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Trade: WAVES/USDT/240/PWMA/HILO/5010

Strategy
WAVES/USDT/240/PWMA/HILO/5010
Pair
WAVES_USDT
Interval
4h
Score
418502
Daily Profit
0.266926
Profit Factor
1.594775
Profitability
47.852761
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 08:57
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 527445.072 461847.7255 65597.3465 246721.3937 442322.5028 -195601.1091
Total P&L (%) 527.4451 461.8477 65.5973 246.7214 442.3225 -195.6011
Avg Daily Profit (%) 0.2669 0.2337 0.0332 0.0629 0.0856 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152901 -130856 -145100 -1333700 -1032925 -899869
Profit Factor 1.5948 2.1392 1.1363 1.0566 1.2104 0.9133
Total Trades 163 82 81 163 82 81
Winning Trades 78 36 42 78 36 42
Losing Trades 85 46 39 85 46 39
Profitability (%) 47.8528 43.9024 51.8519 47.8528 43.9024 51.8519
Ratio Avg Win / Avg Loss 1.7379 2.7335 1.0551 1.1514 1.5466 0.848
Largest Winning Trade 144611 144611 66924 601696 531520 601696
Largest Losing Trade -67207 -50099 -67207 -751883 -751883 -545202
Avg Bars in Trades 70 64 77 70 64 77
Avg Bars in Winners 103 94 111 103 94 111
Avg Bars in Losers 40 40 41 40 40 41
Bars Traded 11554 5266 6288 11554 5266 6288
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 418502 185359 -231190 -267113 -84857 -592496

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550275200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758866263248,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            527445.0719855839,
            461847.7255108219,
            65597.3464747616,
            246721.3936568562,
            442322.5027814241,
            -195601.1091245677
        ],
        [
            527.445072,
            461.847726,
            65.597346,
            246.721394,
            442.322503,
            -195.601109
        ],
        [
            0.266926,
            0.233729,
            0.033197,
            0.062942,
            0.085598,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152901,
            -130856,
            -145100,
            -1333700,
            -1032925,
            -899869
        ],
        [
            1.594775,
            2.139231,
            1.136265,
            1.056617,
            1.210366,
            0.913263
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            78,
            36,
            42,
            78,
            36,
            42
        ],
        [
            85,
            46,
            39,
            85,
            46,
            39
        ],
        [
            47.852761,
            43.902439,
            51.851852,
            47.852761,
            43.902439,
            51.851852
        ],
        [
            1.737896,
            2.733462,
            1.055103,
            1.151441,
            1.546578,
            0.84803
        ],
        [
            144611,
            144611,
            66924,
            601696,
            531520,
            601696
        ],
        [
            -67207,
            -50099,
            -67207,
            -751883,
            -751883,
            -545202
        ],
        [
            70,
            64,
            77,
            70,
            64,
            77
        ],
        [
            103,
            94,
            111,
            103,
            94,
            111
        ],
        [
            40,
            40,
            41,
            40,
            40,
            41
        ],
        [
            11554,
            5266,
            6288,
            11554,
            5266,
            6288
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            418502,
            185359,
            -231190,
            -267113,
            -84857,
            -592496
        ]
    ]
}
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": 1550275200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758866263248,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)