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Trade: WAVES/USDT/120/MIDPOINT/WMA/6621

Strategy
WAVES/USDT/120/MIDPOINT/WMA/6621
Pair
WAVES_USDT
Interval
2h
Score
505567
Daily Profit
0.403682
Profit Factor
1.621230
Profitability
58.227848
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 15:28
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 653157.8744 564891.9552 88265.9192 1265045.9225 1759445.2249 -494399.3025
Total P&L (%) 653.1579 564.892 88.2659 1265.0459 1759.4452 -494.3993
Avg Daily Profit (%) 0.4037 0.3491 0.0546 0.1617 0.1808 0
Buy And Hold Return (%) 25.8332 25.8332 25.8332 25.8332 25.8332 25.8332
Max Trade Drawdown -170143 -146501 -94323 -2586087 -1810969 -2034107
Profit Factor 1.6212 2.0992 1.1642 1.0921 1.2524 0.927
Total Trades 237 119 118 237 119 118
Winning Trades 138 71 67 138 71 67
Losing Trades 99 48 51 99 48 51
Profitability (%) 58.2278 59.6639 56.7797 58.2278 59.6639 56.7797
Ratio Avg Win / Avg Loss 1.1631 1.4192 0.8862 0.7834 0.8467 0.7056
Largest Winning Trade 131119 131119 73317 1633733 1633733 937033
Largest Losing Trade -49259 -43505 -49259 -1163297 -894080 -1163297
Avg Bars in Trades 80 67 93 80 67 93
Avg Bars in Winners 79 64 96 79 64 96
Avg Bars in Losers 81 72 89 81 72 89
Bars Traded 19044 8040 11004 19044 8040 11004
Profit Streak 0 0 499.1033 0 0 499.1033
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 505567 475473 -162762 -110901 252523 -579179

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579953600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758889722268,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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": [
        [
            653157.874422474,
            564891.9551918786,
            88265.9192305952,
            1265045.9224580089,
            1759445.2249193806,
            -494399.3024613736
        ],
        [
            653.157874,
            564.891955,
            88.265919,
            1265.045922,
            1759.445225,
            -494.399302
        ],
        [
            0.403682,
            0.34913,
            0.054552,
            0.161674,
            0.18081,
            0
        ],
        [
            25.833236,
            25.833236,
            25.833236,
            25.833236,
            25.833236,
            25.833236
        ],
        [
            -170143,
            -146501,
            -94323,
            -2586087,
            -1810969,
            -2034107
        ],
        [
            1.62123,
            2.099188,
            1.164222,
            1.092069,
            1.25237,
            0.926955
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            138,
            71,
            67,
            138,
            71,
            67
        ],
        [
            99,
            48,
            51,
            99,
            48,
            51
        ],
        [
            58.227848,
            59.663866,
            56.779661,
            58.227848,
            59.663866,
            56.779661
        ],
        [
            1.163056,
            1.419169,
            0.886199,
            0.783441,
            0.846672,
            0.705593
        ],
        [
            131119,
            131119,
            73317,
            1633733,
            1633733,
            937033
        ],
        [
            -49259,
            -43505,
            -49259,
            -1163297,
            -894080,
            -1163297
        ],
        [
            80,
            67,
            93,
            80,
            67,
            93
        ],
        [
            79,
            64,
            96,
            79,
            64,
            96
        ],
        [
            81,
            72,
            89,
            81,
            72,
            89
        ],
        [
            19044,
            8040,
            11004,
            19044,
            8040,
            11004
        ],
        [
            0,
            0,
            499.103267,
            0,
            0,
            499.103267
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            505567,
            475473,
            -162762,
            -110901,
            252523,
            -579179
        ]
    ]
}
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": 1579953600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758889722268,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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)