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Trade: WAVES/USDT/120/SSF/VWMA/2204

Strategy
WAVES/USDT/120/SSF/VWMA/2204
Pair
WAVES_USDT
Interval
2h
Score
350960
Daily Profit
0.383690
Profit Factor
1.507884
Profitability
38.888889
Streak
488.879588
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 04:06
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 620810.2488 583088.6156 37721.6332 235097.0073 816133.6686 -581036.6613
Total P&L (%) 620.8102 583.0886 37.7216 235.097 816.1337 -581.0367
Avg Daily Profit (%) 0.3837 0.3604 0.0233 0.0748 0.137 0
Buy And Hold Return (%) 20.2503 20.2503 20.2503 20.2503 20.2503 20.2503
Max Trade Drawdown -186589 -147647 -137701 -1640144 -954541 -1173749
Profit Factor 1.5079 1.8298 1.0726 1.0411 1.2605 0.775
Total Trades 270 135 135 270 135 135
Winning Trades 105 48 57 105 48 57
Losing Trades 165 87 78 165 87 78
Profitability (%) 38.8889 35.5556 42.2222 38.8889 35.5556 42.2222
Ratio Avg Win / Avg Loss 2.3695 3.3165 1.4678 1.6361 2.2846 1.0605
Largest Winning Trade 182603 182603 49662 944721 944721 446911
Largest Losing Trade -47854 -42504 -47854 -582186 -437162 -582186
Avg Bars in Trades 71 92 49 71 92 49
Avg Bars in Winners 111 152 76 111 152 76
Avg Bars in Losers 45 59 30 45 59 30
Bars Traded 19224 12491 6733 19224 12491 6733
Profit Streak 488.8796 0 501.6296 488.8796 0 501.6296
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 350960 254402 -312843 -269613 -14595 -581748
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579334400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107996378,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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": [
        [
            620810.24879022,
            583088.6156314891,
            37721.6331587305,
            235097.0073121962,
            816133.6686227355,
            -581036.661310539
        ],
        [
            620.810249,
            583.088616,
            37.721633,
            235.097007,
            816.133669,
            -581.036661
        ],
        [
            0.38369,
            0.360376,
            0.023314,
            0.074765,
            0.136991,
            0
        ],
        [
            20.250335,
            20.250335,
            20.250335,
            20.250335,
            20.250335,
            20.250335
        ],
        [
            -186589,
            -147647,
            -137701,
            -1640144,
            -954541,
            -1173749
        ],
        [
            1.507884,
            1.829815,
            1.072587,
            1.041133,
            1.260465,
            0.774986
        ],
        [
            270,
            135,
            135,
            270,
            135,
            135
        ],
        [
            105,
            48,
            57,
            105,
            48,
            57
        ],
        [
            165,
            87,
            78,
            165,
            87,
            78
        ],
        [
            38.888889,
            35.555556,
            42.222222,
            38.888889,
            35.555556,
            42.222222
        ],
        [
            2.369532,
            3.31654,
            1.467751,
            1.636065,
            2.284594,
            1.060508
        ],
        [
            182603,
            182603,
            49662,
            944721,
            944721,
            446911
        ],
        [
            -47854,
            -42504,
            -47854,
            -582186,
            -437162,
            -582186
        ],
        [
            71,
            92,
            49,
            71,
            92,
            49
        ],
        [
            111,
            152,
            76,
            111,
            152,
            76
        ],
        [
            45,
            59,
            30,
            45,
            59,
            30
        ],
        [
            19224,
            12491,
            6733,
            19224,
            12491,
            6733
        ],
        [
            488.879588,
            0,
            501.629588,
            488.879588,
            0,
            501.629588
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350960,
            254402,
            -312843,
            -269613,
            -14595,
            -581748
        ]
    ]
}
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": 1579334400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107996378,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 223,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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)