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Trade: WAVES/USDT/480/WMA/FWMA/6063

Strategy
WAVES/USDT/480/WMA/FWMA/6063
Pair
WAVES_USDT
Interval
8h
Score
303664
Daily Profit
0.433584
Profit Factor
2.104745
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 10:33
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 857195.2164 694538.9835 162656.2329 4676766.1763 2389519.0578 2287247.1185
Total P&L (%) 857.1952 694.539 162.6562 4676.7662 2389.5191 2287.2471
Avg Daily Profit (%) 0.4336 0.3513 0.0823 0.1958 0.1627 0.1606
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119718 -64349 -136087 -2223566 -1528461 -1562143
Profit Factor 2.1047 2.6791 1.449 1.4568 1.43 1.4886
Total Trades 168 84 84 168 84 84
Winning Trades 56 20 36 56 20 36
Losing Trades 112 64 48 112 64 48
Profitability (%) 33.3333 23.8095 42.8571 33.3333 23.8095 42.8571
Ratio Avg Win / Avg Loss 4.2095 8.5733 1.9319 2.9136 4.576 1.9848
Largest Winning Trade 227185 227185 77896 1713927 1713927 1251657
Largest Losing Trade -27451 -22474 -27451 -829208 -486678 -829208
Avg Bars in Trades 34 31 37 34 31 37
Avg Bars in Winners 77 88 71 77 88 71
Avg Bars in Losers 13 13 12 13 13 12
Bars Traded 5789 2656 3133 5789 2656 3133
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303664 -20949 -84109 163916 -25682 249893
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549958400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304013129,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "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": [
        [
            857195.2163786747,
            694538.9834819563,
            162656.2328967181,
            4676766.176282613,
            2389519.057820347,
            2287247.1184622636
        ],
        [
            857.195216,
            694.538983,
            162.656233,
            4676.766176,
            2389.519058,
            2287.247118
        ],
        [
            0.433584,
            0.35131,
            0.082274,
            0.195758,
            0.162736,
            0.160611
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119718,
            -64349,
            -136087,
            -2223566,
            -1528461,
            -1562143
        ],
        [
            2.104745,
            2.679148,
            1.44896,
            1.456802,
            1.430015,
            1.488599
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            56,
            20,
            36,
            56,
            20,
            36
        ],
        [
            112,
            64,
            48,
            112,
            64,
            48
        ],
        [
            33.333333,
            23.809524,
            42.857143,
            33.333333,
            23.809524,
            42.857143
        ],
        [
            4.20949,
            8.573274,
            1.931947,
            2.913604,
            4.576047,
            1.984799
        ],
        [
            227185,
            227185,
            77896,
            1713927,
            1713927,
            1251657
        ],
        [
            -27451,
            -22474,
            -27451,
            -829208,
            -486678,
            -829208
        ],
        [
            34,
            31,
            37,
            34,
            31,
            37
        ],
        [
            77,
            88,
            71,
            77,
            88,
            71
        ],
        [
            13,
            13,
            12,
            13,
            13,
            12
        ],
        [
            5789,
            2656,
            3133,
            5789,
            2656,
            3133
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303664,
            -20949,
            -84109,
            163916,
            -25682,
            249893
        ]
    ]
}
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": 1549958400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304013129,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 26,
            "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)