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Trade: WAVES/USDT/240/VWMA/ZLMA/7518

Strategy
WAVES/USDT/240/VWMA/ZLMA/7518
Pair
WAVES_USDT
Interval
4h
Score
455342
Daily Profit
0.193242
Profit Factor
2.983977
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-11 00:25
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 529154.6657 381845.9651 147308.7006 1861505.4761 614347.7329 1247157.7431
Total P&L (%) 529.1547 381.846 147.3087 1861.5055 614.3477 1247.1577
Avg Daily Profit (%) 0.2678 0.1932 0.0745 0.1507 0.0996 0.1317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134724 -59210 -174241 -719394 -819602 -627644
Profit Factor 2.3025 2.984 1.6891 1.7714 1.3857 2.5199
Total Trades 65 33 32 65 33 32
Winning Trades 32 16 16 32 16 16
Losing Trades 33 17 16 33 17 16
Profitability (%) 49.2308 48.4848 50 49.2308 48.4848 50
Ratio Avg Win / Avg Loss 2.3745 3.1705 1.6891 1.8267 1.4723 2.5199
Largest Winning Trade 116092 116092 73307 648633 648633 601911
Largest Losing Trade -44129 -35480 -44129 -719394 -719394 -269826
Avg Bars in Trades 178 123 234 178 123 234
Avg Bars in Winners 263 172 354 263 172 354
Avg Bars in Losers 94 77 113 94 77 113
Bars Traded 11571 4078 7493 11571 4078 7493
Profit Streak 0 0 674.226 0 0 674.226
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123297 455342 -88908 -125323 -59657 -10693
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760131522057,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 179,
            "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": [
        [
            529154.6656971739,
            381845.9651437457,
            147308.7005534281,
            1861505.4760579467,
            614347.7329425527,
            1247157.7431153937
        ],
        [
            529.154666,
            381.845965,
            147.308701,
            1861.505476,
            614.347733,
            1247.157743
        ],
        [
            0.267791,
            0.193242,
            0.074549,
            0.150736,
            0.099554,
            0.131695
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134724,
            -59210,
            -174241,
            -719394,
            -819602,
            -627644
        ],
        [
            2.302541,
            2.983977,
            1.689057,
            1.771362,
            1.385728,
            2.519861
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            49.230769,
            48.484848,
            50,
            49.230769,
            48.484848,
            50
        ],
        [
            2.374495,
            3.170476,
            1.689057,
            1.826718,
            1.472336,
            2.519861
        ],
        [
            116092,
            116092,
            73307,
            648633,
            648633,
            601911
        ],
        [
            -44129,
            -35480,
            -44129,
            -719394,
            -719394,
            -269826
        ],
        [
            178,
            123,
            234,
            178,
            123,
            234
        ],
        [
            263,
            172,
            354,
            263,
            172,
            354
        ],
        [
            94,
            77,
            113,
            94,
            77,
            113
        ],
        [
            11571,
            4078,
            7493,
            11571,
            4078,
            7493
        ],
        [
            0,
            0,
            674.22595,
            0,
            0,
            674.22595
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123297,
            455342,
            -88908,
            -125323,
            -59657,
            -10693
        ]
    ]
}
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": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760131522057,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 179,
            "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)