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Trade: WAVES/USDT/120/VWMA/TEMA/2257

Strategy
WAVES/USDT/120/VWMA/TEMA/2257
Pair
WAVES_USDT
Interval
2h
Score
494632
Daily Profit
0.560396
Profit Factor
2.013423
Profitability
44.385027
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 23:29
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 906721.1662 784146.2372 122574.929 2348299.553 635113.423 1713186.13
Total P&L (%) 906.7212 784.1462 122.5749 2348.2996 635.1134 1713.1861
Avg Daily Profit (%) 0.5604 0.4846 0.0758 0.1978 0.1234 0.1793
Buy And Hold Return (%) 24.2064 24.2064 24.2064 24.2064 24.2064 24.2064
Max Trade Drawdown -101489 -130270 -161347 -1019299 -1353936 -701584
Profit Factor 2.0134 2.6637 1.2895 1.3624 1.16 1.6823
Total Trades 187 94 93 187 94 93
Winning Trades 83 42 41 83 42 41
Losing Trades 104 52 52 104 52 52
Profitability (%) 44.385 44.6809 44.086 44.385 44.6809 44.086
Ratio Avg Win / Avg Loss 2.5228 3.298 1.6355 1.7071 1.4362 2.1336
Largest Winning Trade 387485 387485 64271 1127953 1127953 813222
Largest Losing Trade -48028 -46664 -48028 -789315 -789315 -595673
Avg Bars in Trades 102 83 121 102 83 121
Avg Bars in Winners 154 119 189 154 119 189
Avg Bars in Losers 60 54 66 60 54 66
Bars Traded 19094 7839 11255 19094 7839 11255
Profit Streak 0 0 503.9374 0 0 503.9374
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 494632 474475 -93978 302082 -74783 324934
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580097600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759436994242,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "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": [
        [
            906721.1661989053,
            784146.2371570811,
            122574.9290418242,
            2348299.552959406,
            635113.4229671152,
            1713186.129992292
        ],
        [
            906.721166,
            784.146237,
            122.574929,
            2348.299553,
            635.113423,
            1713.18613
        ],
        [
            0.560396,
            0.484639,
            0.075757,
            0.197846,
            0.123367,
            0.17925
        ],
        [
            24.206395,
            24.206395,
            24.206395,
            24.206395,
            24.206395,
            24.206395
        ],
        [
            -101489,
            -130270,
            -161347,
            -1019299,
            -1353936,
            -701584
        ],
        [
            2.013423,
            2.663731,
            1.289506,
            1.36239,
            1.160014,
            1.682297
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            44.385027,
            44.680851,
            44.086022,
            44.385027,
            44.680851,
            44.086022
        ],
        [
            2.522843,
            3.297953,
            1.635471,
            1.707092,
            1.436208,
            2.133646
        ],
        [
            387485,
            387485,
            64271,
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            1127953,
            813222
        ],
        [
            -48028,
            -46664,
            -48028,
            -789315,
            -789315,
            -595673
        ],
        [
            102,
            83,
            121,
            102,
            83,
            121
        ],
        [
            154,
            119,
            189,
            154,
            119,
            189
        ],
        [
            60,
            54,
            66,
            60,
            54,
            66
        ],
        [
            19094,
            7839,
            11255,
            19094,
            7839,
            11255
        ],
        [
            0,
            0,
            503.937433,
            0,
            0,
            503.937433
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            494632,
            474475,
            -93978,
            302082,
            -74783,
            324934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580097600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759436994242,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "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)