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Trade: WAVES/USDT/480/VWAP/BBL/4239

Strategy
WAVES/USDT/480/VWAP/BBL/4239
Pair
WAVES_USDT
Interval
8h
Score
471019
Daily Profit
0.205162
Profit Factor
1.549308
Profitability
82.758621
Streak
544.277422
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-10 01:39
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -591918.4603 -13160.8832 -578757.5771 4050797.8436 -1599849.937 5650647.7806
Total P&L (%) -591.9185 -13.1609 -578.7576 4050.7978 -1599.8499 5650.6478
Avg Daily Profit (%) -0.2994 -0.0067 -0.2927 0.1886 0 0.2052
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -856557 -26267 -867385 -9260438 -1920693 -8452885
Profit Factor 0.4374 0.8338 0.4051 1.2787 0.6234 1.5493
Total Trades 59 30 29 59 30 29
Winning Trades 42 19 23 42 18 24
Losing Trades 17 11 6 17 12 5
Profitability (%) 71.1864 63.3333 79.3103 71.1864 60 82.7586
Ratio Avg Win / Avg Loss 0.177 0.4827 0.1057 0.5176 0.4156 0.3228
Largest Winning Trade 60035 11694 60035 2579973 666816 2579973
Largest Losing Trade -539437 -26267 -539437 -5811498 -1478768 -5811498
Avg Bars in Trades 95 7 186 95 7 186
Avg Bars in Winners 61 3 109 84 3 144
Avg Bars in Losers 179 13 482 123 12 388
Bars Traded 5625 214 5411 5625 214 5411
Profit Streak 0 0 544.2774 0 0 544.2774
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -757531 -578819 -576074 -170525 -579251 471019
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760049569247,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 126,
            "offset": 0,
            "std": 2.24921
        }
    }
}
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": [
        [
            -591918.4602704454,
            -13160.8831958732,
            -578757.5770745722,
            4050797.843585702,
            -1599849.9370276106,
            5650647.780613316
        ],
        [
            -591.91846,
            -13.160883,
            -578.757577,
            4050.797844,
            -1599.849937,
            5650.647781
        ],
        [
            -0.299402,
            -0.006657,
            -0.292745,
            0.188639,
            0,
            0.205162
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -856557,
            -26267,
            -867385,
            -9260438,
            -1920693,
            -8452885
        ],
        [
            0.437385,
            0.833769,
            0.405129,
            1.278693,
            0.6234,
            1.549308
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            42,
            19,
            23,
            42,
            18,
            24
        ],
        [
            17,
            11,
            6,
            17,
            12,
            5
        ],
        [
            71.186441,
            63.333333,
            79.310345,
            71.186441,
            60,
            82.758621
        ],
        [
            0.177037,
            0.482708,
            0.105686,
            0.517566,
            0.4156,
            0.322772
        ],
        [
            60035,
            11694,
            60035,
            2579973,
            666816,
            2579973
        ],
        [
            -539437,
            -26267,
            -539437,
            -5811498,
            -1478768,
            -5811498
        ],
        [
            95,
            7,
            186,
            95,
            7,
            186
        ],
        [
            61,
            3,
            109,
            84,
            3,
            144
        ],
        [
            179,
            13,
            482,
            123,
            12,
            388
        ],
        [
            5625,
            214,
            5411,
            5625,
            214,
            5411
        ],
        [
            0,
            0,
            544.277422,
            0,
            0,
            544.277422
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -757531,
            -578819,
            -576074,
            -170525,
            -579251,
            471019
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760049569247,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 126,
            "offset": 0,
            "std": 2.24921
        }
    }
}

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)