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Trade: WAVES/USDT/120/T3/PWMA/4184

Strategy
WAVES/USDT/120/T3/PWMA/4184
Pair
WAVES_USDT
Interval
2h
Score
325360
Daily Profit
0.205928
Profit Factor
1.338846
Profitability
51.552795
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 20:41
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 333191.6378 415695.4875 -82503.8497 -84835.875 782648.2224 -867484.0974
Total P&L (%) 333.1916 415.6955 -82.5039 -84.8359 782.6482 -867.4841
Avg Daily Profit (%) 0.2059 0.2569 -0.051 -0.1165 0.1347 0
Buy And Hold Return (%) 22.1617 22.1617 22.1617 22.1617 22.1617 22.1617
Max Trade Drawdown -256732 -249094 -153153 -1502850 -912247 -1413186
Profit Factor 1.3388 1.8806 0.8386 0.9767 1.5473 0.6084
Total Trades 161 81 80 161 81 80
Winning Trades 83 44 39 83 44 39
Losing Trades 78 37 41 78 37 41
Profitability (%) 51.5528 54.321 48.75 51.5528 54.321 48.75
Ratio Avg Win / Avg Loss 1.2582 1.5814 0.8816 0.9179 1.3011 0.6396
Largest Winning Trade 222315 222315 49547 686010 686010 287453
Largest Losing Trade -72759 -51182 -72759 -640395 -426075 -640395
Avg Bars in Trades 118 132 104 118 132 104
Avg Bars in Winners 136 130 144 136 130 144
Avg Bars in Losers 98 133 66 98 133 66
Bars Traded 19049 10694 8355 19049 10694 8355
Profit Streak 0 0 510.5705 0 0 510.5705
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325360 10060 -600138 -579733 -22611 -600138

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580378400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758908489348,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 230,
            "offset": 0,
            "a": 0.77161
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "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": [
        [
            333191.6378497694,
            415695.4875381444,
            -82503.8496883742,
            -84835.8749781778,
            782648.2224173512,
            -867484.0973955288
        ],
        [
            333.191638,
            415.695488,
            -82.50385,
            -84.835875,
            782.648222,
            -867.484097
        ],
        [
            0.205928,
            0.256919,
            -0.050991,
            -0.11651,
            0.134686,
            0
        ],
        [
            22.161671,
            22.161671,
            22.161671,
            22.161671,
            22.161671,
            22.161671
        ],
        [
            -256732,
            -249094,
            -153153,
            -1502850,
            -912247,
            -1413186
        ],
        [
            1.338846,
            1.880638,
            0.838631,
            0.976726,
            1.547264,
            0.608361
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            78,
            37,
            41,
            78,
            37,
            41
        ],
        [
            51.552795,
            54.320988,
            48.75,
            51.552795,
            54.320988,
            48.75
        ],
        [
            1.258192,
            1.581446,
            0.881638,
            0.917887,
            1.301109,
            0.639559
        ],
        [
            222315,
            222315,
            49547,
            686010,
            686010,
            287453
        ],
        [
            -72759,
            -51182,
            -72759,
            -640395,
            -426075,
            -640395
        ],
        [
            118,
            132,
            104,
            118,
            132,
            104
        ],
        [
            136,
            130,
            144,
            136,
            130,
            144
        ],
        [
            98,
            133,
            66,
            98,
            133,
            66
        ],
        [
            19049,
            10694,
            8355,
            19049,
            10694,
            8355
        ],
        [
            0,
            0,
            510.570478,
            0,
            0,
            510.570479
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325360,
            10060,
            -600138,
            -579733,
            -22611,
            -600138
        ]
    ]
}
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": 1580378400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758908489348,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 230,
            "offset": 0,
            "a": 0.77161
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "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)