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Trade: WAVES/USDT/120/RMA/SMA/4459

Strategy
WAVES/USDT/120/RMA/SMA/4459
Pair
WAVES_USDT
Interval
2h
Score
411585
Daily Profit
0.311002
Profit Factor
4.181945
Profitability
37.931034
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 04:30
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 574548.0606 503200.8337 71347.227 2044910.6374 872180.9648 1172729.6726
Total P&L (%) 574.5481 503.2008 71.3472 2044.9106 872.181 1172.7297
Avg Daily Profit (%) 0.3551 0.311 0.0441 0.1897 0.1407 0.1573
Buy And Hold Return (%) 25.0436 25.0436 25.0436 25.0436 25.0436 25.0436
Max Trade Drawdown -92831 -64021 -80131 -2702868 -1649140 -1555465
Profit Factor 2.5394 4.1819 1.3317 1.3031 1.292 1.312
Total Trades 57 29 28 57 29 28
Winning Trades 21 11 10 21 11 10
Losing Trades 36 18 18 36 18 18
Profitability (%) 36.8421 37.931 35.7143 36.8421 37.931 35.7143
Ratio Avg Win / Avg Loss 4.3532 6.8432 2.3971 2.2339 2.1142 2.3616
Largest Winning Trade 143632 143632 67839 1320861 1063722 1320861
Largest Losing Trade -34189 -21828 -34189 -1222574 -540495 -1222574
Avg Bars in Trades 331 302 362 331 302 362
Avg Bars in Winners 663 609 722 663 609 722
Avg Bars in Losers 137 113 161 137 113 161
Bars Traded 18898 8759 10139 18898 8759 10139
Profit Streak 0 0 590.7292 0 0 590.7292
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -170690 411585 -161895 -175731 -8437 -17086
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759109406248,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "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": [
        [
            574548.0606450565,
            503200.8336516559,
            71347.2269934005,
            2044910.6374355205,
            872180.9647877009,
            1172729.67264782
        ],
        [
            574.548061,
            503.200834,
            71.347227,
            2044.910637,
            872.180965,
            1172.729673
        ],
        [
            0.355098,
            0.311002,
            0.044096,
            0.189653,
            0.140666,
            0.157339
        ],
        [
            25.043579,
            25.043579,
            25.043579,
            25.043579,
            25.043579,
            25.043579
        ],
        [
            -92831,
            -64021,
            -80131,
            -2702868,
            -1649140,
            -1555465
        ],
        [
            2.539354,
            4.181945,
            1.331698,
            1.303128,
            1.291983,
            1.311983
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            21,
            11,
            10,
            21,
            11,
            10
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            36.842105,
            37.931034,
            35.714286,
            36.842105,
            37.931034,
            35.714286
        ],
        [
            4.353178,
            6.843183,
            2.397056,
            2.233933,
            2.114155,
            2.36157
        ],
        [
            143632,
            143632,
            67839,
            1320861,
            1063722,
            1320861
        ],
        [
            -34189,
            -21828,
            -34189,
            -1222574,
            -540495,
            -1222574
        ],
        [
            331,
            302,
            362,
            331,
            302,
            362
        ],
        [
            663,
            609,
            722,
            663,
            609,
            722
        ],
        [
            137,
            113,
            161,
            137,
            113,
            161
        ],
        [
            18898,
            8759,
            10139,
            18898,
            8759,
            10139
        ],
        [
            0,
            0,
            590.729239,
            0,
            0,
            590.729239
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170690,
            411585,
            -161895,
            -175731,
            -8437,
            -17086
        ]
    ]
}
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": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759109406248,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 63,
            "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)