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Trade: WAVES/USDT/120/VWMA/EMA/2855

Strategy
WAVES/USDT/120/VWMA/EMA/2855
Pair
WAVES_USDT
Interval
2h
Score
434267
Daily Profit
0.358001
Profit Factor
2.431465
Profitability
45.744681
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 23:30
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 619801.3261 579245.5459 40555.7802 650081.7629 138747.8909 511333.872
Total P&L (%) 619.8013 579.2455 40.5558 650.0818 138.7479 511.3339
Avg Daily Profit (%) 0.3831 0.358 0.0251 0.1246 0.0538 0.112
Buy And Hold Return (%) 25.3787 25.3787 25.3787 25.3787 25.3787 25.3787
Max Trade Drawdown -184455 -58989 -246514 -362448 -614507 -193646
Profit Factor 1.6055 2.4315 1.0655 1.3412 1.1199 1.6838
Total Trades 187 94 93 187 94 93
Winning Trades 84 43 41 84 43 41
Losing Trades 103 51 52 103 51 52
Profitability (%) 44.9198 45.7447 44.086 44.9198 45.7447 44.086
Ratio Avg Win / Avg Loss 1.9686 2.8838 1.3514 1.6446 1.3282 2.1356
Largest Winning Trade 169220 169220 82217 462250 462250 193706
Largest Losing Trade -52873 -32578 -52873 -362448 -362448 -72273
Avg Bars in Trades 102 62 142 102 62 142
Avg Bars in Winners 130 71 192 130 71 192
Avg Bars in Losers 78 54 102 78 54 102
Bars Traded 19084 5864 13220 19084 5864 13220
Profit Streak 0 0 502.7709 0 0 502.7709
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 419216 434267 -319430 -25786 -212732 -41943
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580011200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759437001855,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 127,
            "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": [
        [
            619801.3260663442,
            579245.5458778993,
            40555.7801884445,
            650081.7628778189,
            138747.8908757305,
            511333.8720020881
        ],
        [
            619.801326,
            579.245546,
            40.55578,
            650.081763,
            138.747891,
            511.333872
        ],
        [
            0.383066,
            0.358001,
            0.025065,
            0.124615,
            0.053799,
            0.111958
        ],
        [
            25.3787,
            25.3787,
            25.3787,
            25.3787,
            25.3787,
            25.3787
        ],
        [
            -184455,
            -58989,
            -246514,
            -362448,
            -614507,
            -193646
        ],
        [
            1.605498,
            2.431465,
            1.065521,
            1.341195,
            1.119863,
            1.683822
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            84,
            43,
            41,
            84,
            43,
            41
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            44.919786,
            45.744681,
            44.086022,
            44.919786,
            45.744681,
            44.086022
        ],
        [
            1.968647,
            2.883831,
            1.351393,
            1.644561,
            1.32821,
            2.13558
        ],
        [
            169220,
            169220,
            82217,
            462250,
            462250,
            193706
        ],
        [
            -52873,
            -32578,
            -52873,
            -362448,
            -362448,
            -72273
        ],
        [
            102,
            62,
            142,
            102,
            62,
            142
        ],
        [
            130,
            71,
            192,
            130,
            71,
            192
        ],
        [
            78,
            54,
            102,
            78,
            54,
            102
        ],
        [
            19084,
            5864,
            13220,
            19084,
            5864,
            13220
        ],
        [
            0,
            0,
            502.770855,
            0,
            0,
            502.770855
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            419216,
            434267,
            -319430,
            -25786,
            -212732,
            -41943
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580011200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759437001855,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 127,
            "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)