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Trade: WAVES/USDT/120/FWMA/EMA/6608

Strategy
WAVES/USDT/120/FWMA/EMA/6608
Pair
WAVES_USDT
Interval
2h
Score
340931
Daily Profit
0.208253
Profit Factor
1.315164
Profitability
45.647558
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 01:39
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 257901.5006 336952.8742 -79051.3737 -69542.2554 54920.1408 -124462.3962
Total P&L (%) 257.9015 336.9529 -79.0514 -69.5423 54.9201 -124.4624
Avg Daily Profit (%) 0.1594 0.2083 -0.0489 -0.0734 0.0271 0
Buy And Hold Return (%) 24.971 24.971 24.971 24.971 24.971 24.971
Max Trade Drawdown -198409 -115828 -275550 -298978 -202463 -206980
Profit Factor 1.1181 1.3152 0.9291 0.9631 1.0612 0.8742
Total Trades 941 471 470 941 471 470
Winning Trades 410 215 195 410 215 195
Losing Trades 531 256 275 531 256 275
Profitability (%) 43.5707 45.6476 41.4894 43.5707 45.6476 41.4894
Ratio Avg Win / Avg Loss 1.448 1.566 1.3103 1.2474 1.2636 1.2328
Largest Winning Trade 116879 116879 45807 60405 58316 60405
Largest Losing Trade -40622 -25503 -40622 -58514 -30470 -58514
Avg Bars in Trades 20 21 18 20 21 18
Avg Bars in Winners 25 27 24 25 27 24
Avg Bars in Losers 16 17 15 16 17 15
Bars Traded 19170 10268 8902 19170 10268 8902
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80258 340931 -580242 -576002 -314978 -580242
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580342400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759790355959,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 188,
            "offset": 37
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 73,
            "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": [
        [
            257901.5005505822,
            336952.8742397426,
            -79051.3736891597,
            -69542.2554460209,
            54920.1407536836,
            -124462.3961997047
        ],
        [
            257.901501,
            336.952874,
            -79.051374,
            -69.542255,
            54.920141,
            -124.462396
        ],
        [
            0.159395,
            0.208253,
            -0.048857,
            -0.073448,
            0.027058,
            0
        ],
        [
            24.970964,
            24.970964,
            24.970964,
            24.970964,
            24.970964,
            24.970964
        ],
        [
            -198409,
            -115828,
            -275550,
            -298978,
            -202463,
            -206980
        ],
        [
            1.118078,
            1.315164,
            0.929103,
            0.96313,
            1.061224,
            0.874169
        ],
        [
            941,
            471,
            470,
            941,
            471,
            470
        ],
        [
            410,
            215,
            195,
            410,
            215,
            195
        ],
        [
            531,
            256,
            275,
            531,
            256,
            275
        ],
        [
            43.57067,
            45.647558,
            41.489362,
            43.57067,
            45.647558,
            41.489362
        ],
        [
            1.448048,
            1.565962,
            1.310274,
            1.247371,
            1.263597,
            1.232803
        ],
        [
            116879,
            116879,
            45807,
            60405,
            58316,
            60405
        ],
        [
            -40622,
            -25503,
            -40622,
            -58514,
            -30470,
            -58514
        ],
        [
            20,
            21,
            18,
            20,
            21,
            18
        ],
        [
            25,
            27,
            24,
            25,
            27,
            24
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            19170,
            10268,
            8902,
            19170,
            10268,
            8902
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80258,
            340931,
            -580242,
            -576002,
            -314978,
            -580242
        ]
    ]
}
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": 1580342400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759790355959,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 188,
            "offset": 37
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 73,
            "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)