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Trade: WAVES/USDT/360/SINWMA/BBM/8791

Strategy
WAVES/USDT/360/SINWMA/BBM/8791
Pair
WAVES_USDT
Interval
6h
Score
304936
Daily Profit
0.196915
Profit Factor
2.186319
Profitability
41.463415
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-09 05:25
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 389454.0997 389251.3592 202.7405 2647.0091 1032925.6559 -1030278.6468
Total P&L (%) 389.4541 389.2514 0.2027 2.647 1032.9257 -1030.2786
Avg Daily Profit (%) 0.197 0.1969 0.0001 0.0013 0.1229 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -247812 -171722 -133816 -1558572 -961031 -1477402
Profit Factor 1.5471 2.1863 1.0005 1.0006 1.5617 0.5929
Total Trades 81 41 40 81 41 40
Winning Trades 33 17 16 33 17 16
Losing Trades 48 24 24 48 24 24
Profitability (%) 40.7407 41.4634 40 40.7407 41.4634 40
Ratio Avg Win / Avg Loss 2.2503 3.0866 1.5008 1.4554 2.2048 0.8893
Largest Winning Trade 171494 171494 59348 946312 946312 393605
Largest Losing Trade -52736 -52736 -52736 -829838 -596157 -829838
Avg Bars in Trades 95 87 102 95 87 102
Avg Bars in Winners 159 134 185 159 134 185
Avg Bars in Losers 51 54 47 51 54 47
Bars Traded 7711 3600 4111 7711 3600 4111
Profit Streak 0 0 672.6013 0 0 672.6013
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9577 304936 -580185 -596560 -29049 -583681
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": 1549908000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759976749351,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 57,
            "offset": 0,
            "std": 4.27777
        }
    }
}
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": [
        [
            389454.0996831901,
            389251.3591844641,
            202.740498726,
            2647.0091426372,
            1032925.6559334092,
            -1030278.6467907721
        ],
        [
            389.4541,
            389.251359,
            0.20274,
            2.647009,
            1032.925656,
            -1030.278647
        ],
        [
            0.197017,
            0.196915,
            0.000103,
            0.001322,
            0.122872,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -247812,
            -171722,
            -133816,
            -1558572,
            -961031,
            -1477402
        ],
        [
            1.547105,
            2.186319,
            1.000528,
            1.000606,
            1.561749,
            0.592891
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            40.740741,
            41.463415,
            40,
            40.740741,
            41.463415,
            40
        ],
        [
            2.250334,
            3.086568,
            1.500793,
            1.455427,
            2.204822,
            0.889336
        ],
        [
            171494,
            171494,
            59348,
            946312,
            946312,
            393605
        ],
        [
            -52736,
            -52736,
            -52736,
            -829838,
            -596157,
            -829838
        ],
        [
            95,
            87,
            102,
            95,
            87,
            102
        ],
        [
            159,
            134,
            185,
            159,
            134,
            185
        ],
        [
            51,
            54,
            47,
            51,
            54,
            47
        ],
        [
            7711,
            3600,
            4111,
            7711,
            3600,
            4111
        ],
        [
            0,
            0,
            672.601266,
            0,
            0,
            672.601266
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9577,
            304936,
            -580185,
            -596560,
            -29049,
            -583681
        ]
    ]
}
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": 1549908000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759976749351,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 57,
            "offset": 0,
            "std": 4.27777
        }
    }
}

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)