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Trade: WAVES/USDT/360/VWMA/JMA/3709

Strategy
WAVES/USDT/360/VWMA/JMA/3709
Pair
WAVES_USDT
Interval
6h
Score
316137
Daily Profit
0.155585
Profit Factor
1.501013
Profitability
64.227642
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-28 02:50
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 278963.7254 307552.2297 -28588.5043 -89586.0254 165549.5419 -255135.5673
Total P&L (%) 278.9637 307.5522 -28.5885 -89.586 165.5495 -255.1356
Avg Daily Profit (%) 0.1411 0.1556 -0.0145 -0.1144 0.0494 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -224867 -130646 -353867 -262381 -104805 -448946
Profit Factor 1.1995 1.501 0.9636 0.907 1.5246 0.6063
Total Trades 246 123 123 246 123 123
Winning Trades 152 79 73 152 79 73
Losing Trades 94 44 50 94 44 50
Profitability (%) 61.7886 64.2276 59.3496 61.7886 64.2276 59.3496
Ratio Avg Win / Avg Loss 0.7418 0.836 0.66 0.5609 0.8491 0.4153
Largest Winning Trade 73786 73786 29895 59797 44488 59797
Largest Losing Trade -69582 -62335 -69582 -124028 -32703 -124028
Avg Bars in Trades 31 26 36 31 26 36
Avg Bars in Winners 29 23 36 29 23 36
Avg Bars in Losers 34 30 38 34 30 38
Bars Traded 7762 3216 4546 7762 3216 4546
Profit Streak 0 0 579.2432 0 0 579.2432
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4596 316137 -578426 -577962 -125231 -578426
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549843200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759017011768,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 96,
            "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": [
        [
            278963.7253532575,
            307552.2296583854,
            -28588.5043051274,
            -89586.0253923612,
            165549.5419177855,
            -255135.5673101468
        ],
        [
            278.963725,
            307.55223,
            -28.588504,
            -89.586025,
            165.549542,
            -255.135567
        ],
        [
            0.141122,
            0.155585,
            -0.014462,
            -0.114366,
            0.049418,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -224867,
            -130646,
            -353867,
            -262381,
            -104805,
            -448946
        ],
        [
            1.199478,
            1.501013,
            0.963563,
            0.907036,
            1.524564,
            0.606317
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            152,
            79,
            73,
            152,
            79,
            73
        ],
        [
            94,
            44,
            50,
            94,
            44,
            50
        ],
        [
            61.788618,
            64.227642,
            59.349593,
            61.788618,
            64.227642,
            59.349593
        ],
        [
            0.741782,
            0.836007,
            0.659975,
            0.56093,
            0.849124,
            0.415286
        ],
        [
            73786,
            73786,
            29895,
            59797,
            44488,
            59797
        ],
        [
            -69582,
            -62335,
            -69582,
            -124028,
            -32703,
            -124028
        ],
        [
            31,
            26,
            36,
            31,
            26,
            36
        ],
        [
            29,
            23,
            36,
            29,
            23,
            36
        ],
        [
            34,
            30,
            38,
            34,
            30,
            38
        ],
        [
            7762,
            3216,
            4546,
            7762,
            3216,
            4546
        ],
        [
            0,
            0,
            579.243192,
            0,
            0,
            579.243192
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4596,
            316137,
            -578426,
            -577962,
            -125231,
            -578426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549843200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759017011768,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 96,
            "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)