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Trade: WAVES/USDT/60/VWMA/TEMA/6078

Strategy
WAVES/USDT/60/VWMA/TEMA/6078
Pair
WAVES_USDT
Interval
1h
Score
373382
Daily Profit
0.154907
Profit Factor
1.824858
Profitability
48.648649
Streak
512.539857
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-10 22:57
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 223321.3371 133927.5904 89393.7467 320019.0477 160002.5697 160016.4781
Total P&L (%) 223.3213 133.9276 89.3937 320.019 160.0026 160.0165
Avg Daily Profit (%) 0.387 0.2321 0.1549 0.249 0.1657 0.1657
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51051 -45219 -41007 -185202 -231330 -164077
Profit Factor 1.8751 1.9122 1.8249 1.3475 1.3038 1.406
Total Trades 75 38 37 75 38 37
Winning Trades 28 10 18 28 10 18
Losing Trades 47 28 19 47 28 19
Profitability (%) 37.3333 26.3158 48.6486 37.3333 26.3158 48.6486
Ratio Avg Win / Avg Loss 3.1475 5.3543 1.9262 2.2619 3.6505 1.4841
Largest Winning Trade 75639 75639 28174 214893 214893 120451
Largest Losing Trade -20253 -20253 -16451 -106675 -106675 -61619
Avg Bars in Trades 177 143 212 177 143 212
Avg Bars in Winners 305 274 322 305 274 322
Avg Bars in Losers 101 96 108 101 96 108
Bars Traded 13304 5449 7855 13304 5449 7855
Profit Streak 0 0 512.5399 0 0 512.5399
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53815 -12866 373382 -57068 -15846 278413
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669582800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760126243631,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "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": [
        [
            223321.3370850909,
            133927.5903549165,
            89393.7467301743,
            320019.0477445711,
            160002.5696816177,
            160016.4780629532
        ],
        [
            223.321337,
            133.92759,
            89.393747,
            320.019048,
            160.00257,
            160.016478
        ],
        [
            0.386985,
            0.232078,
            0.154907,
            0.248998,
            0.165716,
            0.165725
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51051,
            -45219,
            -41007,
            -185202,
            -231330,
            -164077
        ],
        [
            1.875135,
            1.912249,
            1.824858,
            1.34753,
            1.303766,
            1.406022
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            28,
            10,
            18,
            28,
            10,
            18
        ],
        [
            47,
            28,
            19,
            47,
            28,
            19
        ],
        [
            37.333333,
            26.315789,
            48.648649,
            37.333333,
            26.315789,
            48.648649
        ],
        [
            3.147548,
            5.354297,
            1.926239,
            2.261926,
            3.650545,
            1.484134
        ],
        [
            75639,
            75639,
            28174,
            214893,
            214893,
            120451
        ],
        [
            -20253,
            -20253,
            -16451,
            -106675,
            -106675,
            -61619
        ],
        [
            177,
            143,
            212,
            177,
            143,
            212
        ],
        [
            305,
            274,
            322,
            305,
            274,
            322
        ],
        [
            101,
            96,
            108,
            101,
            96,
            108
        ],
        [
            13304,
            5449,
            7855,
            13304,
            5449,
            7855
        ],
        [
            0,
            0,
            512.539857,
            0,
            0,
            512.539857
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53815,
            -12866,
            373382,
            -57068,
            -15846,
            278413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669582800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760126243631,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "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)