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Trade: WAVES/USDT/60/WMA/PWMA/7021

Strategy
WAVES/USDT/60/WMA/PWMA/7021
Pair
WAVES_USDT
Interval
1h
Score
313839
Daily Profit
0.222262
Profit Factor
1.231420
Profitability
51.048951
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-30 04:01
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 128262.7483 87176.1573 41086.591 73190.7544 79537.2187 -6346.4643
Total P&L (%) 128.2627 87.1762 41.0866 73.1908 79.5372 -6.3465
Avg Daily Profit (%) 0.2223 0.1511 0.0712 0.0952 0.1015 -0.0114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66999 -56507 -48298 -147709 -124417 -119847
Profit Factor 1.2314 1.2916 1.1609 1.0713 1.1453 0.9868
Total Trades 286 143 143 286 143 143
Winning Trades 146 72 74 146 72 74
Losing Trades 140 71 69 140 71 69
Profitability (%) 51.049 50.3497 51.7483 51.049 50.3497 51.7483
Ratio Avg Win / Avg Loss 1.1808 1.2737 1.0825 1.0273 1.1294 0.9201
Largest Winning Trade 37520 37520 34647 72740 72740 37740
Largest Losing Trade -21680 -21503 -21680 -52651 -46008 -52651
Avg Bars in Trades 46 44 48 46 44 48
Avg Bars in Winners 48 44 53 48 44 53
Avg Bars in Losers 44 45 43 44 45 43
Bars Traded 13351 6432 6919 13351 6432 6919
Profit Streak 0 0 487.9591 0 0 487.9591
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313839 241748 -143265 -206732 -118735 -580532
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": 1669377600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759194066416,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "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": [
        [
            128262.7483282849,
            87176.1573257391,
            41086.591002546,
            73190.7544262894,
            79537.218712721,
            -6346.4642864316
        ],
        [
            128.262748,
            87.176157,
            41.086591,
            73.190754,
            79.537219,
            -6.346464
        ],
        [
            0.222262,
            0.151064,
            0.071197,
            0.095218,
            0.101461,
            -0.011361
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66999,
            -56507,
            -48298,
            -147709,
            -124417,
            -119847
        ],
        [
            1.23142,
            1.291628,
            1.160926,
            1.071275,
            1.145306,
            0.986765
        ],
        [
            286,
            143,
            143,
            286,
            143,
            143
        ],
        [
            146,
            72,
            74,
            146,
            72,
            74
        ],
        [
            140,
            71,
            69,
            140,
            71,
            69
        ],
        [
            51.048951,
            50.34965,
            51.748252,
            51.048951,
            50.34965,
            51.748252
        ],
        [
            1.180813,
            1.273689,
            1.082485,
            1.02725,
            1.129399,
            0.920091
        ],
        [
            37520,
            37520,
            34647,
            72740,
            72740,
            37740
        ],
        [
            -21680,
            -21503,
            -21680,
            -52651,
            -46008,
            -52651
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            48,
            44,
            53,
            48,
            44,
            53
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            13351,
            6432,
            6919,
            13351,
            6432,
            6919
        ],
        [
            0,
            0,
            487.959102,
            0,
            0,
            487.959102
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313839,
            241748,
            -143265,
            -206732,
            -118735,
            -580532
        ]
    ]
}
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": 1669377600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759194066416,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 45,
            "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)