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

Trade: WAVES/USDT/720/WMA/MIDPOINT/9464

Strategy
WAVES/USDT/720/WMA/MIDPOINT/9464
Pair
WAVES_USDT
Interval
12h
Score
523687
Daily Profit
0.375127
Profit Factor
2.154256
Profitability
55.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 05:57
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 741814.4987 669220.6848 72593.814 356772.6691 301192.1602 55580.5089
Total P&L (%) 741.8145 669.2207 72.5938 356.7727 301.1922 55.5805
Avg Daily Profit (%) 0.3751 0.3384 0.0367 0.0768 0.0703 0.0224
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118246 -97518 -68148 -1215165 -942235 -582915
Profit Factor 2.1543 2.9061 1.249 1.1026 1.1515 1.0373
Total Trades 100 50 50 100 50 50
Winning Trades 55 28 27 55 28 27
Losing Trades 45 22 23 45 22 23
Profitability (%) 55 56 54 55 56 54
Ratio Avg Win / Avg Loss 1.7626 2.2833 1.0639 0.9021 0.9047 0.8836
Largest Winning Trade 546083 546083 35321 486530 486530 171581
Largest Losing Trade -57859 -57859 -41153 -621028 -621028 -441634
Avg Bars in Trades 37 52 21 37 52 21
Avg Bars in Winners 42 57 26 42 57 26
Avg Bars in Losers 30 46 15 30 46 15
Bars Traded 3711 2634 1078 3711 2634 1078
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 523687 -164508 -323346 -198822 -333943 -524401

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": 1553860800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758855445006,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "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": [
        [
            741814.4987032826,
            669220.6847515438,
            72593.8139517386,
            356772.6691103303,
            301192.1601840064,
            55580.5089263238
        ],
        [
            741.814499,
            669.220685,
            72.593814,
            356.772669,
            301.19216,
            55.580509
        ],
        [
            0.375127,
            0.338418,
            0.03671,
            0.076844,
            0.070279,
            0.022354
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118246,
            -97518,
            -68148,
            -1215165,
            -942235,
            -582915
        ],
        [
            2.154256,
            2.90606,
            1.24897,
            1.10255,
            1.151481,
            1.037285
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            1.762573,
            2.283333,
            1.063938,
            0.902087,
            0.904735,
            0.883613
        ],
        [
            546083,
            546083,
            35321,
            486530,
            486530,
            171581
        ],
        [
            -57859,
            -57859,
            -41153,
            -621028,
            -621028,
            -441634
        ],
        [
            37,
            52,
            21,
            37,
            52,
            21
        ],
        [
            42,
            57,
            26,
            42,
            57,
            26
        ],
        [
            30,
            46,
            15,
            30,
            46,
            15
        ],
        [
            3711,
            2634,
            1078,
            3711,
            2634,
            1078
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523687,
            -164508,
            -323346,
            -198822,
            -333943,
            -524401
        ]
    ]
}
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": 1553860800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758855445006,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 85,
            "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)