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Trade: WAVES/USDT/360/WMA/RMA/2478

Strategy
WAVES/USDT/360/WMA/RMA/2478
Pair
WAVES_USDT
Interval
6h
Score
328161
Daily Profit
0.273548
Profit Factor
2.169549
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-29 19:28
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 535607.4668 540736.1675 -5128.7007 -35622.1312 285714.6141 -321336.7453
Total P&L (%) 535.6075 540.7362 -5.1287 -35.6221 285.7146 -321.3367
Avg Daily Profit (%) 0.271 0.2735 -0.0026 -0.0223 0.0683 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168300 -133113 -126199 -776847 -614400 -611099
Profit Factor 1.6819 2.1695 0.9841 0.9831 1.2487 0.6666
Total Trades 63 32 31 63 32 31
Winning Trades 28 13 15 28 13 15
Losing Trades 35 19 16 35 19 16
Profitability (%) 44.4444 40.625 48.3871 44.4444 40.625 48.3871
Ratio Avg Win / Avg Loss 2.1024 3.1709 1.0497 1.2289 1.8251 0.7111
Largest Winning Trade 270034 270034 72277 441557 441557 154844
Largest Losing Trade -54641 -54641 -53778 -260822 -219156 -260822
Avg Bars in Trades 121 143 98 121 143 98
Avg Bars in Winners 147 154 141 147 154 141
Avg Bars in Losers 100 135 58 100 135 58
Bars Traded 7635 4581 3054 7635 4581 3054
Profit Streak 0 0 647.1864 0 0 647.1864
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -141607 328161 -578820 -732549 -104517 -580487
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": 1551528000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759163306060,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 61,
            "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": [
        [
            535607.4668299151,
            540736.167499354,
            -5128.7006694391,
            -35622.1312246391,
            285714.6140558848,
            -321336.7452805234
        ],
        [
            535.607467,
            540.736167,
            -5.128701,
            -35.622131,
            285.714614,
            -321.336745
        ],
        [
            0.270954,
            0.273548,
            -0.002595,
            -0.022277,
            0.068314,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168300,
            -133113,
            -126199,
            -776847,
            -614400,
            -611099
        ],
        [
            1.681948,
            2.169549,
            0.984125,
            0.983138,
            1.248744,
            0.666646
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            44.444444,
            40.625,
            48.387097,
            44.444444,
            40.625,
            48.387097
        ],
        [
            2.102434,
            3.170879,
            1.049733,
            1.228923,
            1.825088,
            0.71109
        ],
        [
            270034,
            270034,
            72277,
            441557,
            441557,
            154844
        ],
        [
            -54641,
            -54641,
            -53778,
            -260822,
            -219156,
            -260822
        ],
        [
            121,
            143,
            98,
            121,
            143,
            98
        ],
        [
            147,
            154,
            141,
            147,
            154,
            141
        ],
        [
            100,
            135,
            58,
            100,
            135,
            58
        ],
        [
            7635,
            4581,
            3054,
            7635,
            4581,
            3054
        ],
        [
            0,
            0,
            647.186413,
            0,
            0,
            647.186413
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -141607,
            328161,
            -578820,
            -732549,
            -104517,
            -580487
        ]
    ]
}
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": 1551528000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759163306060,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 174,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 61,
            "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)