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Trade: WAVES/USDT/120/VWMA/HMA/8675

Strategy
WAVES/USDT/120/VWMA/HMA/8675
Pair
WAVES_USDT
Interval
2h
Score
313108
Daily Profit
0.412216
Profit Factor
2.450914
Profitability
35.507246
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 05:06
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 760867.2121 666964.704 93902.5081 2053120.0612 930939.2788 1122180.7823
Total P&L (%) 760.8672 666.9647 93.9025 2053.1201 930.9393 1122.1808
Avg Daily Profit (%) 0.4703 0.4122 0.058 0.1899 0.1443 0.1548
Buy And Hold Return (%) 27.277 27.277 27.277 27.277 27.277 27.277
Max Trade Drawdown -118147 -60365 -225497 -1552387 -1164297 -955467
Profit Factor 1.7841 2.4509 1.1839 1.3449 1.283 1.4213
Total Trades 275 138 137 275 138 137
Winning Trades 89 49 40 89 49 40
Losing Trades 186 89 97 186 89 97
Profitability (%) 32.3636 35.5072 29.1971 32.3636 35.5072 29.1971
Ratio Avg Win / Avg Loss 3.7286 4.4517 2.8709 2.8107 2.3304 3.4466
Largest Winning Trade 312762 312762 62287 1219724 1219724 559392
Largest Losing Trade -24842 -17249 -24842 -400491 -400491 -212074
Avg Bars in Trades 69 59 79 69 59 79
Avg Bars in Winners 145 113 184 145 113 184
Avg Bars in Losers 32 29 36 32 29 36
Bars Traded 19055 8167 10888 19055 8167 10888
Profit Streak 0 0 489.2543 0 0 489.2543
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 299200 313108 -146210 144022 -4725 -1335
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579910400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111571240,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 31,
            "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": [
        [
            760867.2120543366,
            666964.7039756716,
            93902.5080786647,
            2053120.0611505415,
            930939.2788110174,
            1122180.782339524
        ],
        [
            760.867212,
            666.964704,
            93.902508,
            2053.120061,
            930.939279,
            1122.180782
        ],
        [
            0.470252,
            0.412216,
            0.058036,
            0.18989,
            0.144298,
            0.154831
        ],
        [
            27.277029,
            27.277029,
            27.277029,
            27.277029,
            27.277029,
            27.277029
        ],
        [
            -118147,
            -60365,
            -225497,
            -1552387,
            -1164297,
            -955467
        ],
        [
            1.784115,
            2.450914,
            1.183883,
            1.344899,
            1.283032,
            1.421295
        ],
        [
            275,
            138,
            137,
            275,
            138,
            137
        ],
        [
            89,
            49,
            40,
            89,
            49,
            40
        ],
        [
            186,
            89,
            97,
            186,
            89,
            97
        ],
        [
            32.363636,
            35.507246,
            29.19708,
            32.363636,
            35.507246,
            29.19708
        ],
        [
            3.728601,
            4.45166,
            2.870916,
            2.810688,
            2.330405,
            3.446641
        ],
        [
            312762,
            312762,
            62287,
            1219724,
            1219724,
            559392
        ],
        [
            -24842,
            -17249,
            -24842,
            -400491,
            -400491,
            -212074
        ],
        [
            69,
            59,
            79,
            69,
            59,
            79
        ],
        [
            145,
            113,
            184,
            145,
            113,
            184
        ],
        [
            32,
            29,
            36,
            32,
            29,
            36
        ],
        [
            19055,
            8167,
            10888,
            19055,
            8167,
            10888
        ],
        [
            0,
            0,
            489.254297,
            0,
            0,
            489.254297
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            299200,
            313108,
            -146210,
            144022,
            -4725,
            -1335
        ]
    ]
}
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": 1579910400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111571240,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 31,
            "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)