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Trade: WAVES/USDT/240/T3/PWMA/7218

Strategy
WAVES/USDT/240/T3/PWMA/7218
Pair
WAVES_USDT
Interval
4h
Score
476346
Daily Profit
0.349080
Profit Factor
1.750226
Profitability
52.808989
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 04:03
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 689781.4749 719167.738 -29386.2631 -249636.7853 189595.6253 -439232.4106
Total P&L (%) 689.7815 719.1677 -29.3863 -249.6368 189.5956 -439.2324
Avg Daily Profit (%) 0.3491 0.364 -0.0149 0 0.0538 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -226366 -122732 -315942 -596465 -212404 -648512
Profit Factor 1.7502 2.5642 0.9361 0.8237 1.3023 0.4429
Total Trades 89 45 44 89 45 44
Winning Trades 47 20 27 42 29 13
Losing Trades 42 25 17 47 16 31
Profitability (%) 52.809 44.4444 61.3636 47.191 64.4444 29.5455
Ratio Avg Win / Avg Loss 1.564 3.2052 0.5894 0.9217 0.7185 1.0562
Largest Winning Trade 485555 485555 76130 144310 144310 103973
Largest Losing Trade -155772 -54091 -155772 -197662 -197662 -160041
Avg Bars in Trades 130 148 111 130 148 111
Avg Bars in Winners 150 168 137 127 128 126
Avg Bars in Losers 108 133 72 133 186 105
Bars Traded 11629 6704 4925 11629 6704 4925
Profit Streak 0 0 642.3774 506.8774 553.044 0
Trades During Streak 0 0 3 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476346 440404 -577914 -581048 -120085 -588834
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": 1759280605244,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 173,
            "offset": 0,
            "a": 0.96385
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 100,
            "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": [
        [
            689781.4748752669,
            719167.7379648301,
            -29386.2630895632,
            -249636.7853455584,
            189595.6252882158,
            -439232.4106337742
        ],
        [
            689.781475,
            719.167738,
            -29.386263,
            -249.636785,
            189.595625,
            -439.232411
        ],
        [
            0.34908,
            0.363951,
            -0.014872,
            0,
            0.053826,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -226366,
            -122732,
            -315942,
            -596465,
            -212404,
            -648512
        ],
        [
            1.750226,
            2.564151,
            0.936068,
            0.823665,
            1.302268,
            0.442917
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            47,
            20,
            27,
            42,
            29,
            13
        ],
        [
            42,
            25,
            17,
            47,
            16,
            31
        ],
        [
            52.808989,
            44.444444,
            61.363636,
            47.191011,
            64.444444,
            29.545455
        ],
        [
            1.564032,
            3.205189,
            0.589376,
            0.92172,
            0.718493,
            1.056187
        ],
        [
            485555,
            485555,
            76130,
            144310,
            144310,
            103973
        ],
        [
            -155772,
            -54091,
            -155772,
            -197662,
            -197662,
            -160041
        ],
        [
            130,
            148,
            111,
            130,
            148,
            111
        ],
        [
            150,
            168,
            137,
            127,
            128,
            126
        ],
        [
            108,
            133,
            72,
            133,
            186,
            105
        ],
        [
            11629,
            6704,
            4925,
            11629,
            6704,
            4925
        ],
        [
            0,
            0,
            642.377375,
            506.877375,
            553.044042,
            0
        ],
        [
            0,
            0,
            3,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476346,
            440404,
            -577914,
            -581048,
            -120085,
            -588834
        ]
    ]
}
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": 1759280605244,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 173,
            "offset": 0,
            "a": 0.96385
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 100,
            "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)