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Trade: WAVES/USDT/120/PWMA/EMA/5741

Strategy
WAVES/USDT/120/PWMA/EMA/5741
Pair
WAVES_USDT
Interval
2h
Score
425431
Daily Profit
0.442163
Profit Factor
1.749200
Profitability
42.922374
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 22:53
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 715420.2311 626830.6682 88589.5629 2124772.9483 2010653.5171 114119.4313
Total P&L (%) 715.4202 626.8307 88.5896 2124.7729 2010.6535 114.1194
Avg Daily Profit (%) 0.4422 0.3874 0.0548 0.1919 0.1887 0.0471
Buy And Hold Return (%) 25.9953 25.9953 25.9953 25.9953 25.9953 25.9953
Max Trade Drawdown -127253 -132258 -91159 -2895198 -2752357 -2447770
Profit Factor 1.7492 2.2128 1.2022 1.1194 1.2175 1.0133
Total Trades 219 110 109 219 110 109
Winning Trades 94 42 52 94 42 52
Losing Trades 125 68 57 125 68 57
Profitability (%) 42.9224 38.1818 47.7064 42.9224 38.1818 47.7064
Ratio Avg Win / Avg Loss 2.3261 3.5826 1.3178 1.4886 1.9712 1.1108
Largest Winning Trade 142198 142198 62113 1684244 1684244 1152878
Largest Losing Trade -32643 -29252 -32643 -853376 -645327 -853376
Avg Bars in Trades 86 88 84 86 88 84
Avg Bars in Winners 133 151 119 133 151 119
Avg Bars in Losers 50 49 52 50 49 52
Bars Traded 18921 9706 9215 18921 9706 9215
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 425431 323746 -124220 -82803 135874 -338926
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580025600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759694009049,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 67,
            "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": [
        [
            715420.2310982962,
            626830.6682073586,
            88589.5628909376,
            2124772.948345765,
            2010653.517053375,
            114119.4312923898
        ],
        [
            715.420231,
            626.830668,
            88.589563,
            2124.772948,
            2010.653517,
            114.119431
        ],
        [
            0.442163,
            0.387411,
            0.054753,
            0.191917,
            0.188656,
            0.047067
        ],
        [
            25.995316,
            25.995316,
            25.995316,
            25.995316,
            25.995316,
            25.995316
        ],
        [
            -127253,
            -132258,
            -91159,
            -2895198,
            -2752357,
            -2447770
        ],
        [
            1.7492,
            2.212785,
            1.202232,
            1.119419,
            1.217527,
            1.013348
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            94,
            42,
            52,
            94,
            42,
            52
        ],
        [
            125,
            68,
            57,
            125,
            68,
            57
        ],
        [
            42.922374,
            38.181818,
            47.706422,
            42.922374,
            38.181818,
            47.706422
        ],
        [
            2.326064,
            3.582604,
            1.317831,
            1.488589,
            1.971234,
            1.110786
        ],
        [
            142198,
            142198,
            62113,
            1684244,
            1684244,
            1152878
        ],
        [
            -32643,
            -29252,
            -32643,
            -853376,
            -645327,
            -853376
        ],
        [
            86,
            88,
            84,
            86,
            88,
            84
        ],
        [
            133,
            151,
            119,
            133,
            151,
            119
        ],
        [
            50,
            49,
            52,
            50,
            49,
            52
        ],
        [
            18921,
            9706,
            9215,
            18921,
            9706,
            9215
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425431,
            323746,
            -124220,
            -82803,
            135874,
            -338926
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580025600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759694009049,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 67,
            "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)