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Trade: WAVES/USDT/120/VWMA/EMA/3079

Strategy
WAVES/USDT/120/VWMA/EMA/3079
Pair
WAVES_USDT
Interval
2h
Score
510587
Daily Profit
0.399336
Profit Factor
2.609406
Profitability
49.438202
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-08 21:48
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 761121.9171 646125.2383 114996.6787 3779636.5175 1508178.3019 2271458.2156
Total P&L (%) 761.1219 646.1252 114.9967 3779.6365 1508.1783 2271.4582
Avg Daily Profit (%) 0.4704 0.3993 0.0711 0.2264 0.1718 0.1959
Buy And Hold Return (%) 27.277 27.277 27.277 27.277 27.277 27.277
Max Trade Drawdown -72142 -79162 -147929 -2717840 -4136191 -1460620
Profit Factor 1.8648 2.6094 1.2402 1.3198 1.2182 1.4627
Total Trades 177 89 88 177 89 88
Winning Trades 85 44 41 85 44 41
Losing Trades 92 45 47 92 45 47
Profitability (%) 48.0226 49.4382 46.5909 48.0226 49.4382 46.5909
Ratio Avg Win / Avg Loss 2.0183 2.6687 1.4217 1.4284 1.2459 1.6767
Largest Winning Trade 192578 192578 81368 3087557 3087557 1132560
Largest Losing Trade -35835 -35835 -27987 -1660130 -1660130 -567014
Avg Bars in Trades 107 70 145 107 70 145
Avg Bars in Winners 140 76 209 140 76 209
Avg Bars in Losers 77 64 90 77 64 90
Bars Traded 19072 6265 12807 19072 6265 12807
Profit Streak 0 0 508.8668 0 0 508.8668
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505662 510587 -101414 310524 246466 328720
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579910400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759949292895,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 103,
            "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": [
        [
            761121.9170728408,
            646125.2383465226,
            114996.6787263184,
            3779636.517542449,
            1508178.301897735,
            2271458.215644713
        ],
        [
            761.121917,
            646.125238,
            114.996679,
            3779.636518,
            1508.178302,
            2271.458216
        ],
        [
            0.470409,
            0.399336,
            0.071073,
            0.226358,
            0.171822,
            0.195871
        ],
        [
            27.277029,
            27.277029,
            27.277029,
            27.277029,
            27.277029,
            27.277029
        ],
        [
            -72142,
            -79162,
            -147929,
            -2717840,
            -4136191,
            -1460620
        ],
        [
            1.864755,
            2.609406,
            1.240232,
            1.319762,
            1.218233,
            1.462687
        ],
        [
            177,
            89,
            88,
            177,
            89,
            88
        ],
        [
            85,
            44,
            41,
            85,
            44,
            41
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            48.022599,
            49.438202,
            46.590909,
            48.022599,
            49.438202,
            46.590909
        ],
        [
            2.018323,
            2.668711,
            1.421729,
            1.428449,
            1.24592,
            1.676739
        ],
        [
            192578,
            192578,
            81368,
            3087557,
            3087557,
            1132560
        ],
        [
            -35835,
            -35835,
            -27987,
            -1660130,
            -1660130,
            -567014
        ],
        [
            107,
            70,
            145,
            107,
            70,
            145
        ],
        [
            140,
            76,
            209,
            140,
            76,
            209
        ],
        [
            77,
            64,
            90,
            77,
            64,
            90
        ],
        [
            19072,
            6265,
            12807,
            19072,
            6265,
            12807
        ],
        [
            0,
            0,
            508.866816,
            0,
            0,
            508.866816
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505662,
            510587,
            -101414,
            310524,
            246466,
            328720
        ]
    ]
}
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": 1579910400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759949292895,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 103,
            "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)