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Trade: WAVES/USDT/480/VWMA/DEMA/8981

Strategy
WAVES/USDT/480/VWMA/DEMA/8981
Pair
WAVES_USDT
Interval
8h
Score
578328
Daily Profit
0.267576
Profit Factor
3.277423
Profitability
58.974359
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-06 17:48
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 724649.8152 528998.3005 195651.5147 6165623.3939 1528189.7371 4637433.6567
Total P&L (%) 724.6498 528.9983 195.6515 6165.6234 1528.1897 4637.4337
Avg Daily Profit (%) 0.3665 0.2676 0.099 0.2095 0.1412 0.1953
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54571 -54524 -44113 -2771372 -3943904 -2133499
Profit Factor 2.7225 3.2774 2.0384 1.3844 1.1591 1.7209
Total Trades 77 39 38 77 39 38
Winning Trades 47 23 24 47 23 24
Losing Trades 30 16 14 30 16 14
Profitability (%) 61.039 58.9744 63.1579 61.039 58.9744 63.1579
Ratio Avg Win / Avg Loss 1.7378 2.2799 1.1891 0.8837 0.8063 1.0039
Largest Winning Trade 166172 166172 87418 2672626 1788732 2672626
Largest Losing Trade -44113 -42077 -44113 -2232199 -2232199 -2066327
Avg Bars in Trades 74 45 103 74 45 103
Avg Bars in Winners 91 50 130 91 50 130
Avg Bars in Losers 48 40 58 48 40 58
Bars Traded 5735 1792 3942 5735 1792 3942
Profit Streak 0 0 560.6172 0 0 560.6172
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -29913 578328 -55413 -37516 -50121 461739
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551168000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759762127187,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 118,
            "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": [
        [
            724649.8152406334,
            528998.3005020333,
            195651.5147386004,
            6165623.393862788,
            1528189.7371497927,
            4637433.656712994
        ],
        [
            724.649815,
            528.998301,
            195.651515,
            6165.623394,
            1528.189737,
            4637.433657
        ],
        [
            0.36654,
            0.267576,
            0.098964,
            0.209509,
            0.141225,
            0.195339
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54571,
            -54524,
            -44113,
            -2771372,
            -3943904,
            -2133499
        ],
        [
            2.722487,
            3.277423,
            2.038378,
            1.384397,
            1.159071,
            1.720905
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            61.038961,
            58.974359,
            63.157895,
            61.038961,
            58.974359,
            63.157895
        ],
        [
            1.737758,
            2.279946,
            1.189054,
            0.883657,
            0.80631,
            1.003861
        ],
        [
            166172,
            166172,
            87418,
            2672626,
            1788732,
            2672626
        ],
        [
            -44113,
            -42077,
            -44113,
            -2232199,
            -2232199,
            -2066327
        ],
        [
            74,
            45,
            103,
            74,
            45,
            103
        ],
        [
            91,
            50,
            130,
            91,
            50,
            130
        ],
        [
            48,
            40,
            58,
            48,
            40,
            58
        ],
        [
            5735,
            1792,
            3942,
            5735,
            1792,
            3942
        ],
        [
            0,
            0,
            560.617213,
            0,
            0,
            560.617213
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29913,
            578328,
            -55413,
            -37516,
            -50121,
            461739
        ]
    ]
}
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": 1551168000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759762127187,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 118,
            "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)