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Trade: WAVES/USDT/120/VWMA/HMA/9961

Strategy
WAVES/USDT/120/VWMA/HMA/9961
Pair
WAVES_USDT
Interval
2h
Score
599739
Daily Profit
0.557620
Profit Factor
2.454147
Profitability
54.135338
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-01 06:44
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 902228.9991 661981.5403 240247.4588 34739970.6744 386610.1287 34353360.5457
Total P&L (%) 902.229 661.9815 240.2475 34739.9707 386.6101 34353.3605
Avg Daily Profit (%) 0.5576 0.4091 0.1485 0.3624 0.0978 0.3617
Buy And Hold Return (%) 23.9917 23.9917 23.9917 23.9917 23.9917 23.9917
Max Trade Drawdown -79032 -107506 -53877 -35162112 -41226463 -14924437
Profit Factor 2.4541 3.1308 1.7755 1.2426 1.0044 1.6181
Total Trades 133 67 66 133 67 66
Winning Trades 72 37 35 72 37 35
Losing Trades 61 30 31 61 30 31
Profitability (%) 54.1353 55.2239 53.0303 54.1353 55.2239 53.0303
Ratio Avg Win / Avg Loss 2.0792 2.5385 1.5726 1.0528 0.8144 1.4332
Largest Winning Trade 113684 113684 64647 21866555 18629392 21866555
Largest Losing Trade -39936 -28657 -39936 -15959545 -15959545 -10600136
Avg Bars in Trades 143 120 165 143 120 165
Avg Bars in Winners 185 156 216 185 156 216
Avg Bars in Losers 92 77 108 92 77 108
Bars Traded 19027 8096 10931 19027 8096 10931
Profit Streak 0 0 500.9058 0 0 500.9058
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 599739 -100195 -114663 361707 -395695 -111831
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759290264328,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "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": [
        [
            902228.9990636535,
            661981.5402522142,
            240247.4588114397,
            34739970.6744272,
            386610.1286791638,
            34353360.54574802
        ],
        [
            902.228999,
            661.98154,
            240.247459,
            34739.970674,
            386.610129,
            34353.360546
        ],
        [
            0.55762,
            0.409136,
            0.148484,
            0.36242,
            0.097841,
            0.361728
        ],
        [
            23.991703,
            23.991703,
            23.991703,
            23.991703,
            23.991703,
            23.991703
        ],
        [
            -79032,
            -107506,
            -53877,
            -35162112,
            -41226463,
            -14924437
        ],
        [
            2.454147,
            3.130815,
            1.775537,
            1.242594,
            1.004412,
            1.618087
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            54.135338,
            55.223881,
            53.030303,
            54.135338,
            55.223881,
            53.030303
        ],
        [
            2.079208,
            2.538499,
            1.572619,
            1.052754,
            0.814388,
            1.433163
        ],
        [
            113684,
            113684,
            64647,
            21866555,
            18629392,
            21866555
        ],
        [
            -39936,
            -28657,
            -39936,
            -15959545,
            -15959545,
            -10600136
        ],
        [
            143,
            120,
            165,
            143,
            120,
            165
        ],
        [
            185,
            156,
            216,
            185,
            156,
            216
        ],
        [
            92,
            77,
            108,
            92,
            77,
            108
        ],
        [
            19027,
            8096,
            10931,
            19027,
            8096,
            10931
        ],
        [
            0,
            0,
            500.905837,
            0,
            0,
            500.905837
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            599739,
            -100195,
            -114663,
            361707,
            -395695,
            -111831
        ]
    ]
}
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": 1580407200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759290264328,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "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)