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Trade: WAVES/USDT/60/VWMA/KCB/6480

Strategy
WAVES/USDT/60/VWMA/KCB/6480
Pair
WAVES_USDT
Interval
1h
Score
425087
Daily Profit
0.508602
Profit Factor
2.039401
Profitability
44.247788
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-02 19:32
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 293504.117 166718.5403 126785.5767 775686.5714 239904.34 535782.2313
Total P&L (%) 293.5041 166.7185 126.7856 775.6866 239.9043 535.7822
Avg Daily Profit (%) 0.5086 0.2889 0.2197 0.3767 0.2122 0.321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -39209 -35134 -28971 -240683 -355456 -153429
Profit Factor 2.0394 2.1244 1.9455 1.6622 1.3471 2.1154
Total Trades 113 57 56 113 57 56
Winning Trades 50 22 28 50 22 28
Losing Trades 63 35 28 63 35 28
Profitability (%) 44.2478 38.5965 50 44.2478 38.5965 50
Ratio Avg Win / Avg Loss 2.5696 3.3797 1.9455 2.0943 2.1432 2.1154
Largest Winning Trade 88107 88107 22641 343267 343267 206101
Largest Losing Trade -22228 -21559 -22228 -240683 -240683 -89728
Avg Bars in Trades 118 90 147 118 90 147
Avg Bars in Winners 184 148 212 184 148 212
Avg Bars in Losers 65 53 81 65 53 81
Bars Traded 13373 5138 8235 13373 5138 8235
Profit Streak 0 0 504.2311 0 0 504.2311
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 425087 -172736 -168376 373296 -175949 -166766
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669399200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759422764815,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 85,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            293504.1170071685,
            166718.5403192344,
            126785.576687934,
            775686.5713637336,
            239904.3400391586,
            535782.2313245753
        ],
        [
            293.504117,
            166.71854,
            126.785577,
            775.686571,
            239.90434,
            535.782231
        ],
        [
            0.508602,
            0.2889,
            0.219702,
            0.376711,
            0.21224,
            0.321039
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -39209,
            -35134,
            -28971,
            -240683,
            -355456,
            -153429
        ],
        [
            2.039401,
            2.124367,
            1.945453,
            1.662159,
            1.347126,
            2.115438
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            50,
            22,
            28,
            50,
            22,
            28
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            44.247788,
            38.596491,
            50,
            44.247788,
            38.596491,
            50
        ],
        [
            2.569646,
            3.379675,
            1.945453,
            2.094321,
            2.143155,
            2.115438
        ],
        [
            88107,
            88107,
            22641,
            343267,
            343267,
            206101
        ],
        [
            -22228,
            -21559,
            -22228,
            -240683,
            -240683,
            -89728
        ],
        [
            118,
            90,
            147,
            118,
            90,
            147
        ],
        [
            184,
            148,
            212,
            184,
            148,
            212
        ],
        [
            65,
            53,
            81,
            65,
            53,
            81
        ],
        [
            13373,
            5138,
            8235,
            13373,
            5138,
            8235
        ],
        [
            0,
            0,
            504.231074,
            0,
            0,
            504.231074
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425087,
            -172736,
            -168376,
            373296,
            -175949,
            -166766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669399200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759422764815,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 85,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)