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Trade: WAVES/USDT/360/MIDPRICE/WMA/2078

Strategy
WAVES/USDT/360/MIDPRICE/WMA/2078
Pair
WAVES_USDT
Interval
6h
Score
413264
Daily Profit
0.468076
Profit Factor
2.090160
Profitability
40.476190
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 13:16
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 925268.7539 714369.3333 210899.4206 7744082.4852 5195641.3303 2548441.1549
Total P&L (%) 925.2688 714.3693 210.8994 7744.0825 5195.6413 2548.4412
Avg Daily Profit (%) 0.4681 0.3614 0.1067 0.2209 0.201 0.1659
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96046 -87663 -129789 -4746174 -3312225 -3551588
Profit Factor 2.0902 2.8085 1.4648 1.3292 1.4673 1.2054
Total Trades 168 84 84 168 84 84
Winning Trades 68 33 35 68 33 35
Losing Trades 100 51 49 100 51 49
Profitability (%) 40.4762 39.2857 41.6667 40.4762 39.2857 41.6667
Ratio Avg Win / Avg Loss 3.0738 4.3404 2.0507 1.9547 2.2677 1.6876
Largest Winning Trade 269405 269405 73974 3064054 3064054 1616846
Largest Losing Trade -55626 -33840 -55626 -2780557 -1117991 -2780557
Avg Bars in Trades 46 35 57 46 35 57
Avg Bars in Winners 80 64 95 80 64 95
Avg Bars in Losers 22 16 29 22 16 29
Bars Traded 7774 2977 4796 7774 2977 4796
Profit Streak 0 0 648.4284 0 0 648.4284
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413264 370138 -50588 243594 207644 220521

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795409591,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 12,
            "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": [
        [
            925268.7539398235,
            714369.3333468387,
            210899.4205929848,
            7744082.485215247,
            5195641.330287467,
            2548441.154927782
        ],
        [
            925.268754,
            714.369333,
            210.899421,
            7744.082485,
            5195.64133,
            2548.441155
        ],
        [
            0.468076,
            0.361386,
            0.10669,
            0.220926,
            0.20101,
            0.165892
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96046,
            -87663,
            -129789,
            -4746174,
            -3312225,
            -3551588
        ],
        [
            2.09016,
            2.808521,
            1.464798,
            1.329227,
            1.46733,
            1.205448
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            40.47619,
            39.285714,
            41.666667,
            40.47619,
            39.285714,
            41.666667
        ],
        [
            3.073764,
            4.340441,
            2.050717,
            1.954745,
            2.267692,
            1.687627
        ],
        [
            269405,
            269405,
            73974,
            3064054,
            3064054,
            1616846
        ],
        [
            -55626,
            -33840,
            -55626,
            -2780557,
            -1117991,
            -2780557
        ],
        [
            46,
            35,
            57,
            46,
            35,
            57
        ],
        [
            80,
            64,
            95,
            80,
            64,
            95
        ],
        [
            22,
            16,
            29,
            22,
            16,
            29
        ],
        [
            7774,
            2977,
            4796,
            7774,
            2977,
            4796
        ],
        [
            0,
            0,
            648.428352,
            0,
            0,
            648.428352
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413264,
            370138,
            -50588,
            243594,
            207644,
            220521
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549454400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795409591,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 12,
            "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)