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Trade: WAVES/USDT/480/VWAP/OHLC4/5889

Strategy
WAVES/USDT/480/VWAP/OHLC4/5889
Pair
WAVES_USDT
Interval
8h
Score
517223
Daily Profit
0.247943
Profit Factor
1.224771
Profitability
49.863760
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-03 15:46
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 661713.7242 490183.9696 171529.7546 1080553.2796 872939.3675 207613.9121
Total P&L (%) 661.7137 490.184 171.5298 1080.5533 872.9394 207.6139
Avg Daily Profit (%) 0.3347 0.2479 0.0868 0.1249 0.1151 0.0569
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -251383 -122856 -237858 -9028861 -3788752 -5604454
Profit Factor 1.1423 1.2248 1.0694 1.0211 1.0353 1.0078
Total Trades 2936 1468 1468 2936 1468 1468
Winning Trades 1463 732 731 1463 732 731
Losing Trades 1473 736 737 1473 736 737
Profitability (%) 49.8297 49.8638 49.7956 49.8297 49.8638 49.7956
Ratio Avg Win / Avg Loss 1.1501 1.2315 1.0782 1.028 1.0409 1.0161
Largest Winning Trade 38691 38691 28508 1879698 1879698 957605
Largest Losing Trade -36603 -23205 -36603 -2481460 -1103504 -2481460
Avg Bars in Trades 2 1 2 2 1 2
Avg Bars in Winners 2 1 2 2 1 2
Avg Bars in Losers 1 1 2 1 1 2
Bars Traded 5926 2819 3107 5926 2819 3107
Profit Streak 0 0 478.1989 0 0 478.1989
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47503 517223 -214010 -215812 -213889 -321658
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759495581736,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            661713.7242164132,
            490183.9696115647,
            171529.7546048482,
            1080553.2795938847,
            872939.3675329458,
            207613.91206093
        ],
        [
            661.713724,
            490.18397,
            171.529755,
            1080.55328,
            872.939368,
            207.613912
        ],
        [
            0.334706,
            0.247943,
            0.086763,
            0.124942,
            0.115147,
            0.056854
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -251383,
            -122856,
            -237858,
            -9028861,
            -3788752,
            -5604454
        ],
        [
            1.142258,
            1.224771,
            1.069426,
            1.021059,
            1.03526,
            1.007818
        ],
        [
            2936,
            1468,
            1468,
            2936,
            1468,
            1468
        ],
        [
            1463,
            732,
            731,
            1463,
            732,
            731
        ],
        [
            1473,
            736,
            737,
            1473,
            736,
            737
        ],
        [
            49.8297,
            49.86376,
            49.79564,
            49.8297,
            49.86376,
            49.79564
        ],
        [
            1.150065,
            1.231464,
            1.078203,
            1.028038,
            1.040917,
            1.01609
        ],
        [
            38691,
            38691,
            28508,
            1879698,
            1879698,
            957605
        ],
        [
            -36603,
            -23205,
            -36603,
            -2481460,
            -1103504,
            -2481460
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            1,
            1,
            2,
            1,
            1,
            2
        ],
        [
            5926,
            2819,
            3107,
            5926,
            2819,
            3107
        ],
        [
            0,
            0,
            478.198862,
            0,
            0,
            478.198863
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47503,
            517223,
            -214010,
            -215812,
            -213889,
            -321658
        ]
    ]
}
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": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759495581736,
    "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": "ohlc4",
        "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)