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

Trade: WAVES/USDT/720/PWMA/HILO/1697

Strategy
WAVES/USDT/720/PWMA/HILO/1697
Pair
WAVES_USDT
Interval
12h
Score
583285
Daily Profit
0.213918
Profit Factor
4.296992
Profitability
59.375000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 08:22
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 549540.2659 423022.3107 126517.9552 1765665.4257 775119.1667 990546.259
Total P&L (%) 549.5403 423.0223 126.518 1765.6654 775.1192 990.5463
Avg Daily Profit (%) 0.2779 0.2139 0.064 0.1481 0.1098 0.1209
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66844 -34722 -109096 -1020740 -992382 -726589
Profit Factor 2.3192 4.297 1.4389 1.4294 1.4122 1.4439
Total Trades 63 32 31 63 32 31
Winning Trades 35 19 16 35 19 16
Losing Trades 28 13 15 28 13 15
Profitability (%) 55.5556 59.375 51.6129 55.5556 59.375 51.6129
Ratio Avg Win / Avg Loss 1.8554 2.94 1.349 1.1435 0.9662 1.3536
Largest Winning Trade 132800 132800 76873 669754 669754 549200
Largest Losing Trade -54326 -34722 -54326 -992382 -992382 -715554
Avg Bars in Trades 60 50 70 60 50 70
Avg Bars in Winners 83 68 100 83 68 100
Avg Bars in Losers 31 23 38 31 23 38
Bars Traded 3794 1603 2191 3794 1603 2191
Profit Streak 0 0 713.7242 0 0 713.7242
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -137159 583285 -105442 -144349 -45765 -29107
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552953600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759987373750,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            549540.2658609623,
            423022.3107039949,
            126517.9551569674,
            1765665.4257059367,
            775119.1666586027,
            990546.2590473338
        ],
        [
            549.540266,
            423.022311,
            126.517955,
            1765.665426,
            775.119167,
            990.546259
        ],
        [
            0.277896,
            0.213918,
            0.063979,
            0.148084,
            0.109754,
            0.120895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66844,
            -34722,
            -109096,
            -1020740,
            -992382,
            -726589
        ],
        [
            2.319235,
            4.296992,
            1.438911,
            1.429389,
            1.412191,
            1.443882
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            55.555556,
            59.375,
            51.612903,
            55.555556,
            59.375,
            51.612903
        ],
        [
            1.855388,
            2.940047,
            1.348979,
            1.143512,
            0.966236,
            1.353639
        ],
        [
            132800,
            132800,
            76873,
            669754,
            669754,
            549200
        ],
        [
            -54326,
            -34722,
            -54326,
            -992382,
            -992382,
            -715554
        ],
        [
            60,
            50,
            70,
            60,
            50,
            70
        ],
        [
            83,
            68,
            100,
            83,
            68,
            100
        ],
        [
            31,
            23,
            38,
            31,
            23,
            38
        ],
        [
            3794,
            1603,
            2191,
            3794,
            1603,
            2191
        ],
        [
            0,
            0,
            713.724233,
            0,
            0,
            713.724233
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -137159,
            583285,
            -105442,
            -144349,
            -45765,
            -29107
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552953600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759987373750,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)