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Trade: WAVES/USDT/120/PWMA/VWAP/4300

Strategy
WAVES/USDT/120/PWMA/VWAP/4300
Pair
WAVES_USDT
Interval
2h
Score
312980
Daily Profit
0.321627
Profit Factor
2.374295
Profitability
38.144330
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 23:34
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 531126.1298 520391.8276 10734.3022 352644.8053 734146.4892 -381501.6839
Total P&L (%) 531.1261 520.3918 10.7343 352.6448 734.1465 -381.5017
Avg Daily Profit (%) 0.3283 0.3216 0.0066 0.0934 0.1312 0
Buy And Hold Return (%) 23.6924 23.6924 23.6924 23.6924 23.6924 23.6924
Max Trade Drawdown -203044 -82583 -168527 -944722 -487806 -947715
Profit Factor 1.6767 2.3743 1.0264 1.1249 1.5631 0.7491
Total Trades 194 97 97 194 97 97
Winning Trades 65 37 28 65 37 28
Losing Trades 129 60 69 129 60 69
Profitability (%) 33.5052 38.1443 28.866 33.5052 38.1443 28.866
Ratio Avg Win / Avg Loss 3.3276 3.8502 2.5294 2.2324 2.5347 1.8459
Largest Winning Trade 184353 184353 67854 528289 528289 218853
Largest Losing Trade -54457 -54457 -38205 -294822 -294822 -199699
Avg Bars in Trades 97 99 96 97 99 96
Avg Bars in Winners 210 191 235 210 191 235
Avg Bars in Losers 41 42 40 41 42 40
Bars Traded 18979 9625 9354 18979 9625 9354
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 248809 312980 -553159 -155778 -19574 -591071
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760042043480,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 177
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 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": [
        [
            531126.1298490209,
            520391.8276196331,
            10734.3022293876,
            352644.8052645617,
            734146.4891836197,
            -381501.6839190581
        ],
        [
            531.12613,
            520.391828,
            10.734302,
            352.644805,
            734.146489,
            -381.501684
        ],
        [
            0.328261,
            0.321627,
            0.006634,
            0.093365,
            0.131189,
            0
        ],
        [
            23.692378,
            23.692378,
            23.692378,
            23.692378,
            23.692378,
            23.692378
        ],
        [
            -203044,
            -82583,
            -168527,
            -944722,
            -487806,
            -947715
        ],
        [
            1.676684,
            2.374295,
            1.026424,
            1.124869,
            1.563054,
            0.749053
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            65,
            37,
            28,
            65,
            37,
            28
        ],
        [
            129,
            60,
            69,
            129,
            60,
            69
        ],
        [
            33.505155,
            38.14433,
            28.865979,
            33.505155,
            38.14433,
            28.865979
        ],
        [
            3.327573,
            3.850209,
            2.529402,
            2.232433,
            2.534682,
            1.845882
        ],
        [
            184353,
            184353,
            67854,
            528289,
            528289,
            218853
        ],
        [
            -54457,
            -54457,
            -38205,
            -294822,
            -294822,
            -199699
        ],
        [
            97,
            99,
            96,
            97,
            99,
            96
        ],
        [
            210,
            191,
            235,
            210,
            191,
            235
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            18979,
            9625,
            9354,
            18979,
            9625,
            9354
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            248809,
            312980,
            -553159,
            -155778,
            -19574,
            -591071
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580335200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760042043480,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 177
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 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)