← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: WAVES/USDT/120/VWMA/SMA/1420

Strategy
WAVES/USDT/120/VWMA/SMA/1420
Pair
WAVES_USDT
Interval
2h
Score
533542
Daily Profit
0.548400
Profit Factor
2.280769
Profitability
47.619048
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-25 19:32
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 887310.4706 670483.2493 216827.2212 21734583.4148 6992915.7265 14741667.6883
Total P&L (%) 887.3105 670.4832 216.8272 21734.5834 6992.9157 14741.6677
Avg Daily Profit (%) 0.5484 0.4144 0.134 0.3334 0.2637 0.3095
Buy And Hold Return (%) 25.7597 25.7597 25.7597 25.7597 25.7597 25.7597
Max Trade Drawdown -78339 -100204 -49759 -10297641 -13204132 -7155781
Profit Factor 2.2808 2.9049 1.6362 1.3657 1.1961 1.6199
Total Trades 147 74 73 147 74 73
Winning Trades 70 32 38 70 32 38
Losing Trades 77 42 35 77 42 35
Profitability (%) 47.619 43.2432 52.0548 47.619 43.2432 52.0548
Ratio Avg Win / Avg Loss 2.5088 3.8127 1.507 1.5023 1.5699 1.492
Largest Winning Trade 160300 160300 67003 11011897 11011897 4960515
Largest Losing Trade -35957 -22917 -35957 -5473988 -5473988 -4570520
Avg Bars in Trades 129 106 153 129 106 153
Avg Bars in Winners 195 176 211 195 176 211
Avg Bars in Losers 69 52 89 69 52 89
Bars Traded 19049 7862 11187 19049 7862 11187
Profit Streak 0 0 486.106 0 0 486.106
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 533542 -51669 -82136 368555 -62173 -60178

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580032800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758817955828,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 43,
            "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": [
        [
            887310.4705668576,
            670483.2493270881,
            216827.2212397699,
            21734583.414818894,
            6992915.726473025,
            14741667.688345868
        ],
        [
            887.310471,
            670.483249,
            216.827221,
            21734.583415,
            6992.915726,
            14741.667688
        ],
        [
            0.5484,
            0.41439,
            0.134009,
            0.33344,
            0.263739,
            0.309503
        ],
        [
            25.759701,
            25.759701,
            25.759701,
            25.759701,
            25.759701,
            25.759701
        ],
        [
            -78339,
            -100204,
            -49759,
            -10297641,
            -13204132,
            -7155781
        ],
        [
            2.280769,
            2.904948,
            1.636182,
            1.365685,
            1.196133,
            1.619885
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            77,
            42,
            35,
            77,
            42,
            35
        ],
        [
            47.619048,
            43.243243,
            52.054795,
            47.619048,
            43.243243,
            52.054795
        ],
        [
            2.508846,
            3.812744,
            1.50701,
            1.502254,
            1.569925,
            1.492
        ],
        [
            160300,
            160300,
            67003,
            11011897,
            11011897,
            4960515
        ],
        [
            -35957,
            -22917,
            -35957,
            -5473988,
            -5473988,
            -4570520
        ],
        [
            129,
            106,
            153,
            129,
            106,
            153
        ],
        [
            195,
            176,
            211,
            195,
            176,
            211
        ],
        [
            69,
            52,
            89,
            69,
            52,
            89
        ],
        [
            19049,
            7862,
            11187,
            19049,
            7862,
            11187
        ],
        [
            0,
            0,
            486.10597,
            0,
            0,
            486.10597
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            533542,
            -51669,
            -82136,
            368555,
            -62173,
            -60178
        ]
    ]
}
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": 1580032800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758817955828,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 43,
            "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)