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Trade: WAVES/USDT/360/PWMA/SWMA/5120

Strategy
WAVES/USDT/360/PWMA/SWMA/5120
Pair
WAVES_USDT
Interval
6h
Score
569252
Daily Profit
0.198415
Profit Factor
3.459631
Profitability
62.500000
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 483263.5902 392217.3795 91046.2107 612807.777 -33064.1191 645871.896
Total P&L (%) 483.2636 392.2174 91.0462 612.8078 -33.0641 645.8719
Avg Daily Profit (%) 0.2445 0.1984 0.0461 0.0994 -0.0203 0.1017
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105100 -41531 -185823 -930609 -506325 -597385
Profit Factor 2.0588 3.4596 1.3066 1.3019 0.9704 1.7067
Total Trades 63 32 31 63 32 31
Winning Trades 35 20 15 35 20 15
Losing Trades 28 12 16 28 12 16
Profitability (%) 55.5556 62.5 48.3871 55.5556 62.5 48.3871
Ratio Avg Win / Avg Loss 1.6471 2.0758 1.3937 1.0415 0.5822 1.8205
Largest Winning Trade 115951 115951 72706 358951 257471 358951
Largest Losing Trade -65930 -41531 -65930 -506325 -506325 -481789
Avg Bars in Trades 120 109 131 120 109 131
Avg Bars in Winners 169 139 209 169 139 209
Avg Bars in Losers 59 60 58 59 60 58
Bars Traded 7590 3516 4073 7590 3516 4073
Profit Streak 0 0 650.4284 0 0 650.4284
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138364 569252 -130979 -210032 -579190 -53260

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": 1553018400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795410910,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 79,
            "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": [
        [
            483263.5901675622,
            392217.3794757728,
            91046.2106917894,
            612807.7769822807,
            -33064.1190515143,
            645871.8960337951
        ],
        [
            483.26359,
            392.217379,
            91.046211,
            612.807777,
            -33.064119,
            645.871896
        ],
        [
            0.244474,
            0.198415,
            0.046059,
            0.099406,
            -0.020306,
            0.101703
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105100,
            -41531,
            -185823,
            -930609,
            -506325,
            -597385
        ],
        [
            2.058837,
            3.459631,
            1.306606,
            1.301894,
            0.970373,
            1.706746
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            28,
            12,
            16,
            28,
            12,
            16
        ],
        [
            55.555556,
            62.5,
            48.387097,
            55.555556,
            62.5,
            48.387097
        ],
        [
            1.647069,
            2.075779,
            1.393714,
            1.041515,
            0.582224,
            1.820529
        ],
        [
            115951,
            115951,
            72706,
            358951,
            257471,
            358951
        ],
        [
            -65930,
            -41531,
            -65930,
            -506325,
            -506325,
            -481789
        ],
        [
            120,
            109,
            131,
            120,
            109,
            131
        ],
        [
            169,
            139,
            209,
            169,
            139,
            209
        ],
        [
            59,
            60,
            58,
            59,
            60,
            58
        ],
        [
            7590,
            3516,
            4073,
            7590,
            3516,
            4073
        ],
        [
            0,
            0,
            650.428367,
            0,
            0,
            650.428367
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138364,
            569252,
            -130979,
            -210032,
            -579190,
            -53260
        ]
    ]
}
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": 1553018400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758795410910,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 79,
            "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)