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Trade: WAVES/USDT/480/VWMA/SSF/1651

Strategy
WAVES/USDT/480/VWMA/SSF/1651
Pair
WAVES_USDT
Interval
8h
Score
479119
Daily Profit
0.452527
Profit Factor
2.147601
Profitability
45.142857
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-09 13:35
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 894646.2126 632080.5933 262565.6193 16508687.4668 8012671.6261 8496015.8407
Total P&L (%) 894.6462 632.0806 262.5656 16508.6875 8012.6716 8496.0158
Avg Daily Profit (%) 0.4525 0.3197 0.1328 0.2589 0.2226 0.2255
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85397 -83210 -81917 -8555811 -5889556 -4840448
Profit Factor 2.1476 2.5522 1.7051 1.4208 1.378 1.4711
Total Trades 175 88 87 175 88 87
Winning Trades 79 35 44 79 35 44
Losing Trades 96 53 43 96 53 43
Profitability (%) 45.1429 39.7727 50.5747 45.1429 39.7727 50.5747
Ratio Avg Win / Avg Loss 2.6097 3.8648 1.6664 1.7266 2.0867 1.4377
Largest Winning Trade 148198 148198 69597 6762239 6762239 4302031
Largest Losing Trade -55792 -25702 -55792 -4423601 -4132210 -4423601
Avg Bars in Trades 33 26 40 33 26 40
Avg Bars in Winners 52 44 59 52 44 59
Avg Bars in Losers 17 14 20 17 14 20
Bars Traded 5815 2316 3500 5815 2316 3500
Profit Streak 0 0 556.4413 0 0 556.4413
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479119 356705 -11407 342090 211834 377033
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549238400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760006126887,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            894646.2126209846,
            632080.5932924395,
            262565.6193285453,
            16508687.466802228,
            8012671.626102527,
            8496015.840699703
        ],
        [
            894.646213,
            632.080593,
            262.565619,
            16508.687467,
            8012.671626,
            8496.015841
        ],
        [
            0.452527,
            0.319717,
            0.13281,
            0.258934,
            0.222605,
            0.225539
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85397,
            -83210,
            -81917,
            -8555811,
            -5889556,
            -4840448
        ],
        [
            2.147601,
            2.55221,
            1.705128,
            1.420826,
            1.37802,
            1.471142
        ],
        [
            175,
            88,
            87,
            175,
            88,
            87
        ],
        [
            79,
            35,
            44,
            79,
            35,
            44
        ],
        [
            96,
            53,
            43,
            96,
            53,
            43
        ],
        [
            45.142857,
            39.772727,
            50.574713,
            45.142857,
            39.772727,
            50.574713
        ],
        [
            2.609744,
            3.864775,
            1.666375,
            1.726573,
            2.086715,
            1.437707
        ],
        [
            148198,
            148198,
            69597,
            6762239,
            6762239,
            4302031
        ],
        [
            -55792,
            -25702,
            -55792,
            -4423601,
            -4132210,
            -4423601
        ],
        [
            33,
            26,
            40,
            33,
            26,
            40
        ],
        [
            52,
            44,
            59,
            52,
            44,
            59
        ],
        [
            17,
            14,
            20,
            17,
            14,
            20
        ],
        [
            5815,
            2316,
            3500,
            5815,
            2316,
            3500
        ],
        [
            0,
            0,
            556.441283,
            0,
            0,
            556.441283
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479119,
            356705,
            -11407,
            342090,
            211834,
            377033
        ]
    ]
}
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": 1549238400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760006126887,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 18,
            "offset": 0,
            "poles": 3
        }
    }
}

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)