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Trade: WAVES/USDT/60/VWMA/T3/8047

Strategy
WAVES/USDT/60/VWMA/T3/8047
Pair
WAVES_USDT
Interval
1h
Score
399116
Daily Profit
0.401291
Profit Factor
1.611157
Profitability
46.715328
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-08 03:23
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 231576.889 141100.8746 90476.0144 346767.8266 166585.1825 180182.6441
Total P&L (%) 231.5769 141.1009 90.476 346.7678 166.5852 180.1826
Avg Daily Profit (%) 0.4013 0.2445 0.1568 0.2597 0.1701 0.1787
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60291 -52956 -38729 -176164 -276928 -142515
Profit Factor 1.6112 1.6695 1.5381 1.296 1.2453 1.3659
Total Trades 137 69 68 137 69 68
Winning Trades 64 28 36 64 28 36
Losing Trades 73 41 32 73 41 32
Profitability (%) 46.7153 40.5797 52.9412 46.7153 40.5797 52.9412
Ratio Avg Win / Avg Loss 1.8377 2.4446 1.3672 1.4783 1.8235 1.2142
Largest Winning Trade 88977 88977 23720 255355 255355 94927
Largest Losing Trade -19104 -19104 -14659 -105512 -105512 -43107
Avg Bars in Trades 97 80 114 97 80 114
Avg Bars in Winners 135 117 150 135 117 150
Avg Bars in Losers 63 55 74 63 55 74
Bars Traded 13330 5555 7775 13330 5555 7775
Profit Streak 0 0 510.0582 0 0 510.0582
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399116 -94847 -99438 247909 -97785 -100303
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": 1669406400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759883032032,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 23,
            "offset": 0,
            "a": 0.46314
        }
    }
}
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": [
        [
            231576.8889824318,
            141100.8746271165,
            90476.0143553154,
            346767.8266151011,
            166585.1825033344,
            180182.6441117667
        ],
        [
            231.576889,
            141.100875,
            90.476014,
            346.767827,
            166.585183,
            180.182644
        ],
        [
            0.401291,
            0.244508,
            0.156782,
            0.259723,
            0.170056,
            0.178691
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60291,
            -52956,
            -38729,
            -176164,
            -276928,
            -142515
        ],
        [
            1.611157,
            1.669472,
            1.538063,
            1.296032,
            1.245343,
            1.365929
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            73,
            41,
            32,
            73,
            41,
            32
        ],
        [
            46.715328,
            40.57971,
            52.941176,
            46.715328,
            40.57971,
            52.941176
        ],
        [
            1.837726,
            2.444584,
            1.367167,
            1.478287,
            1.823538,
            1.214159
        ],
        [
            88977,
            88977,
            23720,
            255355,
            255355,
            94927
        ],
        [
            -19104,
            -19104,
            -14659,
            -105512,
            -105512,
            -43107
        ],
        [
            97,
            80,
            114,
            97,
            80,
            114
        ],
        [
            135,
            117,
            150,
            135,
            117,
            150
        ],
        [
            63,
            55,
            74,
            63,
            55,
            74
        ],
        [
            13330,
            5555,
            7775,
            13330,
            5555,
            7775
        ],
        [
            0,
            0,
            510.058241,
            0,
            0,
            510.058241
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399116,
            -94847,
            -99438,
            247909,
            -97785,
            -100303
        ]
    ]
}
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": 1669406400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759883032032,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 23,
            "offset": 0,
            "a": 0.46314
        }
    }
}

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)