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Trade: WAVES/USDT/120/VWMA/TEMA/4535

Strategy
WAVES/USDT/120/VWMA/TEMA/4535
Pair
WAVES_USDT
Interval
2h
Score
503408
Daily Profit
0.534974
Profit Factor
2.234894
Profitability
46.043165
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:59
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 865588.569 670772.3935 194816.1754 13204888.4776 4979596.7482 8225291.7294
Total P&L (%) 865.5886 670.7724 194.8162 13204.8885 4979.5967 8225.2917
Avg Daily Profit (%) 0.535 0.4146 0.1204 0.3027 0.2431 0.2737
Buy And Hold Return (%) 28.1868 28.1868 28.1868 28.1868 28.1868 28.1868
Max Trade Drawdown -74116 -89294 -109974 -4454813 -5807911 -3799909
Profit Factor 2.2349 2.8708 1.569 1.4598 1.293 1.7017
Total Trades 139 70 69 139 70 69
Winning Trades 64 30 34 64 30 34
Losing Trades 75 40 35 75 40 35
Profitability (%) 46.0432 42.8571 49.2754 46.0432 42.8571 49.2754
Ratio Avg Win / Avg Loss 2.619 3.8277 1.6151 1.7107 1.724 1.7517
Largest Winning Trade 164532 164532 68193 5921804 5921804 3312375
Largest Losing Trade -49301 -23377 -49301 -3050247 -2799121 -3050247
Avg Bars in Trades 137 117 156 137 117 156
Avg Bars in Winners 218 204 229 218 204 229
Avg Bars in Losers 67 52 85 67 52 85
Bars Traded 19052 8248 10804 19052 8248 10804
Profit Streak 0 0 498.3746 0 0 498.3746
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 503408 -81883 -131140 357003 -87677 -89763
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579780800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927565016,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 141,
            "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": [
        [
            865588.5689611456,
            670772.3935207722,
            194816.1754403732,
            13204888.477629097,
            4979596.748195004,
            8225291.7294340925
        ],
        [
            865.588569,
            670.772394,
            194.816175,
            13204.888478,
            4979.596748,
            8225.291729
        ],
        [
            0.534974,
            0.414569,
            0.120406,
            0.302727,
            0.243052,
            0.273667
        ],
        [
            28.1868,
            28.1868,
            28.1868,
            28.1868,
            28.1868,
            28.1868
        ],
        [
            -74116,
            -89294,
            -109974,
            -4454813,
            -5807911,
            -3799909
        ],
        [
            2.234894,
            2.870803,
            1.568982,
            1.459838,
            1.293025,
            1.701658
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            46.043165,
            42.857143,
            49.275362,
            46.043165,
            42.857143,
            49.275362
        ],
        [
            2.619016,
            3.827738,
            1.615129,
            1.710747,
            1.724033,
            1.751707
        ],
        [
            164532,
            164532,
            68193,
            5921804,
            5921804,
            3312375
        ],
        [
            -49301,
            -23377,
            -49301,
            -3050247,
            -2799121,
            -3050247
        ],
        [
            137,
            117,
            156,
            137,
            117,
            156
        ],
        [
            218,
            204,
            229,
            218,
            204,
            229
        ],
        [
            67,
            52,
            85,
            67,
            52,
            85
        ],
        [
            19052,
            8248,
            10804,
            19052,
            8248,
            10804
        ],
        [
            0,
            0,
            498.374595,
            0,
            0,
            498.374595
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            503408,
            -81883,
            -131140,
            357003,
            -87677,
            -89763
        ]
    ]
}
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": 1579780800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927565016,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 141,
            "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)