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Trade: WAVES/USDT/120/VWMA/ZLMA/7060

Strategy
WAVES/USDT/120/VWMA/ZLMA/7060
Pair
WAVES_USDT
Interval
2h
Score
574832
Daily Profit
0.513392
Profit Factor
2.118768
Profitability
51.871658
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:20
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 830668.9206 645800.1949 184868.7257 10374608.2479 4654967.5425 5719640.7054
Total P&L (%) 830.6689 645.8002 184.8687 10374.6082 4654.9675 5719.6407
Avg Daily Profit (%) 0.5134 0.3991 0.1143 0.2879 0.239 0.2515
Buy And Hold Return (%) 26.143 26.143 26.143 26.143 26.143 26.143
Max Trade Drawdown -77473 -118107 -60370 -6722375 -5656706 -7326810
Profit Factor 2.1188 2.8179 1.4774 1.2905 1.2586 1.323
Total Trades 187 94 93 187 94 93
Winning Trades 97 52 45 97 52 45
Losing Trades 90 42 48 90 42 48
Profitability (%) 51.8717 55.3191 48.3871 51.8717 55.3191 48.3871
Ratio Avg Win / Avg Loss 1.9659 2.276 1.5759 1.1974 1.0165 1.4112
Largest Winning Trade 172484 172484 65281 4093916 4093916 3472024
Largest Losing Trade -45698 -45698 -39594 -3521937 -3521937 -3055258
Avg Bars in Trades 101 78 126 101 78 126
Avg Bars in Winners 137 101 179 137 101 179
Avg Bars in Losers 63 49 75 63 49 75
Bars Traded 19067 7347 11720 19067 7347 11720
Profit Streak 0 0 499.8891 0 0 499.8891
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 574832 558170 -38532 361325 309154 300726
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579917600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759195221735,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 166,
            "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": [
        [
            830668.9206096493,
            645800.1948774831,
            184868.7257321664,
            10374608.247909756,
            4654967.54252682,
            5719640.7053829385
        ],
        [
            830.668921,
            645.800195,
            184.868726,
            10374.608248,
            4654.967543,
            5719.640705
        ],
        [
            0.513392,
            0.399135,
            0.114258,
            0.287901,
            0.238961,
            0.251479
        ],
        [
            26.143025,
            26.143025,
            26.143025,
            26.143025,
            26.143025,
            26.143025
        ],
        [
            -77473,
            -118107,
            -60370,
            -6722375,
            -5656706,
            -7326810
        ],
        [
            2.118768,
            2.817933,
            1.477393,
            1.290527,
            1.258554,
            1.323038
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            97,
            52,
            45,
            97,
            52,
            45
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            51.871658,
            55.319149,
            48.387097,
            51.871658,
            55.319149,
            48.387097
        ],
        [
            1.965867,
            2.276023,
            1.575886,
            1.197396,
            1.016524,
            1.41124
        ],
        [
            172484,
            172484,
            65281,
            4093916,
            4093916,
            3472024
        ],
        [
            -45698,
            -45698,
            -39594,
            -3521937,
            -3521937,
            -3055258
        ],
        [
            101,
            78,
            126,
            101,
            78,
            126
        ],
        [
            137,
            101,
            179,
            137,
            101,
            179
        ],
        [
            63,
            49,
            75,
            63,
            49,
            75
        ],
        [
            19067,
            7347,
            11720,
            19067,
            7347,
            11720
        ],
        [
            0,
            0,
            499.88914,
            0,
            0,
            499.88914
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            574832,
            558170,
            -38532,
            361325,
            309154,
            300726
        ]
    ]
}
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": 1579917600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759195221735,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 166,
            "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)