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Trade: WAVES/USDT/60/VWAP/RMA/9016

Strategy
WAVES/USDT/60/VWAP/RMA/9016
Pair
WAVES_USDT
Interval
1h
Score
403125
Daily Profit
0.294593
Profit Factor
1.371424
Profitability
51.428571
Streak
494.828920
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-04 00:53
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 170003.6652 103118.1798 66885.4854 131507.7866 92830.6779 38677.1087
Total P&L (%) 170.0037 103.1182 66.8855 131.5078 92.8307 38.6771
Avg Daily Profit (%) 0.2946 0.1787 0.1159 0.1456 0.1139 0.0567
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77151 -56828 -88779 -229130 -111149 -213742
Profit Factor 1.3714 1.4647 1.2837 1.1388 1.2042 1.0784
Total Trades 210 105 105 210 105 105
Winning Trades 108 53 55 108 53 55
Losing Trades 102 52 50 102 52 50
Profitability (%) 51.4286 50.4762 52.381 51.4286 50.4762 52.381
Ratio Avg Win / Avg Loss 1.2952 1.437 1.167 1.0755 1.1815 0.9804
Largest Winning Trade 63584 63584 47054 86060 86060 74077
Largest Losing Trade -31923 -31923 -29072 -77920 -77920 -48307
Avg Bars in Trades 64 67 61 64 67 61
Avg Bars in Winners 69 71 68 69 71 68
Avg Bars in Losers 58 63 53 58 63 53
Bars Traded 13463 7057 6406 13463 7057 6406
Profit Streak 494.8289 497.4956 494.8289 494.8289 497.4956 494.8289
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 403125 319907 -37888 -64364 -41147 -254911
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": 1759528418663,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 170
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 194,
            "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": [
        [
            170003.6652149321,
            103118.1797814438,
            66885.4854334883,
            131507.7865841407,
            92830.6778830595,
            38677.1087010812
        ],
        [
            170.003665,
            103.11818,
            66.885485,
            131.507787,
            92.830678,
            38.677109
        ],
        [
            0.294593,
            0.17869,
            0.115903,
            0.14557,
            0.113852,
            0.056677
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77151,
            -56828,
            -88779,
            -229130,
            -111149,
            -213742
        ],
        [
            1.371424,
            1.464666,
            1.283667,
            1.138752,
            1.204225,
            1.078414
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            102,
            52,
            50,
            102,
            52,
            50
        ],
        [
            51.428571,
            50.47619,
            52.380952,
            51.428571,
            50.47619,
            52.380952
        ],
        [
            1.295234,
            1.43703,
            1.16697,
            1.075488,
            1.181504,
            0.980376
        ],
        [
            63584,
            63584,
            47054,
            86060,
            86060,
            74077
        ],
        [
            -31923,
            -31923,
            -29072,
            -77920,
            -77920,
            -48307
        ],
        [
            64,
            67,
            61,
            64,
            67,
            61
        ],
        [
            69,
            71,
            68,
            69,
            71,
            68
        ],
        [
            58,
            63,
            53,
            58,
            63,
            53
        ],
        [
            13463,
            7057,
            6406,
            13463,
            7057,
            6406
        ],
        [
            494.82892,
            497.495586,
            494.82892,
            494.82892,
            497.495586,
            494.82892
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            403125,
            319907,
            -37888,
            -64364,
            -41147,
            -254911
        ]
    ]
}
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": 1759528418663,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 170
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 194,
            "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)