← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/720/VWAP/FWMA/3806

Strategy
WAVES/USDT/720/VWAP/FWMA/3806
Pair
WAVES_USDT
Interval
12h
Score
471982
Daily Profit
0.464616
Profit Factor
5.469208
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-28 09:23
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 854511.1953 918778.8692 -64267.6739 -67406.508 320084.6498 -387491.1579
Total P&L (%) 854.5112 918.7789 -64.2677 -67.4065 320.0847 -387.4912
Avg Daily Profit (%) 0.4321 0.4646 -0.0325 -0.0567 0.0726 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -192071 -139639 -126840 -590704 -190179 -432478
Profit Factor 2.8715 5.4692 0.744 0.9178 2.2445 0.3111
Total Trades 66 33 33 66 33 33
Winning Trades 22 12 10 22 12 10
Losing Trades 44 21 23 44 21 23
Profitability (%) 33.3333 36.3636 30.303 33.3333 36.3636 30.303
Ratio Avg Win / Avg Loss 5.7431 9.5711 1.7111 1.8355 3.9279 0.7154
Largest Winning Trade 1085365 1085365 64494 533301 533301 40860
Largest Losing Trade -64831 -64831 -58808 -326064 -102282 -326064
Avg Bars in Trades 56 58 53 56 58 53
Avg Bars in Winners 121 107 137 121 107 137
Avg Bars in Losers 23 31 17 23 31 17
Bars Traded 3721 1946 1775 3721 1946 1775
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119755 471982 -585684 -713259 -97052 -588462
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1555718400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759040613863,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 184
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 106,
            "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": [
        [
            854511.1953362415,
            918778.8692091771,
            -64267.6738729356,
            -67406.5080346865,
            320084.649820476,
            -387491.1578551623
        ],
        [
            854.511195,
            918.778869,
            -64.267674,
            -67.406508,
            320.08465,
            -387.491158
        ],
        [
            0.432117,
            0.464616,
            -0.032499,
            -0.056675,
            0.072607,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -192071,
            -139639,
            -126840,
            -590704,
            -190179,
            -432478
        ],
        [
            2.871544,
            5.469208,
            0.743955,
            0.917761,
            2.244535,
            0.311061
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            33.333333,
            36.363636,
            30.30303,
            33.333333,
            36.363636,
            30.30303
        ],
        [
            5.743088,
            9.571114,
            1.711096,
            1.835521,
            3.927937,
            0.71544
        ],
        [
            1085365,
            1085365,
            64494,
            533301,
            533301,
            40860
        ],
        [
            -64831,
            -64831,
            -58808,
            -326064,
            -102282,
            -326064
        ],
        [
            56,
            58,
            53,
            56,
            58,
            53
        ],
        [
            121,
            107,
            137,
            121,
            107,
            137
        ],
        [
            23,
            31,
            17,
            23,
            31,
            17
        ],
        [
            3721,
            1946,
            1775,
            3721,
            1946,
            1775
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119755,
            471982,
            -585684,
            -713259,
            -97052,
            -588462
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1555718400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759040613863,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 184
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 106,
            "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)