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Trade: WAVES/USDT/480/VWAP/HWMA/7409

Strategy
WAVES/USDT/480/VWAP/HWMA/7409
Pair
WAVES_USDT
Interval
8h
Score
440684
Daily Profit
0.278343
Profit Factor
1.268844
Profitability
60.066556
Streak
482.652402
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-30 18:39
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550284.4028 452313.701 97970.7018 112585.478 763824.3373 -651238.8593
Total P&L (%) 550.2844 452.3137 97.9707 112.5855 763.8243 -651.2389
Avg Daily Profit (%) 0.2783 0.2288 0.0496 0.0382 0.1091 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -169201 -157660 -211286 -1697117 -870056 -1238786
Profit Factor 1.2688 1.4189 1.1013 1.0161 1.2264 0.8203
Total Trades 601 300 301 601 300 301
Winning Trades 361 178 183 361 178 183
Losing Trades 240 122 118 240 122 118
Profitability (%) 60.0666 59.3333 60.7973 60.0666 59.3333 60.7973
Ratio Avg Win / Avg Loss 0.8436 0.9725 0.7101 0.6755 0.8405 0.5289
Largest Winning Trade 77377 77377 37738 305747 305747 120707
Largest Losing Trade -65716 -47175 -65716 -989852 -401759 -989852
Avg Bars in Trades 9 9 9 9 9 9
Avg Bars in Winners 7 7 8 7 7 8
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 5917 2922 2995 5917 2922 2995
Profit Streak 482.6524 0 499.9857 482.6524 0 499.9857
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440684 342424 -233448 -341124 -46422 -576745
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759246767518,
    "expiration_time": 1723706784000,
    "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": 0.19058,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            550284.4028025229,
            452313.701046022,
            97970.701756501,
            112585.4780354356,
            763824.3373267243,
            -651238.8592912883
        ],
        [
            550.284403,
            452.313701,
            97.970702,
            112.585478,
            763.824337,
            -651.238859
        ],
        [
            0.278343,
            0.228788,
            0.049555,
            0.038155,
            0.109124,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -169201,
            -157660,
            -211286,
            -1697117,
            -870056,
            -1238786
        ],
        [
            1.268844,
            1.418863,
            1.101315,
            1.016087,
            1.226369,
            0.820315
        ],
        [
            601,
            300,
            301,
            601,
            300,
            301
        ],
        [
            361,
            178,
            183,
            361,
            178,
            183
        ],
        [
            240,
            122,
            118,
            240,
            122,
            118
        ],
        [
            60.066556,
            59.333333,
            60.797342,
            60.066556,
            59.333333,
            60.797342
        ],
        [
            0.843553,
            0.972479,
            0.710137,
            0.675515,
            0.840545,
            0.528946
        ],
        [
            77377,
            77377,
            37738,
            305747,
            305747,
            120707
        ],
        [
            -65716,
            -47175,
            -65716,
            -989852,
            -401759,
            -989852
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            5917,
            2922,
            2995,
            5917,
            2922,
            2995
        ],
        [
            482.652402,
            0,
            499.985735,
            482.652402,
            0,
            499.985735
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440684,
            342424,
            -233448,
            -341124,
            -46422,
            -576745
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759246767518,
    "expiration_time": 1723706784000,
    "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": 0.19058,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)