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Trade: WAVES/USDT/120/PWMA/SWMA/4274

Strategy
WAVES/USDT/120/PWMA/SWMA/4274
Pair
WAVES_USDT
Interval
2h
Score
319463
Daily Profit
0.308766
Profit Factor
1.892033
Profitability
42.307692
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:09
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 446222.7197 499582.8905 -53360.1708 -25424.6289 717356.7172 -742781.3461
Total P&L (%) 446.2227 499.5829 -53.3602 -25.4246 717.3567 -742.7813
Avg Daily Profit (%) 0.2758 0.3088 -0.033 -0.0181 0.1299 0
Buy And Hold Return (%) 21.5407 21.5407 21.5407 21.5407 21.5407 21.5407
Max Trade Drawdown -219938 -194285 -126674 -879318 -426405 -910614
Profit Factor 1.3892 1.892 0.909 0.9932 1.471 0.6611
Total Trades 207 104 103 207 104 103
Winning Trades 91 44 47 91 44 47
Losing Trades 116 60 56 116 60 56
Profitability (%) 43.9614 42.3077 45.6311 43.9614 42.3077 45.6311
Ratio Avg Win / Avg Loss 1.7709 2.58 1.0831 1.266 2.0058 0.7877
Largest Winning Trade 164057 164057 53968 551812 551812 188848
Largest Losing Trade -61222 -44120 -61222 -519262 -163107 -519262
Avg Bars in Trades 91 93 89 91 93 89
Avg Bars in Winners 125 137 114 125 137 114
Avg Bars in Losers 64 61 68 64 61 68
Bars Traded 18918 9706 9212 18918 9706 9212
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 314793 319463 -581090 -580376 -20178 -582756

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580292000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758924560372,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "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": [
        [
            446222.7197237839,
            499582.8905467954,
            -53360.1708230116,
            -25424.6288571706,
            717356.7171955341,
            -742781.3460527043
        ],
        [
            446.22272,
            499.582891,
            -53.360171,
            -25.424629,
            717.356717,
            -742.781346
        ],
        [
            0.275787,
            0.308766,
            -0.032979,
            -0.018129,
            0.12993,
            0
        ],
        [
            21.540721,
            21.540721,
            21.540721,
            21.540721,
            21.540721,
            21.540721
        ],
        [
            -219938,
            -194285,
            -126674,
            -879318,
            -426405,
            -910614
        ],
        [
            1.389218,
            1.892033,
            0.909006,
            0.993156,
            1.470955,
            0.661081
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            91,
            44,
            47,
            91,
            44,
            47
        ],
        [
            116,
            60,
            56,
            116,
            60,
            56
        ],
        [
            43.961353,
            42.307692,
            45.631068,
            43.961353,
            42.307692,
            45.631068
        ],
        [
            1.770871,
            2.580045,
            1.08307,
            1.266001,
            2.005848,
            0.787672
        ],
        [
            164057,
            164057,
            53968,
            551812,
            551812,
            188848
        ],
        [
            -61222,
            -44120,
            -61222,
            -519262,
            -163107,
            -519262
        ],
        [
            91,
            93,
            89,
            91,
            93,
            89
        ],
        [
            125,
            137,
            114,
            125,
            137,
            114
        ],
        [
            64,
            61,
            68,
            64,
            61,
            68
        ],
        [
            18918,
            9706,
            9212,
            18918,
            9706,
            9212
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314793,
            319463,
            -581090,
            -580376,
            -20178,
            -582756
        ]
    ]
}
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": 1580292000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758924560372,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 119,
            "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)