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Trade: WAVES/USDT/120/VWMA/KCB/8890

Strategy
WAVES/USDT/120/VWMA/KCB/8890
Pair
WAVES_USDT
Interval
2h
Score
486784
Daily Profit
0.520639
Profit Factor
1.781334
Profitability
44.333333
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 04:55
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 842393.7413 683212.1984 159181.5429 7201914.9409 2216044.9111 4985870.0297
Total P&L (%) 842.3937 683.2122 159.1815 7201.9149 2216.0449 4985.87
Avg Daily Profit (%) 0.5206 0.4223 0.0984 0.2655 0.1944 0.2431
Buy And Hold Return (%) 26.7373 26.7373 26.7373 26.7373 26.7373 26.7373
Max Trade Drawdown -120248 -89519 -197862 -2434780 -3031177 -1204788
Profit Factor 1.7813 2.4193 1.2667 1.6762 1.3736 2.0565
Total Trades 300 150 150 300 150 150
Winning Trades 133 64 69 133 64 69
Losing Trades 167 86 81 167 86 81
Profitability (%) 44.3333 42.6667 46 44.3333 42.6667 46
Ratio Avg Win / Avg Loss 2.2367 3.251 1.487 2.1047 1.8458 2.4142
Largest Winning Trade 190577 190577 79555 2427753 2427753 1673578
Largest Losing Trade -65453 -25006 -65453 -2434780 -2434780 -621329
Avg Bars in Trades 63 46 80 63 46 80
Avg Bars in Winners 86 61 109 86 61 109
Avg Bars in Losers 45 35 56 45 35 56
Bars Traded 19174 7041 12133 19174 7041 12133
Profit Streak 0 0 505.4134 0 0 505.4134
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 486784 429319 -63188 400986 252479 416694
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579428000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542921025,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 54,
            "offset": 0,
            "scalar": 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": [
        [
            842393.741349692,
            683212.198431304,
            159181.5429183868,
            7201914.9408538155,
            2216044.9111433127,
            4985870.029710503
        ],
        [
            842.393741,
            683.212198,
            159.181543,
            7201.914941,
            2216.044911,
            4985.87003
        ],
        [
            0.520639,
            0.422257,
            0.098382,
            0.265539,
            0.194407,
            0.243129
        ],
        [
            26.737338,
            26.737338,
            26.737338,
            26.737338,
            26.737338,
            26.737338
        ],
        [
            -120248,
            -89519,
            -197862,
            -2434780,
            -3031177,
            -1204788
        ],
        [
            1.781334,
            2.419347,
            1.266729,
            1.67618,
            1.37359,
            2.056523
        ],
        [
            300,
            150,
            150,
            300,
            150,
            150
        ],
        [
            133,
            64,
            69,
            133,
            64,
            69
        ],
        [
            167,
            86,
            81,
            167,
            86,
            81
        ],
        [
            44.333333,
            42.666667,
            46,
            44.333333,
            42.666667,
            46
        ],
        [
            2.236712,
            3.250997,
            1.487029,
            2.104677,
            1.845762,
            2.414179
        ],
        [
            190577,
            190577,
            79555,
            2427753,
            2427753,
            1673578
        ],
        [
            -65453,
            -25006,
            -65453,
            -2434780,
            -2434780,
            -621329
        ],
        [
            63,
            46,
            80,
            63,
            46,
            80
        ],
        [
            86,
            61,
            109,
            86,
            61,
            109
        ],
        [
            45,
            35,
            56,
            45,
            35,
            56
        ],
        [
            19174,
            7041,
            12133,
            19174,
            7041,
            12133
        ],
        [
            0,
            0,
            505.413438,
            0,
            0,
            505.413438
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            486784,
            429319,
            -63188,
            400986,
            252479,
            416694
        ]
    ]
}
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": 1579428000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542921025,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 98,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 54,
            "offset": 0,
            "scalar": 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)