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Trade: WAVES/USDT/240/PWMA/BBU/4815

Strategy
WAVES/USDT/240/PWMA/BBU/4815
Pair
WAVES_USDT
Interval
4h
Score
321830
Daily Profit
0.212485
Profit Factor
1.515817
Profitability
45.833333
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 12:30
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 419870.7038 382892.7777 36977.9261 15141.1886 119845.0485 -104703.8598
Total P&L (%) 419.8707 382.8928 36.9779 15.1412 119.845 -104.7039
Avg Daily Profit (%) 0.2125 0.1938 0.0187 0.0071 0.0399 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -342848 -205538 -140446 -3483129 -1842942 -1643119
Profit Factor 1.5158 1.7541 1.1207 1.0027 1.0399 0.9585
Total Trades 120 60 60 120 60 60
Winning Trades 55 25 30 55 25 30
Losing Trades 65 35 30 65 35 30
Profitability (%) 45.8333 41.6667 50 45.8333 41.6667 50
Ratio Avg Win / Avg Loss 1.7914 2.4557 1.1207 1.1851 1.4558 0.9585
Largest Winning Trade 160723 160723 67560 1422108 1078763 1422108
Largest Losing Trade -47712 -47712 -46195 -1243718 -906130 -1243718
Avg Bars in Trades 95 137 54 95 137 54
Avg Bars in Winners 125 207 56 125 207 56
Avg Bars in Losers 71 88 51 71 88 51
Bars Traded 11514 8271 3243 11514 8271 3243
Profit Streak 0 0 668.0627 0 0 668.0627
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321830 -161805 -425864 -412238 -488993 -748594
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550937600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759483814037,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 2.22455
        }
    }
}
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": [
        [
            419870.7038344654,
            382892.7776961748,
            36977.9261382906,
            15141.1886294075,
            119845.0484777006,
            -104703.8598482925
        ],
        [
            419.870704,
            382.892778,
            36.977926,
            15.141189,
            119.845048,
            -104.70386
        ],
        [
            0.212485,
            0.193772,
            0.018714,
            0.007135,
            0.039874,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -342848,
            -205538,
            -140446,
            -3483129,
            -1842942,
            -1643119
        ],
        [
            1.515817,
            1.754093,
            1.120749,
            1.002738,
            1.039885,
            0.958543
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            65,
            35,
            30,
            65,
            35,
            30
        ],
        [
            45.833333,
            41.666667,
            50,
            45.833333,
            41.666667,
            50
        ],
        [
            1.79142,
            2.455731,
            1.120749,
            1.185054,
            1.455839,
            0.958543
        ],
        [
            160723,
            160723,
            67560,
            1422108,
            1078763,
            1422108
        ],
        [
            -47712,
            -47712,
            -46195,
            -1243718,
            -906130,
            -1243718
        ],
        [
            95,
            137,
            54,
            95,
            137,
            54
        ],
        [
            125,
            207,
            56,
            125,
            207,
            56
        ],
        [
            71,
            88,
            51,
            71,
            88,
            51
        ],
        [
            11514,
            8271,
            3243,
            11514,
            8271,
            3243
        ],
        [
            0,
            0,
            668.062662,
            0,
            0,
            668.062662
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321830,
            -161805,
            -425864,
            -412238,
            -488993,
            -748594
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550937600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759483814037,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 2.22455
        }
    }
}

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)