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Trade: WAVES/USDT/240/PWMA/SSF/6202

Strategy
WAVES/USDT/240/PWMA/SSF/6202
Pair
WAVES_USDT
Interval
4h
Score
341428
Daily Profit
0.190687
Profit Factor
1.584431
Profitability
46.808511
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 20:25
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 376798.2926 336175.4199 40622.8728 67292.2177 727452.8166 -660160.5989
Total P&L (%) 376.7983 336.1754 40.6229 67.2922 727.4528 -660.1606
Avg Daily Profit (%) 0.1907 0.1701 0.0206 0.026 0.107 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -234573 -166231 -110288 -2482919 -1599678 -1512998
Profit Factor 1.5844 2.1448 1.1157 1.0116 1.2972 0.8038
Total Trades 94 47 47 94 47 47
Winning Trades 44 21 23 44 21 23
Losing Trades 50 26 24 50 26 24
Profitability (%) 46.8085 44.6809 48.9362 46.8085 44.6809 48.9362
Ratio Avg Win / Avg Loss 1.8005 2.6555 1.1642 1.1495 1.6061 0.8388
Largest Winning Trade 122141 122141 63129 881844 881844 814941
Largest Losing Trade -58432 -42456 -58432 -1512998 -894067 -1512998
Avg Bars in Trades 122 114 130 122 114 130
Avg Bars in Winners 178 168 188 178 168 188
Avg Bars in Losers 72 71 73 72 71 73
Bars Traded 11515 5404 6111 11515 5404 6111
Profit Streak 0 0 664.2259 0 0 664.2259
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341428 340491 -259812 -367044 -50532 -579778
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551369600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759512318170,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            376798.2926389547,
            336175.4198683608,
            40622.8727705939,
            67292.2176995495,
            727452.8166286574,
            -660160.5989291086
        ],
        [
            376.798293,
            336.17542,
            40.622873,
            67.292218,
            727.452817,
            -660.160599
        ],
        [
            0.190687,
            0.170129,
            0.020558,
            0.026044,
            0.107,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -234573,
            -166231,
            -110288,
            -2482919,
            -1599678,
            -1512998
        ],
        [
            1.584431,
            2.144842,
            1.115707,
            1.011577,
            1.297202,
            0.803824
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            50,
            26,
            24,
            50,
            26,
            24
        ],
        [
            46.808511,
            44.680851,
            48.93617,
            46.808511,
            44.680851,
            48.93617
        ],
        [
            1.80049,
            2.655519,
            1.164216,
            1.149519,
            1.60606,
            0.838773
        ],
        [
            122141,
            122141,
            63129,
            881844,
            881844,
            814941
        ],
        [
            -58432,
            -42456,
            -58432,
            -1512998,
            -894067,
            -1512998
        ],
        [
            122,
            114,
            130,
            122,
            114,
            130
        ],
        [
            178,
            168,
            188,
            178,
            168,
            188
        ],
        [
            72,
            71,
            73,
            72,
            71,
            73
        ],
        [
            11515,
            5404,
            6111,
            11515,
            5404,
            6111
        ],
        [
            0,
            0,
            664.225905,
            0,
            0,
            664.225905
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341428,
            340491,
            -259812,
            -367044,
            -50532,
            -579778
        ]
    ]
}
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": 1551369600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759512318170,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 2
        }
    }
}

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)