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Trade: WAVES/USDT/240/SMA/VWMA/1294

Strategy
WAVES/USDT/240/SMA/VWMA/1294
Pair
WAVES_USDT
Interval
4h
Score
443252
Daily Profit
0.301989
Profit Factor
2.028345
Profitability
48.113208
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 09:28
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 596729.7367 442819.4194 153910.3173 1640249.2913 -6774295.2526 8414544.5439
Total P&L (%) 596.7297 442.8194 153.9103 1640.2493 -6774.2953 8414.5445
Avg Daily Profit (%) 0.302 0.2241 0.0779 0.1447 0 0.2252
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -212845 -161510 -95449 -18773029 -18298688 -3818833
Profit Factor 2.0283 2.3524 1.6087 1.0512 0.6974 1.8708
Total Trades 106 53 53 106 53 53
Winning Trades 51 22 29 51 22 29
Losing Trades 55 31 24 55 31 24
Profitability (%) 48.1132 41.5094 54.717 48.1132 41.5094 54.717
Ratio Avg Win / Avg Loss 2.1874 3.3147 1.3314 1.1336 0.9828 1.5483
Largest Winning Trade 171862 171862 55032 7122757 6970460 7122757
Largest Losing Trade -46510 -34414 -46510 -6905369 -6905369 -1925580
Avg Bars in Trades 109 131 87 109 131 87
Avg Bars in Winners 153 209 111 153 209 111
Avg Bars in Losers 67 75 58 67 75 58
Bars Traded 11573 6952 4621 11573 6952 4621
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443252 -171049 -266462 -164185 -764135 -167640
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759386528996,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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": [
        [
            596729.7366643873,
            442819.4193630911,
            153910.3173012962,
            1640249.2912838394,
            -6774295.252633384,
            8414544.54391722
        ],
        [
            596.729737,
            442.819419,
            153.910317,
            1640.249291,
            -6774.295253,
            8414.544544
        ],
        [
            0.301989,
            0.224099,
            0.07789,
            0.14467,
            0,
            0.22517
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -212845,
            -161510,
            -95449,
            -18773029,
            -18298688,
            -3818833
        ],
        [
            2.028345,
            2.352379,
            1.608715,
            1.051173,
            0.697447,
            1.870844
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            55,
            31,
            24,
            55,
            31,
            24
        ],
        [
            48.113208,
            41.509434,
            54.716981,
            48.113208,
            41.509434,
            54.716981
        ],
        [
            2.187431,
            3.314716,
            1.331351,
            1.133618,
            0.982767,
            1.548285
        ],
        [
            171862,
            171862,
            55032,
            7122757,
            6970460,
            7122757
        ],
        [
            -46510,
            -34414,
            -46510,
            -6905369,
            -6905369,
            -1925580
        ],
        [
            109,
            131,
            87,
            109,
            131,
            87
        ],
        [
            153,
            209,
            111,
            153,
            209,
            111
        ],
        [
            67,
            75,
            58,
            67,
            75,
            58
        ],
        [
            11573,
            6952,
            4621,
            11573,
            6952,
            4621
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443252,
            -171049,
            -266462,
            -164185,
            -764135,
            -167640
        ]
    ]
}
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": 1550188800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759386528996,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 125,
            "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)