← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/120/VWMA/TEMA/8623

Strategy
WAVES/USDT/120/VWMA/TEMA/8623
Pair
WAVES_USDT
Interval
2h
Score
491116
Daily Profit
0.582083
Profit Factor
2.191452
Profitability
42.639594
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 01:46
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 941809.5354 775010.2919 166799.2434 6802741.3254 1975974.0597 4826767.2657
Total P&L (%) 941.8095 775.0103 166.7992 6802.7413 1975.9741 4826.7673
Avg Daily Profit (%) 0.5821 0.479 0.1031 0.2621 0.1876 0.2412
Buy And Hold Return (%) 25.5836 25.5836 25.5836 25.5836 25.5836 25.5836
Max Trade Drawdown -78289 -129186 -142504 -1914835 -1964016 -659730
Profit Factor 2.1915 2.8194 1.4576 1.7457 1.3251 2.5851
Total Trades 197 99 98 197 99 98
Winning Trades 84 42 42 84 42 42
Losing Trades 113 57 56 113 57 56
Profitability (%) 42.6396 42.4242 42.8571 42.6396 42.4242 42.8571
Ratio Avg Win / Avg Loss 2.948 3.8263 1.9435 2.3484 1.7984 3.4469
Largest Winning Trade 343693 343693 67905 2089901 2089901 2034564
Largest Losing Trade -51268 -44846 -51268 -1914835 -1914835 -429751
Avg Bars in Trades 96 79 113 96 79 113
Avg Bars in Winners 156 132 181 156 132 181
Avg Bars in Losers 52 41 63 52 41 63
Bars Traded 19082 7919 11163 19082 7919 11163
Profit Streak 0 0 506.2825 0 0 506.2825
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 491116 452429 -55625 361677 217590 403503
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759618006390,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 174,
            "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": [
        [
            941809.5353660283,
            775010.2919417369,
            166799.2434242917,
            6802741.325360656,
            1975974.0597051256,
            4826767.265655531
        ],
        [
            941.809535,
            775.010292,
            166.799243,
            6802.741325,
            1975.97406,
            4826.767266
        ],
        [
            0.582083,
            0.478993,
            0.10309,
            0.262055,
            0.18763,
            0.24116
        ],
        [
            25.583567,
            25.583567,
            25.583567,
            25.583567,
            25.583567,
            25.583567
        ],
        [
            -78289,
            -129186,
            -142504,
            -1914835,
            -1964016,
            -659730
        ],
        [
            2.191452,
            2.819399,
            1.457609,
            1.745702,
            1.325125,
            2.585141
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            42.639594,
            42.424242,
            42.857143,
            42.639594,
            42.424242,
            42.857143
        ],
        [
            2.948024,
            3.826327,
            1.943479,
            2.348385,
            1.798383,
            3.446855
        ],
        [
            343693,
            343693,
            67905,
            2089901,
            2089901,
            2034564
        ],
        [
            -51268,
            -44846,
            -51268,
            -1914835,
            -1914835,
            -429751
        ],
        [
            96,
            79,
            113,
            96,
            79,
            113
        ],
        [
            156,
            132,
            181,
            156,
            132,
            181
        ],
        [
            52,
            41,
            63,
            52,
            41,
            63
        ],
        [
            19082,
            7919,
            11163,
            19082,
            7919,
            11163
        ],
        [
            0,
            0,
            506.282481,
            0,
            0,
            506.282481
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            491116,
            452429,
            -55625,
            361677,
            217590,
            403503
        ]
    ]
}
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": 1579975200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759618006390,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 174,
            "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)