.8467
Largest Winning Trade 253812 253812 7717 923250 923250 108582
Largest Losing Trade -82038 -82038 -29876 -1410139 -1410139 -71525
Avg Bars in Trades 157 316 2 157 316 2
Avg Bars in Winners 113 223 2 113 223 2
Avg Bars in Losers 217 448 2 217 448 2
Bars Traded 10839 10749 90 10839 10749 90
Profit Streak 566.8532 708.5198 566.8532 566.8532 708.5198 566.8532
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -93408 544324 -579000 -676183 -578304 -257384
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548734400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759321712725,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 66,
            "offset": 0,
            "std": 3.15488
        }
    }
}
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": [
        [
            486019.4090269853,
            500600.7008405906,
            -14581.2918136051,
            8022.7635063609,
            -21087.3679035015,
            29110.1314098624
        ],
        [
            486.019409,
            500.600701,
            -14.581292,
            8.022764,
            -21.087368,
            29.110131
        ],
        [
            0.245961,
            0.25334,
            -0.007379,
            0.003906,
            -0.011985,
            0.012931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -211334,
            -199374,
            -37020,
            -1671736,
            -1685792,
            -128717
        ],
        [
            1.945928,
            2.18274,
            0.838964,
            1.003086,
            0.991118,
            1.128897
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            57.971014,
            58.823529,
            57.142857,
            57.971014,
            58.823529,
            57.142857
        ],
        [
            1.410798,
            1.527918,
            0.629223,
            0.727237,
            0.693782,
            0.846672
        ],
        [
            253812,
            253812,
            7717,
            923250,
            923250,
            108582
        ],
        [
            -82038,
            -82038,
            -29876,
            -1410139,
            -1410139,
            -71525
        ],
        [
            157,
            316,
            2,
            157,
            316,
            2
        ],
        [
            113,
            223,
            2,
            113,
            223,
            2
        ],
        [
            217,
            448,
            2,
            217,
            448,
            2
        ],
        [
            10839,
            10749,
            90,
            10839,
            10749,
            90
        ],
        [
            566.853156,
            708.519823,
            566.853156,
            566.853156,
            708.519823,
            566.853157
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -93408,
            544324,
            -579000,
            -676183,
            -578304,
            -257384
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548734400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759321712725,
    "expiration_time": 1723704192000,
    "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": 66,
            "offset": 0,
            "std": 3.15488
        }
    }
}

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)