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Trade: WAVES/USDT/480/VWMA/EMA/2536

Strategy
WAVES/USDT/480/VWMA/EMA/2536
Pair
WAVES_USDT
Interval
8h
Score
467709
Daily Profit
0.222716
Profit Factor
1.817901
Profitability
52.500000
Streak
560.532275
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-03 15:46
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 856203.2292 615741.6001 240461.6291 14174759.8848 6144301.8567 8030458.0281
Total P&L (%) 856.2032 615.7416 240.4616 14174.7599 6144.3019 8030.458
Avg Daily Profit (%) 0.4331 0.3115 0.1216 0.2513 0.2093 0.2227
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79226 -64692 -83645 -4324490 -3796096 -3329245
Profit Factor 2.9259 3.9276 2.0265 1.6972 1.5844 1.8179
Total Trades 81 41 40 81 41 40
Winning Trades 37 16 21 37 16 21
Losing Trades 44 25 19 44 25 19
Profitability (%) 45.679 39.0244 52.5 45.679 39.0244 52.5
Ratio Avg Win / Avg Loss 3.4794 6.137 1.8335 2.0182 2.4756 1.6448
Largest Winning Trade 169253 169253 67657 3653634 3653634 3357723
Largest Losing Trade -41515 -21830 -41515 -2847103 -1416353 -2847103
Avg Bars in Trades 71 54 89 71 54 89
Avg Bars in Winners 124 99 143 124 99 143
Avg Bars in Losers 26 25 29 26 25 29
Bars Traded 5787 2222 3565 5787 2222 3565
Profit Streak 0 0 560.5323 0 0 560.5323
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -2341 423588 -25470 -6266 245445 467709
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550044800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759495588604,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 12,
            "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": [
        [
            856203.229220994,
            615741.6000932271,
            240461.6291277666,
            14174759.884790404,
            6144301.856735392,
            8030458.02805501
        ],
        [
            856.203229,
            615.7416,
            240.461629,
            14174.759885,
            6144.301857,
            8030.458028
        ],
        [
            0.433082,
            0.311453,
            0.12163,
            0.251255,
            0.209336,
            0.222716
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79226,
            -64692,
            -83645,
            -4324490,
            -3796096,
            -3329245
        ],
        [
            2.925868,
            3.927648,
            2.02647,
            1.697156,
            1.584398,
            1.817901
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            45.679012,
            39.02439,
            52.5,
            45.679012,
            39.02439,
            52.5
        ],
        [
            3.479411,
            6.13695,
            1.833473,
            2.01824,
            2.475622,
            1.644768
        ],
        [
            169253,
            169253,
            67657,
            3653634,
            3653634,
            3357723
        ],
        [
            -41515,
            -21830,
            -41515,
            -2847103,
            -1416353,
            -2847103
        ],
        [
            71,
            54,
            89,
            71,
            54,
            89
        ],
        [
            124,
            99,
            143,
            124,
            99,
            143
        ],
        [
            26,
            25,
            29,
            26,
            25,
            29
        ],
        [
            5787,
            2222,
            3565,
            5787,
            2222,
            3565
        ],
        [
            0,
            0,
            560.532275,
            0,
            0,
            560.532275
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -2341,
            423588,
            -25470,
            -6266,
            245445,
            467709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550044800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759495588604,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 12,
            "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)