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Trade: WAVES/USDT/240/WMA/EMA/1325

Strategy
WAVES/USDT/240/WMA/EMA/1325
Pair
WAVES_USDT
Interval
4h
Score
465153
Daily Profit
0.265145
Profit Factor
2.172213
Profitability
51.219512
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 09:28
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 573465.8921 523926.6074 49539.2848 18068.9807 1096260.6596 -1078191.6788
Total P&L (%) 573.4659 523.9266 49.5393 18.069 1096.2607 -1078.1917
Avg Daily Profit (%) 0.2902 0.2651 0.0251 0.0084 0.1257 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200247 -178515 -162510 -994552 -561009 -1258090
Profit Factor 1.7017 2.1722 1.1338 1.0062 2.0449 0.4268
Total Trades 81 41 40 81 41 40
Winning Trades 44 21 23 44 21 23
Losing Trades 37 20 17 37 20 17
Profitability (%) 54.321 51.2195 57.5 54.321 51.2195 57.5
Ratio Avg Win / Avg Loss 1.431 2.0688 0.838 0.8461 1.9476 0.3155
Largest Winning Trade 238936 238936 57734 503850 503850 228654
Largest Losing Trade -69629 -69629 -69468 -622242 -304194 -622242
Avg Bars in Trades 142 167 117 142 167 117
Avg Bars in Winners 159 173 147 159 173 147
Avg Bars in Losers 122 161 77 122 161 77
Bars Traded 11577 6873 4704 11577 6873 4704
Profit Streak 0 0 652.9367 0 0 652.9367
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -4795 465153 -233809 -420902 -20742 -578820
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550520000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759386530416,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 133,
            "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": [
        [
            573465.8921171247,
            523926.6073643785,
            49539.2847527459,
            18068.980741707,
            1096260.659586,
            -1078191.678844293
        ],
        [
            573.465892,
            523.926607,
            49.539285,
            18.068981,
            1096.26066,
            -1078.191679
        ],
        [
            0.290216,
            0.265145,
            0.02507,
            0.008406,
            0.125675,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200247,
            -178515,
            -162510,
            -994552,
            -561009,
            -1258090
        ],
        [
            1.701741,
            2.172213,
            1.1338,
            1.006167,
            2.044938,
            0.426812
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            54.320988,
            51.219512,
            57.5,
            54.320988,
            51.219512,
            57.5
        ],
        [
            1.43101,
            2.068774,
            0.838026,
            0.846095,
            1.94756,
            0.31547
        ],
        [
            238936,
            238936,
            57734,
            503850,
            503850,
            228654
        ],
        [
            -69629,
            -69629,
            -69468,
            -622242,
            -304194,
            -622242
        ],
        [
            142,
            167,
            117,
            142,
            167,
            117
        ],
        [
            159,
            173,
            147,
            159,
            173,
            147
        ],
        [
            122,
            161,
            77,
            122,
            161,
            77
        ],
        [
            11577,
            6873,
            4704,
            11577,
            6873,
            4704
        ],
        [
            0,
            0,
            652.936695,
            0,
            0,
            652.936695
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -4795,
            465153,
            -233809,
            -420902,
            -20742,
            -578820
        ]
    ]
}
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": 1550520000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759386530416,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 133,
            "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)