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Trade: WAVES/USDT/240/VWMA/TEMA/8523

Strategy
WAVES/USDT/240/VWMA/TEMA/8523
Pair
WAVES_USDT
Interval
4h
Score
441186
Daily Profit
0.315768
Profit Factor
2.178453
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 15:22
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 623957.7665 480401.9645 143555.8019 1876775.0746 384043.1309 1492731.9437
Total P&L (%) 623.9578 480.402 143.5558 1876.7751 384.0431 1492.7319
Avg Daily Profit (%) 0.3158 0.2431 0.0727 0.1511 0.0798 0.1402
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93088 -35413 -177558 -746375 -945249 -302061
Profit Factor 2.1785 3.0548 1.4855 1.805 1.2461 2.9368
Total Trades 85 43 42 85 43 42
Winning Trades 40 19 21 40 19 21
Losing Trades 45 24 21 45 24 21
Profitability (%) 47.0588 44.186 50 47.0588 44.186 50
Ratio Avg Win / Avg Loss 2.4508 3.8587 1.4855 2.0306 1.574 2.9368
Largest Winning Trade 153050 153050 76155 713557 713557 590875
Largest Losing Trade -62115 -30972 -62115 -746375 -746375 -302061
Avg Bars in Trades 136 99 174 136 99 174
Avg Bars in Winners 201 140 257 201 140 257
Avg Bars in Losers 78 66 92 78 66 92
Bars Traded 11591 4260 7331 11591 4260 7331
Profit Streak 0 0 593.1825 0 0 593.1826
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441186 418154 -93720 364579 -87697 40613
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494172280,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 163,
            "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": [
        [
            623957.7664720456,
            480401.9645443654,
            143555.8019276799,
            1876775.0746382303,
            384043.1309069101,
            1492731.9437313203
        ],
        [
            623.957766,
            480.401965,
            143.555802,
            1876.775075,
            384.043131,
            1492.731944
        ],
        [
            0.315768,
            0.243118,
            0.07265,
            0.151129,
            0.07984,
            0.140181
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93088,
            -35413,
            -177558,
            -746375,
            -945249,
            -302061
        ],
        [
            2.178453,
            3.054839,
            1.485509,
            1.804955,
            1.246057,
            2.936761
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            47.058824,
            44.186047,
            50,
            47.058824,
            44.186047,
            50
        ],
        [
            2.45076,
            3.858744,
            1.485509,
            2.030574,
            1.573966,
            2.936761
        ],
        [
            153050,
            153050,
            76155,
            713557,
            713557,
            590875
        ],
        [
            -62115,
            -30972,
            -62115,
            -746375,
            -746375,
            -302061
        ],
        [
            136,
            99,
            174,
            136,
            99,
            174
        ],
        [
            201,
            140,
            257,
            201,
            140,
            257
        ],
        [
            78,
            66,
            92,
            78,
            66,
            92
        ],
        [
            11591,
            4260,
            7331,
            11591,
            4260,
            7331
        ],
        [
            0,
            0,
            593.182549,
            0,
            0,
            593.18255
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441186,
            418154,
            -93720,
            364579,
            -87697,
            40613
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494172280,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 163,
            "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)