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Trade: WAVES/USDT/120/PWMA/KCB/6979

Strategy
WAVES/USDT/120/PWMA/KCB/6979
Pair
WAVES_USDT
Interval
2h
Score
354068
Daily Profit
0.230710
Profit Factor
1.616701
Profitability
47.586207
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:20
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 318495.913 373289.31 -54793.3969 -81280.2884 796685.813 -877966.1014
Total P&L (%) 318.4959 373.2893 -54.7934 -81.2803 796.6858 -877.9661
Avg Daily Profit (%) 0.1968 0.2307 -0.0339 -0.1035 0.1357 0
Buy And Hold Return (%) 22.747 22.747 22.747 22.747 22.747 22.747
Max Trade Drawdown -173167 -135914 -258628 -601295 -294076 -958406
Profit Factor 1.2385 1.6167 0.9249 0.9683 1.9704 0.4965
Total Trades 291 145 146 291 145 146
Winning Trades 136 69 67 136 69 67
Losing Trades 155 76 79 155 76 79
Profitability (%) 46.7354 47.5862 45.8904 46.7354 47.5862 45.8904
Ratio Avg Win / Avg Loss 1.4116 1.7807 1.0906 1.1036 2.1702 0.5854
Largest Winning Trade 104390 104390 54205 155145 155145 117065
Largest Losing Trade -88285 -52179 -88285 -212211 -70718 -212211
Avg Bars in Trades 65 71 58 65 71 58
Avg Bars in Winners 75 75 75 75 75 75
Avg Bars in Losers 56 68 44 56 68 44
Bars Traded 18982 10436 8546 18982 10436 8546
Profit Streak 487.1391 0 501.8891 487.1391 0 501.8891
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 293011 354068 -579916 -578274 -8871 -581583
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580191200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759195221868,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            318495.9130417263,
            373289.3099720393,
            -54793.3969303129,
            -81280.2883765025,
            796685.8129937956,
            -877966.1013702988
        ],
        [
            318.495913,
            373.28931,
            -54.793397,
            -81.280288,
            796.685813,
            -877.966101
        ],
        [
            0.196845,
            0.23071,
            -0.033865,
            -0.103506,
            0.135663,
            0
        ],
        [
            22.746977,
            22.746977,
            22.746977,
            22.746977,
            22.746977,
            22.746977
        ],
        [
            -173167,
            -135914,
            -258628,
            -601295,
            -294076,
            -958406
        ],
        [
            1.238537,
            1.616701,
            0.924931,
            0.968309,
            1.970355,
            0.496513
        ],
        [
            291,
            145,
            146,
            291,
            145,
            146
        ],
        [
            136,
            69,
            67,
            136,
            69,
            67
        ],
        [
            155,
            76,
            79,
            155,
            76,
            79
        ],
        [
            46.735395,
            47.586207,
            45.890411,
            46.735395,
            47.586207,
            45.890411
        ],
        [
            1.411568,
            1.780714,
            1.09059,
            1.103588,
            2.170246,
            0.585441
        ],
        [
            104390,
            104390,
            54205,
            155145,
            155145,
            117065
        ],
        [
            -88285,
            -52179,
            -88285,
            -212211,
            -70718,
            -212211
        ],
        [
            65,
            71,
            58,
            65,
            71,
            58
        ],
        [
            75,
            75,
            75,
            75,
            75,
            75
        ],
        [
            56,
            68,
            44,
            56,
            68,
            44
        ],
        [
            18982,
            10436,
            8546,
            18982,
            10436,
            8546
        ],
        [
            487.139142,
            0,
            501.889142,
            487.139142,
            0,
            501.889142
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            293011,
            354068,
            -579916,
            -578274,
            -8871,
            -581583
        ]
    ]
}
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": 1580191200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759195221868,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 204,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)