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Trade: WAVES/USDT/120/PWMA/BBL/6964

Strategy
WAVES/USDT/120/PWMA/BBL/6964
Pair
WAVES_USDT
Interval
2h
Score
327806
Daily Profit
0.157538
Profit Factor
1.409536
Profitability
46.596859
Streak
490.601843
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 11:26
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 7193.638 254896.7301 -247703.0921 -98117.7884 98761.4127 -196879.201
Total P&L (%) 7.1936 254.8967 -247.7031 -98.1178 98.7614 -196.8792
Avg Daily Profit (%) 0.0044 0.1575 -0.1531 -0.2452 0.0425 0
Buy And Hold Return (%) 21.0076 21.0076 21.0076 21.0076 21.0076 21.0076
Max Trade Drawdown -175173 -99762 -369842 -166574 -37138 -229727
Profit Factor 1.0046 1.4095 0.7373 0.8128 1.5398 0.4232
Total Trades 381 191 190 381 191 190
Winning Trades 168 89 79 168 89 79
Losing Trades 213 102 111 213 102 111
Profitability (%) 44.0945 46.5969 41.5789 44.0945 46.5969 41.5789
Ratio Avg Win / Avg Loss 1.2737 1.6154 1.0359 1.0306 1.7647 0.5946
Largest Winning Trade 78183 70372 78183 36865 34409 36865
Largest Losing Trade -65592 -36021 -65592 -83888 -21562 -83888
Avg Bars in Trades 49 26 72 49 26 72
Avg Bars in Winners 68 26 116 68 26 116
Avg Bars in Losers 34 27 40 34 27 40
Bars Traded 18877 5153 13724 18877 5153 13724
Profit Streak 489.6018 490.6018 0 489.6018 490.6018 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -567848 327806 -581946 -578831 -135141 -583613

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580500800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875199274,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 4.25416
        }
    }
}
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": [
        [
            7193.638008356,
            254896.7301386493,
            -247703.0921302932,
            -98117.7883803081,
            98761.4126664593,
            -196879.2010467674
        ],
        [
            7.193638,
            254.89673,
            -247.703092,
            -98.117788,
            98.761413,
            -196.879201
        ],
        [
            0.004446,
            0.157538,
            -0.153092,
            -0.245232,
            0.042465,
            0
        ],
        [
            21.007647,
            21.007647,
            21.007647,
            21.007647,
            21.007647,
            21.007647
        ],
        [
            -175173,
            -99762,
            -369842,
            -166574,
            -37138,
            -229727
        ],
        [
            1.004596,
            1.409536,
            0.737259,
            0.812848,
            1.539805,
            0.423166
        ],
        [
            381,
            191,
            190,
            381,
            191,
            190
        ],
        [
            168,
            89,
            79,
            168,
            89,
            79
        ],
        [
            213,
            102,
            111,
            213,
            102,
            111
        ],
        [
            44.094488,
            46.596859,
            41.578947,
            44.094488,
            46.596859,
            41.578947
        ],
        [
            1.273684,
            1.615424,
            1.035896,
            1.030575,
            1.76472,
            0.594575
        ],
        [
            78183,
            70372,
            78183,
            36865,
            34409,
            36865
        ],
        [
            -65592,
            -36021,
            -65592,
            -83888,
            -21562,
            -83888
        ],
        [
            49,
            26,
            72,
            49,
            26,
            72
        ],
        [
            68,
            26,
            116,
            68,
            26,
            116
        ],
        [
            34,
            27,
            40,
            34,
            27,
            40
        ],
        [
            18877,
            5153,
            13724,
            18877,
            5153,
            13724
        ],
        [
            489.601843,
            490.601843,
            0,
            489.601843,
            490.601843,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -567848,
            327806,
            -581946,
            -578831,
            -135141,
            -583613
        ]
    ]
}
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": 1580500800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875199274,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 16,
            "offset": 0,
            "std": 4.25416
        }
    }
}

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)