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Trade: WAVES/USDT/360/WMA/EMA/6604

Strategy
WAVES/USDT/360/WMA/EMA/6604
Pair
WAVES_USDT
Interval
6h
Score
340644
Daily Profit
0.239570
Profit Factor
2.085901
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-03 19:21
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 465360.3407 473569.6105 -8209.2698 -51948.9461 297641.572 -349590.5181
Total P&L (%) 465.3603 473.5696 -8.2093 -51.9489 297.6416 -349.5905
Avg Daily Profit (%) 0.2354 0.2396 -0.0042 -0.0371 0.0699 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164169 -160005 -104226 -779481 -552730 -575255
Profit Factor 1.6259 2.0859 0.9733 0.9716 1.3024 0.5868
Total Trades 64 32 32 64 32 32
Winning Trades 30 14 16 30 14 16
Losing Trades 34 18 16 34 18 16
Profitability (%) 46.875 43.75 50 46.875 43.75 50
Ratio Avg Win / Avg Loss 1.8427 2.6819 0.9733 1.1012 1.6745 0.5868
Largest Winning Trade 227995 227995 55249 431372 431372 170178
Largest Losing Trade -62222 -62222 -57168 -297543 -297543 -270859
Avg Bars in Trades 120 143 97 120 143 97
Avg Bars in Winners 140 151 130 140 151 130
Avg Bars in Losers 102 136 64 102 136 64
Bars Traded 7694 4583 3111 7694 4583 3111
Profit Streak 0 0 652.4315 0 0 652.4315
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133713 340644 -579852 -723826 -100919 -579852
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": 1551225600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759508480815,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 112,
            "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": [
        [
            465360.3407267176,
            473569.6105224584,
            -8209.2697957409,
            -51948.9460666988,
            297641.5719885842,
            -349590.5180552828
        ],
        [
            465.360341,
            473.569611,
            -8.20927,
            -51.948946,
            297.641572,
            -349.590518
        ],
        [
            0.235417,
            0.23957,
            -0.004153,
            -0.037069,
            0.069855,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164169,
            -160005,
            -104226,
            -779481,
            -552730,
            -575255
        ],
        [
            1.625916,
            2.085901,
            0.973293,
            0.971619,
            1.302367,
            0.586787
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            46.875,
            43.75,
            50,
            46.875,
            43.75,
            50
        ],
        [
            1.842705,
            2.681872,
            0.973293,
            1.101168,
            1.674472,
            0.586787
        ],
        [
            227995,
            227995,
            55249,
            431372,
            431372,
            170178
        ],
        [
            -62222,
            -62222,
            -57168,
            -297543,
            -297543,
            -270859
        ],
        [
            120,
            143,
            97,
            120,
            143,
            97
        ],
        [
            140,
            151,
            130,
            140,
            151,
            130
        ],
        [
            102,
            136,
            64,
            102,
            136,
            64
        ],
        [
            7694,
            4583,
            3111,
            7694,
            4583,
            3111
        ],
        [
            0,
            0,
            652.431491,
            0,
            0,
            652.431491
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133713,
            340644,
            -579852,
            -723826,
            -100919,
            -579852
        ]
    ]
}
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": 1551225600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759508480815,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 112,
            "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)