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Trade: WAVES/USDT/240/VWMA/TEMA/1998

Strategy
WAVES/USDT/240/VWMA/TEMA/1998
Pair
WAVES_USDT
Interval
4h
Score
385762
Daily Profit
0.469296
Profit Factor
2.608326
Profitability
37.391304
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 12:11
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 927328.3917 708762.4112 218565.9805 13957853.5865 7554698.5284 6403155.0582
Total P&L (%) 927.3284 708.7624 218.566 13957.8536 7554.6985 6403.1551
Avg Daily Profit (%) 0.4693 0.3587 0.1106 0.2506 0.2198 0.2115
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65054 -77962 -72975 -8202206 -6431672 -7258451
Profit Factor 2.6083 3.526 1.7384 1.3956 1.4043 1.3857
Total Trades 115 58 57 115 58 57
Winning Trades 43 20 23 43 20 23
Losing Trades 72 38 34 72 38 34
Profitability (%) 37.3913 34.4828 40.3509 37.3913 34.4828 40.3509
Ratio Avg Win / Avg Loss 4.3674 6.6994 2.5698 2.3368 2.6683 2.0484
Largest Winning Trade 206884 206884 67003 6558260 6558260 3293627
Largest Losing Trade -52358 -24921 -52358 -3240265 -3027261 -3240265
Avg Bars in Trades 100 77 123 100 77 123
Avg Bars in Winners 213 169 250 213 169 250
Avg Bars in Losers 33 28 37 33 28 37
Bars Traded 11544 4493 7051 11544 4493 7051
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385762 -170259 -225838 203447 -176328 -173953

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550188800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758877899727,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 44,
            "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": [
        [
            927328.3916984791,
            708762.4112281161,
            218565.9804703629,
            13957853.586516751,
            7554698.528351098,
            6403155.058165656
        ],
        [
            927.328392,
            708.762411,
            218.56598,
            13957.853587,
            7554.698528,
            6403.155058
        ],
        [
            0.469296,
            0.358685,
            0.11061,
            0.250605,
            0.219771,
            0.211502
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65054,
            -77962,
            -72975,
            -8202206,
            -6431672,
            -7258451
        ],
        [
            2.608326,
            3.525994,
            1.738418,
            1.395576,
            1.404348,
            1.385704
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            72,
            38,
            34,
            72,
            38,
            34
        ],
        [
            37.391304,
            34.482759,
            40.350877,
            37.391304,
            34.482759,
            40.350877
        ],
        [
            4.367429,
            6.699388,
            2.569835,
            2.336779,
            2.668262,
            2.048432
        ],
        [
            206884,
            206884,
            67003,
            6558260,
            6558260,
            3293627
        ],
        [
            -52358,
            -24921,
            -52358,
            -3240265,
            -3027261,
            -3240265
        ],
        [
            100,
            77,
            123,
            100,
            77,
            123
        ],
        [
            213,
            169,
            250,
            213,
            169,
            250
        ],
        [
            33,
            28,
            37,
            33,
            28,
            37
        ],
        [
            11544,
            4493,
            7051,
            11544,
            4493,
            7051
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385762,
            -170259,
            -225838,
            203447,
            -176328,
            -173953
        ]
    ]
}
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": 1550188800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758877899727,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 44,
            "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)