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Trade: WAVES/USDT/60/VWMA/SUPERTREND/2700

Strategy
WAVES/USDT/60/VWMA/SUPERTREND/2700
Pair
WAVES_USDT
Interval
1h
Score
325937
Daily Profit
0.356597
Profit Factor
1.558390
Profitability
41.621622
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-10 05:50
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 205784.8559 129030.4965 76754.3594 265447.7225 165778.117 99669.6055
Total P&L (%) 205.7849 129.0305 76.7544 265.4477 165.7781 99.6696
Avg Daily Profit (%) 0.3566 0.2236 0.133 0.2248 0.1695 0.1199
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60641 -37775 -50661 -209070 -157349 -175623
Profit Factor 1.5584 1.6635 1.441 1.2377 1.2794 1.1905
Total Trades 185 93 92 185 93 92
Winning Trades 77 37 40 77 37 40
Losing Trades 108 56 52 108 56 52
Profitability (%) 41.6216 39.7849 43.4783 41.6216 39.7849 43.4783
Ratio Avg Win / Avg Loss 2.1858 2.5177 1.8733 1.736 1.9364 1.5476
Largest Winning Trade 73850 73850 29315 165891 165891 113206
Largest Losing Trade -16944 -9908 -16944 -56194 -44023 -56194
Avg Bars in Trades 71 56 86 71 56 86
Avg Bars in Winners 109 86 131 109 86 131
Avg Bars in Losers 43 37 51 43 37 51
Bars Traded 13219 5297 7921 13219 5297 7921
Profit Streak 0 0 501.7435 0 0 501.7435
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325937 226976 -15684 214843 135398 -45113
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": 1669593600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760064634142,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 9,
            "offset": 0,
            "multiplier": 2.9309
        }
    }
}
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": [
        [
            205784.8559456634,
            129030.4965292226,
            76754.3594164407,
            265447.7225284546,
            165778.1169912079,
            99669.6055372464
        ],
        [
            205.784856,
            129.030497,
            76.754359,
            265.447723,
            165.778117,
            99.669606
        ],
        [
            0.356597,
            0.223592,
            0.133005,
            0.224823,
            0.169529,
            0.119898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60641,
            -37775,
            -50661,
            -209070,
            -157349,
            -175623
        ],
        [
            1.55839,
            1.663463,
            1.440985,
            1.23772,
            1.279389,
            1.190472
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            108,
            56,
            52,
            108,
            56,
            52
        ],
        [
            41.621622,
            39.784946,
            43.478261,
            41.621622,
            39.784946,
            43.478261
        ],
        [
            2.185794,
            2.517674,
            1.87328,
            1.736023,
            1.936372,
            1.547613
        ],
        [
            73850,
            73850,
            29315,
            165891,
            165891,
            113206
        ],
        [
            -16944,
            -9908,
            -16944,
            -56194,
            -44023,
            -56194
        ],
        [
            71,
            56,
            86,
            71,
            56,
            86
        ],
        [
            109,
            86,
            131,
            109,
            86,
            131
        ],
        [
            43,
            37,
            51,
            43,
            37,
            51
        ],
        [
            13219,
            5297,
            7921,
            13219,
            5297,
            7921
        ],
        [
            0,
            0,
            501.743451,
            0,
            0,
            501.743451
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325937,
            226976,
            -15684,
            214843,
            135398,
            -45113
        ]
    ]
}
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": 1669593600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760064634142,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 9,
            "offset": 0,
            "multiplier": 2.9309
        }
    }
}

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)