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Trade: WAVES/USDT/120/RMA/PWMA/8133

Strategy
WAVES/USDT/120/RMA/PWMA/8133
Pair
WAVES_USDT
Interval
2h
Score
431151
Daily Profit
0.379139
Profit Factor
1.565813
Profitability
45.255474
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 14:24
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 613446.4476 569774.6072 43671.8404 783249.7005 701458.0711 81791.6294
Total P&L (%) 613.4464 569.7746 43.6718 783.2497 701.4581 81.7916
Avg Daily Profit (%) 0.3791 0.3521 0.027 0.1347 0.1287 0.0369
Buy And Hold Return (%) 21.4447 21.4447 21.4447 21.4447 21.4447 21.4447
Max Trade Drawdown -102185 -118863 -155881 -514697 -502214 -426228
Profit Factor 1.5658 2.0241 1.0827 1.1721 1.2931 1.0379
Total Trades 274 137 137 274 137 137
Winning Trades 124 60 64 124 60 64
Losing Trades 150 77 73 150 77 73
Profitability (%) 45.2555 43.7956 46.7153 45.2555 43.7956 46.7153
Ratio Avg Win / Avg Loss 1.8941 2.5976 1.235 1.4178 1.6595 1.1838
Largest Winning Trade 192542 192542 55908 320152 320152 267153
Largest Losing Trade -46245 -31238 -46245 -207628 -207155 -207628
Avg Bars in Trades 69 69 69 69 69 69
Avg Bars in Winners 96 103 90 96 103 90
Avg Bars in Losers 46 42 51 46 42 51
Bars Traded 19022 9480 9542 19022 9480 9542
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 431151 380915 -294442 -44397 -22220 -326243
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579341600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759749843971,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 30,
            "offset": 56
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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": [
        [
            613446.4476075075,
            569774.6072390509,
            43671.8403684565,
            783249.7005145443,
            701458.0711142687,
            81791.6294002749
        ],
        [
            613.446448,
            569.774607,
            43.67184,
            783.249701,
            701.458071,
            81.791629
        ],
        [
            0.379139,
            0.352147,
            0.026991,
            0.134728,
            0.128715,
            0.036947
        ],
        [
            21.444695,
            21.444695,
            21.444695,
            21.444695,
            21.444695,
            21.444695
        ],
        [
            -102185,
            -118863,
            -155881,
            -514697,
            -502214,
            -426228
        ],
        [
            1.565813,
            2.02407,
            1.082743,
            1.172085,
            1.293115,
            1.037894
        ],
        [
            274,
            137,
            137,
            274,
            137,
            137
        ],
        [
            124,
            60,
            64,
            124,
            60,
            64
        ],
        [
            150,
            77,
            73,
            150,
            77,
            73
        ],
        [
            45.255474,
            43.79562,
            46.715328,
            45.255474,
            43.79562,
            46.715328
        ],
        [
            1.894129,
            2.597557,
            1.235003,
            1.417845,
            1.659497,
            1.183848
        ],
        [
            192542,
            192542,
            55908,
            320152,
            320152,
            267153
        ],
        [
            -46245,
            -31238,
            -46245,
            -207628,
            -207155,
            -207628
        ],
        [
            69,
            69,
            69,
            69,
            69,
            69
        ],
        [
            96,
            103,
            90,
            96,
            103,
            90
        ],
        [
            46,
            42,
            51,
            46,
            42,
            51
        ],
        [
            19022,
            9480,
            9542,
            19022,
            9480,
            9542
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431151,
            380915,
            -294442,
            -44397,
            -22220,
            -326243
        ]
    ]
}
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": 1579341600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759749843971,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 30,
            "offset": 56
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 66,
            "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)