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Trade: WAVES/USDT/60/SMA/VWMA/4095

Strategy
WAVES/USDT/60/SMA/VWMA/4095
Pair
WAVES_USDT
Interval
1h
Score
391528
Daily Profit
0.328600
Profit Factor
1.754307
Profitability
47.154472
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-03 15:38
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 189628.6054 95467.7944 94160.811 238462.6264 106861.8038 131600.8225
Total P&L (%) 189.6286 95.4678 94.1608 238.4626 106.8618 131.6008
Avg Daily Profit (%) 0.3286 0.1654 0.1632 0.2115 0.126 0.1456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44807 -44347 -38552 -145383 -142153 -120837
Profit Factor 1.7543 1.6583 1.8852 1.3906 1.3013 1.5143
Total Trades 123 62 61 123 62 61
Winning Trades 58 27 31 58 27 31
Losing Trades 65 35 30 65 35 30
Profitability (%) 47.1545 43.5484 50.8197 47.1545 43.5484 50.8197
Ratio Avg Win / Avg Loss 1.966 2.1496 1.8244 1.5584 1.6869 1.4655
Largest Winning Trade 67486 67486 46076 146445 146445 100689
Largest Losing Trade -22759 -22759 -11330 -76773 -76773 -33500
Avg Bars in Trades 110 140 80 110 140 80
Avg Bars in Winners 147 200 100 147 200 100
Avg Bars in Losers 77 94 58 77 94 58
Bars Traded 13587 8705 4882 13587 8705 4882
Profit Streak 0 0 506.2768 0 0 506.2768
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391528 -146890 -150119 298701 -180910 -158230
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669424400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759495115926,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "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": [
        [
            189628.6053978624,
            95467.7943840813,
            94160.8110137811,
            238462.6263875801,
            106861.8038437502,
            131600.8225438301
        ],
        [
            189.628605,
            95.467794,
            94.160811,
            238.462626,
            106.861804,
            131.600823
        ],
        [
            0.3286,
            0.165433,
            0.163168,
            0.211501,
            0.126038,
            0.14564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44807,
            -44347,
            -38552,
            -145383,
            -142153,
            -120837
        ],
        [
            1.754307,
            1.658285,
            1.885226,
            1.390562,
            1.301291,
            1.5143
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            47.154472,
            43.548387,
            50.819672,
            47.154472,
            43.548387,
            50.819672
        ],
        [
            1.966034,
            2.149628,
            1.824412,
            1.558389,
            1.686859,
            1.465452
        ],
        [
            67486,
            67486,
            46076,
            146445,
            146445,
            100689
        ],
        [
            -22759,
            -22759,
            -11330,
            -76773,
            -76773,
            -33500
        ],
        [
            110,
            140,
            80,
            110,
            140,
            80
        ],
        [
            147,
            200,
            100,
            147,
            200,
            100
        ],
        [
            77,
            94,
            58,
            77,
            94,
            58
        ],
        [
            13587,
            8705,
            4882,
            13587,
            8705,
            4882
        ],
        [
            0,
            0,
            506.276805,
            0,
            0,
            506.276805
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391528,
            -146890,
            -150119,
            298701,
            -180910,
            -158230
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669424400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759495115926,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 173,
            "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)