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Trade: WAVES/USDT/60/VWMA/WMA/5438

Strategy
WAVES/USDT/60/VWMA/WMA/5438
Pair
WAVES_USDT
Interval
1h
Score
307906
Daily Profit
0.267648
Profit Factor
1.288857
Profitability
47.945205
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-09 06:38
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 154454.0345 77659.0962 76794.9383 135807.0737 17092.2843 118714.7894
Total P&L (%) 154.454 77.6591 76.7949 135.8071 17.0923 118.7148
Avg Daily Profit (%) 0.2676 0.1346 0.1331 0.1488 0.0273 0.1357
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89567 -40623 -79205 -87830 -97486 -96751
Profit Factor 1.2889 1.3408 1.2503 1.218 1.0595 1.3536
Total Trades 292 146 146 292 146 146
Winning Trades 140 71 69 140 71 69
Losing Trades 152 75 77 152 75 77
Profitability (%) 47.9452 48.6301 47.2603 47.9452 48.6301 47.2603
Ratio Avg Win / Avg Loss 1.3993 1.4163 1.3953 1.3224 1.1192 1.5105
Largest Winning Trade 28049 28049 25854 53687 25190 53687
Largest Losing Trade -40910 -19679 -40910 -56244 -46526 -56244
Avg Bars in Trades 47 36 57 47 36 57
Avg Bars in Winners 54 40 69 54 40 69
Avg Bars in Losers 39 32 47 39 32 47
Bars Traded 13730 5306 8424 13730 5306 8424
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 307906 -14134 -17216 196735 -321348 -11967
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669032000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759981088465,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 85,
            "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": [
        [
            154454.0344912402,
            77659.0962267439,
            76794.9382644963,
            135807.0736885617,
            17092.2842874774,
            118714.7894010843
        ],
        [
            154.454034,
            77.659096,
            76.794938,
            135.807074,
            17.092284,
            118.714789
        ],
        [
            0.267648,
            0.134572,
            0.133075,
            0.148763,
            0.027347,
            0.135705
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89567,
            -40623,
            -79205,
            -87830,
            -97486,
            -96751
        ],
        [
            1.288857,
            1.340761,
            1.250302,
            1.21797,
            1.059491,
            1.353584
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            140,
            71,
            69,
            140,
            71,
            69
        ],
        [
            152,
            75,
            77,
            152,
            75,
            77
        ],
        [
            47.945205,
            48.630137,
            47.260274,
            47.945205,
            48.630137,
            47.260274
        ],
        [
            1.39933,
            1.416296,
            1.395265,
            1.322367,
            1.119181,
            1.510522
        ],
        [
            28049,
            28049,
            25854,
            53687,
            25190,
            53687
        ],
        [
            -40910,
            -19679,
            -40910,
            -56244,
            -46526,
            -56244
        ],
        [
            47,
            36,
            57,
            47,
            36,
            57
        ],
        [
            54,
            40,
            69,
            54,
            40,
            69
        ],
        [
            39,
            32,
            47,
            39,
            32,
            47
        ],
        [
            13730,
            5306,
            8424,
            13730,
            5306,
            8424
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307906,
            -14134,
            -17216,
            196735,
            -321348,
            -11967
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669032000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759981088465,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 85,
            "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)