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Trade: WAVES/USDT/240/VWMA/BBM/7083

Strategy
WAVES/USDT/240/VWMA/BBM/7083
Pair
WAVES_USDT
Interval
4h
Score
522045
Daily Profit
0.227575
Profit Factor
2.860893
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-12 18:53
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 546503.5761 449689.113 96814.4631 -981667.2267 691170.0205 -1672837.2472
Total P&L (%) 546.5036 449.6891 96.8145 -981.6672 691.17 -1672.8372
Avg Daily Profit (%) 0.2766 0.2276 0.049 0 0.1047 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140396 -62901 -184361 -2018495 -825175 -1723771
Profit Factor 1.9655 2.8609 1.2985 0.7082 1.5451 0.2021
Total Trades 63 32 31 63 32 31
Winning Trades 36 19 17 27 18 9
Losing Trades 27 13 14 36 14 22
Profitability (%) 57.1429 59.375 54.8387 42.8571 56.25 29.0323
Ratio Avg Win / Avg Loss 1.4741 1.9575 1.0693 0.9443 1.2017 0.4941
Largest Winning Trade 129204 129204 73753 525198 525198 187743
Largest Losing Trade -121352 -50963 -121352 -742224 -354848 -742224
Avg Bars in Trades 181 117 248 181 117 248
Avg Bars in Winners 242 128 370 178 125 285
Avg Bars in Losers 100 101 99 183 106 232
Bars Traded 11444 3755 7689 11444 3755 7689
Profit Streak 0 0 1311.329 496.6624 577.6624 0
Trades During Streak 0 0 8 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138759 522045 -125421 -734249 -49434 -592860
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550894400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760284428594,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 105,
            "offset": 143,
            "std": 3.85991
        }
    }
}
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": [
        [
            546503.576106103,
            449689.1130386528,
            96814.4630674501,
            -981667.2267201814,
            691170.0204598262,
            -1672837.2471800074
        ],
        [
            546.503576,
            449.689113,
            96.814463,
            -981.667227,
            691.17002,
            -1672.837247
        ],
        [
            0.276571,
            0.227575,
            0.048995,
            0,
            0.104728,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140396,
            -62901,
            -184361,
            -2018495,
            -825175,
            -1723771
        ],
        [
            1.965503,
            2.860893,
            1.298462,
            0.708233,
            1.545106,
            0.202121
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            36,
            19,
            17,
            27,
            18,
            9
        ],
        [
            27,
            13,
            14,
            36,
            14,
            22
        ],
        [
            57.142857,
            59.375,
            54.83871,
            42.857143,
            56.25,
            29.032258
        ],
        [
            1.474127,
            1.957453,
            1.069322,
            0.944311,
            1.201749,
            0.494074
        ],
        [
            129204,
            129204,
            73753,
            525198,
            525198,
            187743
        ],
        [
            -121352,
            -50963,
            -121352,
            -742224,
            -354848,
            -742224
        ],
        [
            181,
            117,
            248,
            181,
            117,
            248
        ],
        [
            242,
            128,
            370,
            178,
            125,
            285
        ],
        [
            100,
            101,
            99,
            183,
            106,
            232
        ],
        [
            11444,
            3755,
            7689,
            11444,
            3755,
            7689
        ],
        [
            0,
            0,
            1311.329035,
            496.662368,
            577.662368,
            0
        ],
        [
            0,
            0,
            8,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138759,
            522045,
            -125421,
            -734249,
            -49434,
            -592860
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550894400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760284428594,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 105,
            "offset": 143,
            "std": 3.85991
        }
    }
}

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)