← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/480/MIDPRICE/PWMA/5456

Strategy
WAVES/USDT/480/MIDPRICE/PWMA/5456
Pair
WAVES_USDT
Interval
8h
Score
305846
Daily Profit
0.372746
Profit Factor
1.771385
Profitability
35.323383
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-08 21:29
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 736918.2195 570385.0418 166533.1777 2539862.6571 871976.3987 1667886.2584
Total P&L (%) 736.9182 570.385 166.5332 2539.8627 871.9764 1667.8863
Avg Daily Profit (%) 0.3727 0.2885 0.0842 0.1657 0.1151 0.1454
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145718 -77079 -164163 -1405165 -918152 -984224
Profit Factor 1.7714 2.1968 1.3479 1.3921 1.2656 1.5221
Total Trades 201 101 100 201 101 100
Winning Trades 71 29 42 71 29 42
Losing Trades 130 72 58 130 72 58
Profitability (%) 35.3234 28.7129 42 35.3234 28.7129 42
Ratio Avg Win / Avg Loss 3.2434 5.4541 1.8613 2.549 3.1423 2.102
Largest Winning Trade 168153 168153 74090 739076 739076 628926
Largest Losing Trade -49909 -36628 -49909 -739715 -290045 -739715
Avg Bars in Trades 28 22 35 28 22 35
Avg Bars in Winners 58 50 64 58 50 64
Avg Bars in Losers 12 10 14 12 10 14
Bars Traded 5814 2252 3561 5814 2252 3561
Profit Streak 0 0 659.4374 0 0 659.4374
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305846 -483 -81072 184507 -51399 70423
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948194033,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 5,
            "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": [
        [
            736918.2195417351,
            570385.0418099571,
            166533.177731778,
            2539862.6571374773,
            871976.3986971884,
            1667886.2584402892
        ],
        [
            736.91822,
            570.385042,
            166.533178,
            2539.862657,
            871.976399,
            1667.886258
        ],
        [
            0.372746,
            0.28851,
            0.084235,
            0.165707,
            0.115097,
            0.145395
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145718,
            -77079,
            -164163,
            -1405165,
            -918152,
            -984224
        ],
        [
            1.771385,
            2.196783,
            1.347872,
            1.392145,
            1.265647,
            1.522131
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            71,
            29,
            42,
            71,
            29,
            42
        ],
        [
            130,
            72,
            58,
            130,
            72,
            58
        ],
        [
            35.323383,
            28.712871,
            42,
            35.323383,
            28.712871,
            42
        ],
        [
            3.243382,
            5.454081,
            1.861348,
            2.548998,
            3.142297,
            2.10199
        ],
        [
            168153,
            168153,
            74090,
            739076,
            739076,
            628926
        ],
        [
            -49909,
            -36628,
            -49909,
            -739715,
            -290045,
            -739715
        ],
        [
            28,
            22,
            35,
            28,
            22,
            35
        ],
        [
            58,
            50,
            64,
            58,
            50,
            64
        ],
        [
            12,
            10,
            14,
            12,
            10,
            14
        ],
        [
            5814,
            2252,
            3561,
            5814,
            2252,
            3561
        ],
        [
            0,
            0,
            659.437431,
            0,
            0,
            659.437431
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305846,
            -483,
            -81072,
            184507,
            -51399,
            70423
        ]
    ]
}
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": 1549497600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948194033,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 5,
            "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)