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Trade: WAVES/USDT/120/VWMA/HMA/1216

Strategy
WAVES/USDT/120/VWMA/HMA/1216
Pair
WAVES_USDT
Interval
2h
Score
526124
Daily Profit
0.464663
Profit Factor
1.800895
Profitability
48.987854
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 11:20
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 751824.6481 594696.7209 157127.9272 5473151.7741 1801858.6302 3671293.1439
Total P&L (%) 751.8246 594.6967 157.1279 5473.1518 1801.8586 3671.2931
Avg Daily Profit (%) 0.4647 0.3676 0.0971 0.2488 0.1822 0.2246
Buy And Hold Return (%) 23.4086 23.4086 23.4086 23.4086 23.4086 23.4086
Max Trade Drawdown -80711 -125397 -127910 -3051951 -3754285 -2869405
Profit Factor 1.8009 2.3285 1.32 1.3221 1.2014 1.4562
Total Trades 247 124 123 247 124 123
Winning Trades 121 54 67 121 54 67
Losing Trades 126 70 56 126 70 56
Profitability (%) 48.9879 43.5484 54.4715 48.9879 43.5484 54.4715
Ratio Avg Win / Avg Loss 1.8753 3.0184 1.1033 1.3767 1.5574 1.2171
Largest Winning Trade 113857 113857 66303 3349186 3349186 1322233
Largest Losing Trade -43741 -43741 -37967 -1613120 -1613120 -926797
Avg Bars in Trades 77 57 97 77 57 97
Avg Bars in Winners 96 77 111 96 77 111
Avg Bars in Losers 58 42 80 58 42 80
Bars Traded 19056 7105 11951 19056 7105 11951
Profit Streak 0 0 497.3479 0 0 497.3479
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 526124 402119 -62373 344605 206794 368024
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580140800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758961259353,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "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": [
        [
            751824.6481064957,
            594696.7209134005,
            157127.9271930951,
            5473151.774050181,
            1801858.6301926256,
            3671293.1438575564
        ],
        [
            751.824648,
            594.696721,
            157.127927,
            5473.151774,
            1801.85863,
            3671.293144
        ],
        [
            0.464663,
            0.367551,
            0.097112,
            0.248798,
            0.182206,
            0.224603
        ],
        [
            23.408648,
            23.408648,
            23.408648,
            23.408648,
            23.408648,
            23.408648
        ],
        [
            -80711,
            -125397,
            -127910,
            -3051951,
            -3754285,
            -2869405
        ],
        [
            1.800895,
            2.328464,
            1.319968,
            1.322084,
            1.201422,
            1.45622
        ],
        [
            247,
            124,
            123,
            247,
            124,
            123
        ],
        [
            121,
            54,
            67,
            121,
            54,
            67
        ],
        [
            126,
            70,
            56,
            126,
            70,
            56
        ],
        [
            48.987854,
            43.548387,
            54.471545,
            48.987854,
            43.548387,
            54.471545
        ],
        [
            1.875312,
            3.018379,
            1.103257,
            1.376716,
            1.557398,
            1.217139
        ],
        [
            113857,
            113857,
            66303,
            3349186,
            3349186,
            1322233
        ],
        [
            -43741,
            -43741,
            -37967,
            -1613120,
            -1613120,
            -926797
        ],
        [
            77,
            57,
            97,
            77,
            57,
            97
        ],
        [
            96,
            77,
            111,
            96,
            77,
            111
        ],
        [
            58,
            42,
            80,
            58,
            42,
            80
        ],
        [
            19056,
            7105,
            11951,
            19056,
            7105,
            11951
        ],
        [
            0,
            0,
            497.347909,
            0,
            0,
            497.347909
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            526124,
            402119,
            -62373,
            344605,
            206794,
            368024
        ]
    ]
}
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": 1580140800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758961259353,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "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)