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Trade: WAVES/USDT/60/MIDPOINT/WMA/2614

Strategy
WAVES/USDT/60/MIDPOINT/WMA/2614
Pair
WAVES_USDT
Interval
1h
Score
326755
Daily Profit
0.267921
Profit Factor
1.468744
Profitability
61.417323
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-30 16:40
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 154611.6292 84209.1108 70402.5184 171261.7826 107685.8742 63575.9085
Total P&L (%) 154.6116 84.2091 70.4025 171.2618 107.6859 63.5759
Avg Daily Profit (%) 0.2679 0.1459 0.122 0.1731 0.1267 0.0853
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66066 -74401 -35199 -315848 -304458 -132614
Profit Factor 1.4687 1.4264 1.5319 1.191 1.1941 1.186
Total Trades 127 64 63 127 64 63
Winning Trades 78 38 40 78 38 40
Losing Trades 49 26 23 49 26 23
Profitability (%) 61.4173 59.375 63.4921 61.4173 59.375 63.4921
Ratio Avg Win / Avg Loss 0.9227 0.976 0.8809 0.7482 0.817 0.6819
Largest Winning Trade 29691 29691 23595 123604 123604 59071
Largest Losing Trade -24915 -24915 -17320 -115933 -115933 -53552
Avg Bars in Trades 104 82 127 104 82 127
Avg Bars in Winners 88 71 105 88 71 105
Avg Bars in Losers 130 98 165 130 98 165
Bars Traded 13315 5269 8046 13315 5269 8046
Profit Streak 0 0 501.5698 0 0 501.5698
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326755 -137407 -175045 -3296 -170910 -241847
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": 1669568400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759239630721,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "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": [
        [
            154611.6292200228,
            84209.1108414673,
            70402.5183785555,
            171261.7826295325,
            107685.874175475,
            63575.9084540574
        ],
        [
            154.611629,
            84.209111,
            70.402518,
            171.261783,
            107.685874,
            63.575908
        ],
        [
            0.267921,
            0.145923,
            0.121998,
            0.173074,
            0.126728,
            0.085312
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66066,
            -74401,
            -35199,
            -315848,
            -304458,
            -132614
        ],
        [
            1.468744,
            1.426402,
            1.531924,
            1.190982,
            1.194068,
            1.185972
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            78,
            38,
            40,
            78,
            38,
            40
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            61.417323,
            59.375,
            63.492063,
            61.417323,
            59.375,
            63.492063
        ],
        [
            0.922673,
            0.975959,
            0.880856,
            0.748181,
            0.816994,
            0.681934
        ],
        [
            29691,
            29691,
            23595,
            123604,
            123604,
            59071
        ],
        [
            -24915,
            -24915,
            -17320,
            -115933,
            -115933,
            -53552
        ],
        [
            104,
            82,
            127,
            104,
            82,
            127
        ],
        [
            88,
            71,
            105,
            88,
            71,
            105
        ],
        [
            130,
            98,
            165,
            130,
            98,
            165
        ],
        [
            13315,
            5269,
            8046,
            13315,
            5269,
            8046
        ],
        [
            0,
            0,
            501.5698,
            0,
            0,
            501.5698
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326755,
            -137407,
            -175045,
            -3296,
            -170910,
            -241847
        ]
    ]
}
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": 1669568400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759239630721,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 167,
            "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)