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

Trade: WAVES/USDT/120/PWMA/WMA/4045

Strategy
WAVES/USDT/120/PWMA/WMA/4045
Pair
WAVES_USDT
Interval
2h
Score
308049
Daily Profit
0.323058
Profit Factor
1.507082
Profitability
39.436620
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 15:24
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 522707.7188 519205.5103 3502.2085 263630.192 749743.9832 -486113.7912
Total P&L (%) 522.7077 519.2055 3.5022 263.6302 749.744 -486.1138
Avg Daily Profit (%) 0.3231 0.3209 0.0022 0.0798 0.1323 0
Buy And Hold Return (%) 24.2064 24.2064 24.2064 24.2064 24.2064 24.2064
Max Trade Drawdown -155965 -176447 -101369 -2793653 -2040011 -1611657
Profit Factor 1.5071 1.9116 1.0076 1.0266 1.1414 0.8943
Total Trades 213 107 106 213 107 106
Winning Trades 84 37 47 84 37 47
Losing Trades 129 70 59 129 70 59
Profitability (%) 39.4366 34.5794 44.3396 39.4366 34.5794 44.3396
Ratio Avg Win / Avg Loss 2.3144 3.6166 1.2649 1.5766 2.1594 1.1226
Largest Winning Trade 137531 137531 55682 1091941 1091941 854604
Largest Losing Trade -39809 -39809 -32968 -535389 -502244 -535389
Avg Bars in Trades 88 90 87 88 90 87
Avg Bars in Winners 136 159 117 136 159 117
Avg Bars in Losers 58 53 63 58 53 63
Bars Traded 18954 9665 9289 18954 9665 9289
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 308049 231641 -570346 -279500 -86106 -581584
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580097600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760012697782,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 129,
            "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": [
        [
            522707.7188276157,
            519205.5102905292,
            3502.2085370867,
            263630.1919888224,
            749743.9831682751,
            -486113.7911794531
        ],
        [
            522.707719,
            519.20551,
            3.502209,
            263.630192,
            749.743983,
            -486.113791
        ],
        [
            0.323058,
            0.320893,
            0.002165,
            0.07982,
            0.132335,
            0
        ],
        [
            24.206395,
            24.206395,
            24.206395,
            24.206395,
            24.206395,
            24.206395
        ],
        [
            -155965,
            -176447,
            -101369,
            -2793653,
            -2040011,
            -1611657
        ],
        [
            1.507082,
            1.91163,
            1.007592,
            1.026626,
            1.141381,
            0.894282
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            84,
            37,
            47,
            84,
            37,
            47
        ],
        [
            129,
            70,
            59,
            129,
            70,
            59
        ],
        [
            39.43662,
            34.579439,
            44.339623,
            39.43662,
            34.579439,
            44.339623
        ],
        [
            2.314448,
            3.616597,
            1.26485,
            1.576604,
            2.15937,
            1.12261
        ],
        [
            137531,
            137531,
            55682,
            1091941,
            1091941,
            854604
        ],
        [
            -39809,
            -39809,
            -32968,
            -535389,
            -502244,
            -535389
        ],
        [
            88,
            90,
            87,
            88,
            90,
            87
        ],
        [
            136,
            159,
            117,
            136,
            159,
            117
        ],
        [
            58,
            53,
            63,
            58,
            53,
            63
        ],
        [
            18954,
            9665,
            9289,
            18954,
            9665,
            9289
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308049,
            231641,
            -570346,
            -279500,
            -86106,
            -581584
        ]
    ]
}
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": 1580097600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760012697782,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 129,
            "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)