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Trade: WAVES/USDT/120/VWMA/WMA/2149

Strategy
WAVES/USDT/120/VWMA/WMA/2149
Pair
WAVES_USDT
Interval
2h
Score
500490
Daily Profit
0.572644
Profit Factor
2.547055
Profitability
43.511450
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-10 11:44
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 926537.8814 701184.5225 225353.3588 26934132.5174 8111368.7812 18822763.7361
Total P&L (%) 926.5379 701.1845 225.3534 26934.1325 8111.3688 18822.7637
Avg Daily Profit (%) 0.5726 0.4334 0.1393 0.3467 0.2728 0.3246
Buy And Hold Return (%) 26.5436 26.5436 26.5436 26.5436 26.5436 26.5436
Max Trade Drawdown -82797 -80380 -74469 -7447373 -8183152 -3923309
Profit Factor 2.5471 3.4483 1.7211 1.7219 1.3449 2.3652
Total Trades 131 66 65 131 66 65
Winning Trades 57 30 27 57 30 27
Losing Trades 74 36 38 74 36 38
Profitability (%) 43.5115 45.4545 41.5385 43.5115 45.4545 41.5385
Ratio Avg Win / Avg Loss 3.3067 4.1379 2.4223 2.2355 1.6138 3.3288
Largest Winning Trade 189497 189497 73332 10087904 10087904 8625150
Largest Losing Trade -31862 -25445 -31862 -5962393 -5962393 -2271145
Avg Bars in Trades 145 115 176 145 115 176
Avg Bars in Winners 244 188 307 244 188 307
Avg Bars in Losers 69 54 83 69 54 83
Bars Traded 19063 7606 11457 19063 7606 11457
Profit Streak 0 0 510.5312 0 0 510.5312
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 500490 -109598 -138503 373641 -116096 -121057
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579996800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760085898877,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "offset": 40
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "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": [
        [
            926537.881363847,
            701184.5225469156,
            225353.3588169316,
            26934132.517357484,
            8111368.78124975,
            18822763.736107737
        ],
        [
            926.537881,
            701.184523,
            225.353359,
            26934.132517,
            8111.368781,
            18822.763736
        ],
        [
            0.572644,
            0.433365,
            0.139279,
            0.346686,
            0.272813,
            0.324565
        ],
        [
            26.543573,
            26.543573,
            26.543573,
            26.543573,
            26.543573,
            26.543573
        ],
        [
            -82797,
            -80380,
            -74469,
            -7447373,
            -8183152,
            -3923309
        ],
        [
            2.547055,
            3.448288,
            1.721116,
            1.721929,
            1.344856,
            2.365205
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            43.51145,
            45.454545,
            41.538462,
            43.51145,
            45.454545,
            41.538462
        ],
        [
            3.306703,
            4.137946,
            2.422311,
            2.235487,
            1.613827,
            3.328806
        ],
        [
            189497,
            189497,
            73332,
            10087904,
            10087904,
            8625150
        ],
        [
            -31862,
            -25445,
            -31862,
            -5962393,
            -5962393,
            -2271145
        ],
        [
            145,
            115,
            176,
            145,
            115,
            176
        ],
        [
            244,
            188,
            307,
            244,
            188,
            307
        ],
        [
            69,
            54,
            83,
            69,
            54,
            83
        ],
        [
            19063,
            7606,
            11457,
            19063,
            7606,
            11457
        ],
        [
            0,
            0,
            510.531237,
            0,
            0,
            510.531237
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500490,
            -109598,
            -138503,
            373641,
            -116096,
            -121057
        ]
    ]
}
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": 1579996800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760085898877,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "offset": 40
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "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)