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Trade: WAVES/USDT/240/VWMA/JMA/3602

Strategy
WAVES/USDT/240/VWMA/JMA/3602
Pair
WAVES_USDT
Interval
4h
Score
571490
Daily Profit
0.243091
Profit Factor
3.674562
Profitability
58.620690
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 15:58
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655288.1825 480348.7685 174939.414 4217297.5763 253323.4344 3963974.1419
Total P&L (%) 655.2882 480.3488 174.9394 4217.2976 253.3234 3963.9741
Avg Daily Profit (%) 0.3316 0.2431 0.0885 0.1907 0.0639 0.1877
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90008 -59647 -97760 -4301831 -3304279 -1527784
Profit Factor 2.7312 3.6746 1.8795 1.4785 1.0416 2.4517
Total Trades 57 29 28 57 29 28
Winning Trades 33 17 16 33 17 16
Losing Trades 24 12 12 24 12 12
Profitability (%) 57.8947 58.6207 57.1429 57.8947 58.6207 57.1429
Ratio Avg Win / Avg Loss 1.9864 2.5938 1.4096 1.0753 0.7353 1.8387
Largest Winning Trade 126975 126975 71412 1692846 1385763 1692846
Largest Losing Trade -42088 -27892 -42088 -1775660 -1775660 -1527784
Avg Bars in Trades 201 147 258 201 147 258
Avg Bars in Winners 263 174 358 263 174 358
Avg Bars in Losers 116 108 124 116 108 124
Bars Traded 11504 4269 7235 11504 4269 7235
Profit Streak 0 0 815.5408 0 0 815.5408
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -164102 571490 -91091 -169343 -282932 -6180

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805125694,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 242,
            "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": [
        [
            655288.1825452832,
            480348.7684968892,
            174939.414048394,
            4217297.576309276,
            253323.4344283731,
            3963974.1418809015
        ],
        [
            655.288183,
            480.348768,
            174.939414,
            4217.297576,
            253.323434,
            3963.974142
        ],
        [
            0.331624,
            0.243091,
            0.088532,
            0.190729,
            0.063898,
            0.187663
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90008,
            -59647,
            -97760,
            -4301831,
            -3304279,
            -1527784
        ],
        [
            2.731237,
            3.674562,
            1.879492,
            1.478489,
            1.041644,
            2.451652
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            57.894737,
            58.62069,
            57.142857,
            57.894737,
            58.62069,
            57.142857
        ],
        [
            1.986354,
            2.593809,
            1.409619,
            1.075265,
            0.735278,
            1.838739
        ],
        [
            126975,
            126975,
            71412,
            1692846,
            1385763,
            1692846
        ],
        [
            -42088,
            -27892,
            -42088,
            -1775660,
            -1775660,
            -1527784
        ],
        [
            201,
            147,
            258,
            201,
            147,
            258
        ],
        [
            263,
            174,
            358,
            263,
            174,
            358
        ],
        [
            116,
            108,
            124,
            116,
            108,
            124
        ],
        [
            11504,
            4269,
            7235,
            11504,
            4269,
            7235
        ],
        [
            0,
            0,
            815.540807,
            0,
            0,
            815.540807
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164102,
            571490,
            -91091,
            -169343,
            -282932,
            -6180
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551268800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805125694,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 217,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 242,
            "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)