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Trade: WAVES/USDT/120/VWMA/DEMA/8647

Strategy
WAVES/USDT/120/VWMA/DEMA/8647
Pair
WAVES_USDT
Interval
2h
Score
494141
Daily Profit
0.503816
Profit Factor
2.412207
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 11:26
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 815174.0784 644822.7391 170351.3393 7844256.8918 3192111.0642 4652145.8276
Total P&L (%) 815.1741 644.8227 170.3513 7844.2569 3192.1111 4652.1458
Avg Daily Profit (%) 0.5038 0.3985 0.1053 0.2708 0.2162 0.2389
Buy And Hold Return (%) 20.6143 20.6143 20.6143 20.6143 20.6143 20.6143
Max Trade Drawdown -93010 -104637 -70452 -4614608 -4777007 -2803083
Profit Factor 2.4122 3.2614 1.5832 1.3558 1.2589 1.4788
Total Trades 99 50 49 99 50 49
Winning Trades 45 21 24 45 21 24
Losing Trades 54 29 25 54 29 25
Profitability (%) 45.4545 42 48.9796 45.4545 42 48.9796
Ratio Avg Win / Avg Loss 2.8946 4.5039 1.6492 1.627 1.7384 1.5404
Largest Winning Trade 164718 164718 65031 3554498 3554498 2707173
Largest Losing Trade -46910 -26773 -46910 -2803083 -1882531 -2803083
Avg Bars in Trades 192 162 223 192 162 223
Avg Bars in Winners 322 286 354 322 286 354
Avg Bars in Losers 84 72 97 84 72 97
Bars Traded 19050 8103 10947 19050 8103 10947
Profit Streak 0 0 543.0186 0 0 543.0186
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 494141 -167197 -48841 312280 -174046 407409

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580270400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875205787,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 107,
            "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": [
        [
            815174.0783968841,
            644822.739141333,
            170351.3392555515,
            7844256.891793119,
            3192111.064218169,
            4652145.82757495
        ],
        [
            815.174078,
            644.822739,
            170.351339,
            7844.256892,
            3192.111064,
            4652.145828
        ],
        [
            0.503816,
            0.398531,
            0.105285,
            0.270764,
            0.216186,
            0.238924
        ],
        [
            20.614281,
            20.614281,
            20.614281,
            20.614281,
            20.614281,
            20.614281
        ],
        [
            -93010,
            -104637,
            -70452,
            -4614608,
            -4777007,
            -2803083
        ],
        [
            2.412207,
            3.261437,
            1.583204,
            1.355793,
            1.258859,
            1.478823
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            54,
            29,
            25,
            54,
            29,
            25
        ],
        [
            45.454545,
            42,
            48.979592,
            45.454545,
            42,
            48.979592
        ],
        [
            2.894648,
            4.50389,
            1.649171,
            1.626952,
            1.738424,
            1.540441
        ],
        [
            164718,
            164718,
            65031,
            3554498,
            3554498,
            2707173
        ],
        [
            -46910,
            -26773,
            -46910,
            -2803083,
            -1882531,
            -2803083
        ],
        [
            192,
            162,
            223,
            192,
            162,
            223
        ],
        [
            322,
            286,
            354,
            322,
            286,
            354
        ],
        [
            84,
            72,
            97,
            84,
            72,
            97
        ],
        [
            19050,
            8103,
            10947,
            19050,
            8103,
            10947
        ],
        [
            0,
            0,
            543.018585,
            0,
            0,
            543.018585
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494141,
            -167197,
            -48841,
            312280,
            -174046,
            407409
        ]
    ]
}
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": 1580270400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875205787,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 107,
            "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)