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Trade: WAVES/USDT/360/PWMA/TEMA/5650

Strategy
WAVES/USDT/360/PWMA/TEMA/5650
Pair
WAVES_USDT
Interval
6h
Score
465346
Daily Profit
0.178482
Profit Factor
2.899779
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-02 10:03
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 398030.812 352813.3314 45217.4807 254352.4486 160757.0826 93595.366
Total P&L (%) 398.0308 352.8133 45.2175 254.3524 160.7571 93.5954
Avg Daily Profit (%) 0.2014 0.1785 0.0229 0.064 0.0485 0.0334
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89682 -56126 -133692 -633237 -381724 -424168
Profit Factor 1.7834 2.8998 1.1403 1.136 1.202 1.0872
Total Trades 60 30 30 60 30 30
Winning Trades 28 15 13 28 15 13
Losing Trades 32 15 17 32 15 17
Profitability (%) 46.6667 50 43.3333 46.6667 50 43.3333
Ratio Avg Win / Avg Loss 2.0382 2.8998 1.4911 1.2983 1.202 1.4217
Largest Winning Trade 110261 110261 69788 293816 220776 293816
Largest Losing Trade -57431 -28338 -57431 -400330 -194428 -400330
Avg Bars in Trades 126 112 140 126 112 140
Avg Bars in Winners 206 168 251 206 168 251
Avg Bars in Losers 56 56 56 56 56 56
Bars Traded 7601 3372 4229 7601 3372 4229
Profit Streak 0 0 709.2941 0 0 709.2941
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -163781 465346 -231984 -353125 -128707 -274572
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": 1552888800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759388606114,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 76,
            "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": [
        [
            398030.8120397053,
            352813.3313820462,
            45217.4806576593,
            254352.4486303369,
            160757.0825809199,
            93595.3660494174
        ],
        [
            398.030812,
            352.813331,
            45.217481,
            254.352449,
            160.757083,
            93.595366
        ],
        [
            0.201356,
            0.178482,
            0.022875,
            0.064021,
            0.048496,
            0.033424
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89682,
            -56126,
            -133692,
            -633237,
            -381724,
            -424168
        ],
        [
            1.783391,
            2.899779,
            1.140264,
            1.136039,
            1.201981,
            1.087163
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            46.666667,
            50,
            43.333333,
            46.666667,
            50,
            43.333333
        ],
        [
            2.038161,
            2.899779,
            1.491114,
            1.29833,
            1.201981,
            1.421675
        ],
        [
            110261,
            110261,
            69788,
            293816,
            220776,
            293816
        ],
        [
            -57431,
            -28338,
            -57431,
            -400330,
            -194428,
            -400330
        ],
        [
            126,
            112,
            140,
            126,
            112,
            140
        ],
        [
            206,
            168,
            251,
            206,
            168,
            251
        ],
        [
            56,
            56,
            56,
            56,
            56,
            56
        ],
        [
            7601,
            3372,
            4229,
            7601,
            3372,
            4229
        ],
        [
            0,
            0,
            709.294052,
            0,
            0,
            709.294052
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -163781,
            465346,
            -231984,
            -353125,
            -128707,
            -274572
        ]
    ]
}
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": 1552888800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759388606114,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 76,
            "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)