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Trade: WAVES/USDT/60/FWMA/MIDPOINT/7236

Strategy
WAVES/USDT/60/FWMA/MIDPOINT/7236
Pair
WAVES_USDT
Interval
1h
Score
345286
Daily Profit
0.293512
Profit Factor
1.266974
Profitability
44.282744
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-26 21:50
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 169380.1717 86193.0893 83187.0824 155417.2422 71677.7423 83739.4999
Total P&L (%) 169.3802 86.1931 83.1871 155.4172 71.6777 83.7395
Avg Daily Profit (%) 0.2935 0.1494 0.1442 0.1626 0.0937 0.1055
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106235 -75963 -51385 -311699 -226948 -126395
Profit Factor 1.267 1.2603 1.2742 1.1298 1.1117 1.1507
Total Trades 481 241 240 481 241 240
Winning Trades 213 98 115 213 98 115
Losing Trades 268 143 125 268 143 125
Profitability (%) 44.2827 40.6639 47.9167 44.2827 40.6639 47.9167
Ratio Avg Win / Avg Loss 1.5941 1.839 1.385 1.4215 1.6222 1.2508
Largest Winning Trade 42457 42457 35516 92566 92566 52677
Largest Losing Trade -29637 -29359 -29637 -125853 -125853 -89743
Avg Bars in Trades 28 30 26 28 30 26
Avg Bars in Winners 30 34 26 30 34 26
Avg Bars in Losers 26 27 25 26 27 25
Bars Traded 13583 7288 6295 13583 7288 6295
Profit Streak 0 0 488.7853 0 0 488.7853
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345286 143236 17629 -70263 -167727 -105770

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669474800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758912648033,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 40,
            "offset": 168
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "offset": 75
        }
    }
}
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": [
        [
            169380.1717066564,
            86193.0893080505,
            83187.0823986058,
            155417.2422337285,
            71677.7423332008,
            83739.4999005276
        ],
        [
            169.380172,
            86.193089,
            83.187082,
            155.417242,
            71.677742,
            83.7395
        ],
        [
            0.293512,
            0.149361,
            0.144152,
            0.162627,
            0.093696,
            0.105474
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106235,
            -75963,
            -51385,
            -311699,
            -226948,
            -126395
        ],
        [
            1.266974,
            1.260322,
            1.274234,
            1.129804,
            1.111711,
            1.150695
        ],
        [
            481,
            241,
            240,
            481,
            241,
            240
        ],
        [
            213,
            98,
            115,
            213,
            98,
            115
        ],
        [
            268,
            143,
            125,
            268,
            143,
            125
        ],
        [
            44.282744,
            40.6639,
            47.916667,
            44.282744,
            40.6639,
            47.916667
        ],
        [
            1.594127,
            1.839042,
            1.385037,
            1.421537,
            1.622191,
            1.250755
        ],
        [
            42457,
            42457,
            35516,
            92566,
            92566,
            52677
        ],
        [
            -29637,
            -29359,
            -29637,
            -125853,
            -125853,
            -89743
        ],
        [
            28,
            30,
            26,
            28,
            30,
            26
        ],
        [
            30,
            34,
            26,
            30,
            34,
            26
        ],
        [
            26,
            27,
            25,
            26,
            27,
            25
        ],
        [
            13583,
            7288,
            6295,
            13583,
            7288,
            6295
        ],
        [
            0,
            0,
            488.785278,
            0,
            0,
            488.785278
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345286,
            143236,
            17629,
            -70263,
            -167727,
            -105770
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669474800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758912648033,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 40,
            "offset": 168
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 115,
            "offset": 75
        }
    }
}

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)