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Trade: WAVES/USDT/480/MIDPOINT/WMA/5403

Strategy
WAVES/USDT/480/MIDPOINT/WMA/5403
Pair
WAVES_USDT
Interval
8h
Score
547617
Daily Profit
0.238210
Profit Factor
2.923829
Profitability
63.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-11 10:45
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 585154.9839 470940.9315 114214.0524 1925643.6602 690895.2377 1234748.4225
Total P&L (%) 585.155 470.9409 114.2141 1925.6437 690.8952 1234.7484
Avg Daily Profit (%) 0.296 0.2382 0.0578 0.1523 0.1047 0.1312
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112225 -64277 -108146 -1053333 -1536245 -995234
Profit Factor 2.4025 2.9238 1.6624 1.3987 1.2126 1.7818
Total Trades 59 30 29 59 30 29
Winning Trades 37 19 18 37 19 18
Losing Trades 22 11 11 22 11 11
Profitability (%) 62.7119 63.3333 62.069 62.7119 63.3333 62.069
Ratio Avg Win / Avg Loss 1.4285 1.6927 1.0159 0.8317 0.702 1.0889
Largest Winning Trade 122287 122287 71733 1002471 808061 1002471
Largest Losing Trade -47804 -47804 -43552 -774370 -774370 -769360
Avg Bars in Trades 93 67 120 93 67 120
Avg Bars in Winners 107 67 150 107 67 150
Avg Bars in Losers 69 68 70 69 68 70
Bars Traded 5513 2025 3488 5513 2025 3488
Profit Streak 0 0 583.6564 0 0 583.6564
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165527 547617 -111647 -171201 -53283 -13148
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553212800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760168717205,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "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": [
        [
            585154.9838568226,
            470940.9315036437,
            114214.052353179,
            1925643.6601624042,
            690895.2376696552,
            1234748.422492749
        ],
        [
            585.154984,
            470.940932,
            114.214052,
            1925.64366,
            690.895238,
            1234.748422
        ],
        [
            0.295981,
            0.23821,
            0.057771,
            0.152289,
            0.104657,
            0.13116
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112225,
            -64277,
            -108146,
            -1053333,
            -1536245,
            -995234
        ],
        [
            2.402522,
            2.923829,
            1.662407,
            1.398735,
            1.212578,
            1.781829
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            22,
            11,
            11,
            22,
            11,
            11
        ],
        [
            62.711864,
            63.333333,
            62.068966,
            62.711864,
            63.333333,
            62.068966
        ],
        [
            1.428526,
            1.692743,
            1.015915,
            0.83168,
            0.702019,
            1.088896
        ],
        [
            122287,
            122287,
            71733,
            1002471,
            808061,
            1002471
        ],
        [
            -47804,
            -47804,
            -43552,
            -774370,
            -774370,
            -769360
        ],
        [
            93,
            67,
            120,
            93,
            67,
            120
        ],
        [
            107,
            67,
            150,
            107,
            67,
            150
        ],
        [
            69,
            68,
            70,
            69,
            68,
            70
        ],
        [
            5513,
            2025,
            3488,
            5513,
            2025,
            3488
        ],
        [
            0,
            0,
            583.656449,
            0,
            0,
            583.656449
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165527,
            547617,
            -111647,
            -171201,
            -53283,
            -13148
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553212800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760168717205,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 69,
            "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)