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Trade: WAVES/USDT/60/VWMA/PSAR/6417

Strategy
WAVES/USDT/60/VWMA/PSAR/6417
Pair
WAVES_USDT
Interval
1h
Score
385838
Daily Profit
0.342921
Profit Factor
1.340410
Profitability
46.445498
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-02 12:25
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 197892.7671 121185.5984 76707.1686 259428.1325 220803.0246 38625.108
Total P&L (%) 197.8928 121.1856 76.7072 259.4281 220.803 38.6251
Avg Daily Profit (%) 0.3429 0.21 0.1329 0.2219 0.2022 0.0566
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65272 -46719 -73410 -400969 -248814 -405497
Profit Factor 1.3404 1.3919 1.2819 1.1044 1.172 1.0322
Total Trades 422 211 211 422 211 211
Winning Trades 196 102 94 196 102 94
Losing Trades 226 109 117 226 109 117
Profitability (%) 46.4455 48.3412 44.5498 46.4455 48.3412 44.5498
Ratio Avg Win / Avg Loss 1.5456 1.4875 1.5955 1.2735 1.2524 1.2847
Largest Winning Trade 47219 47219 24172 174559 174559 87892
Largest Losing Trade -27790 -14357 -27790 -153657 -78359 -153657
Avg Bars in Trades 31 25 37 31 25 37
Avg Bars in Winners 39 29 50 39 29 50
Avg Bars in Losers 24 21 26 24 21 26
Bars Traded 13312 5407 7905 13312 5407 7905
Profit Streak 0 0 492.3929 0 0 492.3929
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385838 293170 -15491 -97427 -23918 -305809
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": 1669496400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759397142980,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}
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": [
        [
            197892.7670869686,
            121185.5984459876,
            76707.1686409807,
            259428.132548221,
            220803.0245958894,
            38625.1079523321
        ],
        [
            197.892767,
            121.185598,
            76.707169,
            259.428133,
            220.803025,
            38.625108
        ],
        [
            0.342921,
            0.209998,
            0.132923,
            0.221939,
            0.202196,
            0.056612
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65272,
            -46719,
            -73410,
            -400969,
            -248814,
            -405497
        ],
        [
            1.34041,
            1.391936,
            1.281867,
            1.104416,
            1.17198,
            1.032169
        ],
        [
            422,
            211,
            211,
            422,
            211,
            211
        ],
        [
            196,
            102,
            94,
            196,
            102,
            94
        ],
        [
            226,
            109,
            117,
            226,
            109,
            117
        ],
        [
            46.445498,
            48.341232,
            44.549763,
            46.445498,
            48.341232,
            44.549763
        ],
        [
            1.545575,
            1.487461,
            1.595516,
            1.273459,
            1.25241,
            1.284722
        ],
        [
            47219,
            47219,
            24172,
            174559,
            174559,
            87892
        ],
        [
            -27790,
            -14357,
            -27790,
            -153657,
            -78359,
            -153657
        ],
        [
            31,
            25,
            37,
            31,
            25,
            37
        ],
        [
            39,
            29,
            50,
            39,
            29,
            50
        ],
        [
            24,
            21,
            26,
            24,
            21,
            26
        ],
        [
            13312,
            5407,
            7905,
            13312,
            5407,
            7905
        ],
        [
            0,
            0,
            492.392858,
            0,
            0,
            492.392859
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385838,
            293170,
            -15491,
            -97427,
            -23918,
            -305809
        ]
    ]
}
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": 1669496400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759397142980,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    }
}

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)