← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/120/PWMA/JMA/9348

Strategy
WAVES/USDT/120/PWMA/JMA/9348
Pair
WAVES_USDT
Interval
2h
Score
356823
Daily Profit
0.310355
Profit Factor
2.060343
Profitability
41.666667
Streak
502.676110
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 07:13
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 484126.4088 502155.1737 -18028.765 106543.2232 429024.2729 -322481.0497
Total P&L (%) 484.1264 502.1552 -18.0288 106.5432 429.0243 -322.4811
Avg Daily Profit (%) 0.2992 0.3104 -0.0111 0.0448 0.103 0
Buy And Hold Return (%) 22.6211 22.6211 22.6211 22.6211 22.6211 22.6211
Max Trade Drawdown -138851 -163346 -169208 -362893 -193310 -446233
Profit Factor 1.4888 2.0603 0.9651 1.0603 1.5654 0.6797
Total Trades 167 84 83 167 84 83
Winning Trades 71 35 36 71 35 36
Losing Trades 96 49 47 96 49 47
Profitability (%) 42.515 41.6667 43.3735 42.515 41.6667 43.3735
Ratio Avg Win / Avg Loss 2.0131 2.8845 1.26 1.4337 2.1916 0.8873
Largest Winning Trade 161548 161548 55787 151641 151641 101911
Largest Losing Trade -60037 -31923 -60037 -204269 -61935 -204269
Avg Bars in Trades 113 112 113 113 112 113
Avg Bars in Winners 180 183 178 180 183 178
Avg Bars in Losers 63 62 64 63 62 64
Bars Traded 18907 9482 9425 18907 9482 9425
Profit Streak 498.5928 502.6761 0 498.5928 502.6761 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 337186 356823 -582020 -290208 -55627 -583686
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580320800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946415893,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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": [
        [
            484126.4087694408,
            502155.173720923,
            -18028.7649514826,
            106543.2231947427,
            429024.2728573061,
            -322481.0496625633
        ],
        [
            484.126409,
            502.155174,
            -18.028765,
            106.543223,
            429.024273,
            -322.48105
        ],
        [
            0.299213,
            0.310355,
            -0.011143,
            0.044839,
            0.103011,
            0
        ],
        [
            22.621083,
            22.621083,
            22.621083,
            22.621083,
            22.621083,
            22.621083
        ],
        [
            -138851,
            -163346,
            -169208,
            -362893,
            -193310,
            -446233
        ],
        [
            1.488837,
            2.060343,
            0.965114,
            1.060348,
            1.565413,
            0.679665
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            96,
            49,
            47,
            96,
            49,
            47
        ],
        [
            42.51497,
            41.666667,
            43.373494,
            42.51497,
            41.666667,
            43.373494
        ],
        [
            2.013076,
            2.88448,
            1.260009,
            1.43371,
            2.191579,
            0.88734
        ],
        [
            161548,
            161548,
            55787,
            151641,
            151641,
            101911
        ],
        [
            -60037,
            -31923,
            -60037,
            -204269,
            -61935,
            -204269
        ],
        [
            113,
            112,
            113,
            113,
            112,
            113
        ],
        [
            180,
            183,
            178,
            180,
            183,
            178
        ],
        [
            63,
            62,
            64,
            63,
            62,
            64
        ],
        [
            18907,
            9482,
            9425,
            18907,
            9482,
            9425
        ],
        [
            498.592776,
            502.67611,
            0,
            498.592777,
            502.67611,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337186,
            356823,
            -582020,
            -290208,
            -55627,
            -583686
        ]
    ]
}
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": 1580320800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946415893,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 120,
            "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)