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Trade: WAVES/USDT/60/VWMA/KCB/9878

Strategy
WAVES/USDT/60/VWMA/KCB/9878
Pair
WAVES_USDT
Interval
1h
Score
460789
Daily Profit
0.527722
Profit Factor
1.964235
Profitability
46.616541
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-12 09:56
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 304537.771 173270.1381 131267.633 861346.5072 307463.0026 553883.5046
Total P&L (%) 304.5378 173.2701 131.2676 861.3465 307.463 553.8835
Avg Daily Profit (%) 0.5277 0.3003 0.2275 0.3929 0.2437 0.3259
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -68679 -38762 -46804 -294589 -450981 -245704
Profit Factor 1.9642 2.1166 1.8171 1.5058 1.3287 1.7215
Total Trades 133 67 66 133 67 66
Winning Trades 62 28 34 62 28 34
Losing Trades 71 39 32 71 39 32
Profitability (%) 46.6165 41.791 51.5152 46.6165 41.791 51.5152
Ratio Avg Win / Avg Loss 2.2494 2.9481 1.7102 1.7244 1.8508 1.6202
Largest Winning Trade 79775 79775 27438 394845 394845 200355
Largest Losing Trade -22520 -22186 -22520 -274097 -274097 -131239
Avg Bars in Trades 100 79 121 100 79 121
Avg Bars in Winners 140 132 147 140 132 147
Avg Bars in Losers 65 42 94 65 42 94
Bars Traded 13386 5354 8032 13386 5354 8032
Profit Streak 0 0 501.7062 0 0 501.7062
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460789 -108037 -112486 388290 -111175 -111413
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": 1669280400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760252215282,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            304537.7710360747,
            173270.1380830035,
            131267.632953071,
            861346.5071772411,
            307463.0026040977,
            553883.5045731433
        ],
        [
            304.537771,
            173.270138,
            131.267633,
            861.346507,
            307.463003,
            553.883505
        ],
        [
            0.527722,
            0.300253,
            0.227469,
            0.392945,
            0.243726,
            0.32592
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -68679,
            -38762,
            -46804,
            -294589,
            -450981,
            -245704
        ],
        [
            1.964235,
            2.116591,
            1.817074,
            1.505799,
            1.328746,
            1.721501
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            71,
            39,
            32,
            71,
            39,
            32
        ],
        [
            46.616541,
            41.791045,
            51.515152,
            46.616541,
            41.791045,
            51.515152
        ],
        [
            2.249366,
            2.948109,
            1.710187,
            1.724383,
            1.850754,
            1.620236
        ],
        [
            79775,
            79775,
            27438,
            394845,
            394845,
            200355
        ],
        [
            -22520,
            -22186,
            -22520,
            -274097,
            -274097,
            -131239
        ],
        [
            100,
            79,
            121,
            100,
            79,
            121
        ],
        [
            140,
            132,
            147,
            140,
            132,
            147
        ],
        [
            65,
            42,
            94,
            65,
            42,
            94
        ],
        [
            13386,
            5354,
            8032,
            13386,
            5354,
            8032
        ],
        [
            0,
            0,
            501.706195,
            0,
            0,
            501.706195
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460789,
            -108037,
            -112486,
            388290,
            -111175,
            -111413
        ]
    ]
}
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": 1669280400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760252215282,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 74,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)