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Trade: WAVES/USDT/240/SINWMA/EMA/1622

Strategy
WAVES/USDT/240/SINWMA/EMA/1622
Pair
WAVES_USDT
Interval
4h
Score
356983
Daily Profit
0.333417
Profit Factor
1.934236
Profitability
41.747573
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 14:31
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 658831.4983 543755.2592 115076.2391 1313008.3789 309981.1606 1003027.2183
Total P&L (%) 658.8315 543.7553 115.0762 1313.0084 309.9812 1003.0272
Avg Daily Profit (%) 0.3334 0.2752 0.0582 0.1341 0.0714 0.1216
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133419 -122236 -71624 -2707800 -2181985 -692178
Profit Factor 1.9342 2.4181 1.3576 1.1982 1.0811 1.3579
Total Trades 103 52 51 103 52 51
Winning Trades 43 20 23 43 20 23
Losing Trades 60 32 28 60 32 28
Profitability (%) 41.7476 38.4615 45.098 41.7476 38.4615 45.098
Ratio Avg Win / Avg Loss 2.6989 3.869 1.6528 1.6719 1.7297 1.6531
Largest Winning Trade 182200 182200 72810 1363055 1097179 1363055
Largest Losing Trade -41444 -39415 -41444 -1275148 -1275148 -443519
Avg Bars in Trades 112 107 117 112 107 117
Avg Bars in Winners 185 186 184 185 186 184
Avg Bars in Losers 59 57 62 59 57 62
Bars Traded 11559 5571 5988 11559 5571 5988
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 356983 -171255 -295571 -17928 -412333 -210717

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549929600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758886316783,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 103,
            "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": [
        [
            658831.4982870986,
            543755.2591656395,
            115076.2391214593,
            1313008.3789088347,
            309981.1605828993,
            1003027.2183259353
        ],
        [
            658.831498,
            543.755259,
            115.076239,
            1313.008379,
            309.981161,
            1003.027218
        ],
        [
            0.333417,
            0.27518,
            0.058237,
            0.134113,
            0.071429,
            0.121564
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133419,
            -122236,
            -71624,
            -2707800,
            -2181985,
            -692178
        ],
        [
            1.934236,
            2.418106,
            1.357633,
            1.198177,
            1.081084,
            1.357913
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            41.747573,
            38.461538,
            45.098039,
            41.747573,
            38.461538,
            45.098039
        ],
        [
            2.698933,
            3.86897,
            1.652771,
            1.671876,
            1.729734,
            1.653111
        ],
        [
            182200,
            182200,
            72810,
            1363055,
            1097179,
            1363055
        ],
        [
            -41444,
            -39415,
            -41444,
            -1275148,
            -1275148,
            -443519
        ],
        [
            112,
            107,
            117,
            112,
            107,
            117
        ],
        [
            185,
            186,
            184,
            185,
            186,
            184
        ],
        [
            59,
            57,
            62,
            59,
            57,
            62
        ],
        [
            11559,
            5571,
            5988,
            11559,
            5571,
            5988
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356983,
            -171255,
            -295571,
            -17928,
            -412333,
            -210717
        ]
    ]
}
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": 1549929600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758886316783,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 103,
            "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)