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Trade: WAVES/USDT/120/WMA/SINWMA/2554

Strategy
WAVES/USDT/120/WMA/SINWMA/2554
Pair
WAVES_USDT
Interval
2h
Score
363952
Daily Profit
0.210854
Profit Factor
1.544442
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 05:54
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 198392.5621 341162.2474 -142769.6853 -99252.0333 420952.2874 -520204.3208
Total P&L (%) 198.3926 341.1622 -142.7697 -99.252 420.9523 -520.2043
Avg Daily Profit (%) 0.1226 0.2109 -0.0882 -0.3021 0.1021 0
Buy And Hold Return (%) 21.4995 21.4995 21.4995 21.4995 21.4995 21.4995
Max Trade Drawdown -230177 -237447 -214544 -417355 -104471 -541410
Profit Factor 1.1565 1.5444 0.7774 0.9297 1.8439 0.4304
Total Trades 195 98 97 195 98 97
Winning Trades 98 49 49 98 49 49
Losing Trades 97 49 48 97 49 48
Profitability (%) 50.2564 50 50.5155 50.2564 50 50.5155
Ratio Avg Win / Avg Loss 1.1447 1.5444 0.7615 0.9202 1.8439 0.4216
Largest Winning Trade 154564 154564 57352 155969 155969 61061
Largest Losing Trade -97380 -53472 -97380 -232012 -103327 -232012
Avg Bars in Trades 97 94 99 97 94 99
Avg Bars in Winners 92 93 90 92 93 90
Avg Bars in Losers 102 95 109 102 95 109
Bars Traded 18991 9303 9688 18991 9303 9688
Profit Streak 0 0 494.6211 0 0 494.6211
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76669 363952 -580422 -579723 -53520 -580422
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580248800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758941660334,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "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": [
        [
            198392.5620513143,
            341162.2473562849,
            -142769.6853049708,
            -99252.0333146522,
            420952.2874390077,
            -520204.3207536598
        ],
        [
            198.392562,
            341.162247,
            -142.769685,
            -99.252033,
            420.952287,
            -520.204321
        ],
        [
            0.122616,
            0.210854,
            -0.088238,
            -0.302112,
            0.10206,
            0
        ],
        [
            21.499548,
            21.499548,
            21.499548,
            21.499548,
            21.499548,
            21.499548
        ],
        [
            -230177,
            -237447,
            -214544,
            -417355,
            -104471,
            -541410
        ],
        [
            1.156474,
            1.544442,
            0.777362,
            0.929709,
            1.843948,
            0.430363
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            50.25641,
            50,
            50.515464,
            50.25641,
            50,
            50.515464
        ],
        [
            1.144674,
            1.544442,
            0.761498,
            0.920222,
            1.843948,
            0.42158
        ],
        [
            154564,
            154564,
            57352,
            155969,
            155969,
            61061
        ],
        [
            -97380,
            -53472,
            -97380,
            -232012,
            -103327,
            -232012
        ],
        [
            97,
            94,
            99,
            97,
            94,
            99
        ],
        [
            92,
            93,
            90,
            92,
            93,
            90
        ],
        [
            102,
            95,
            109,
            102,
            95,
            109
        ],
        [
            18991,
            9303,
            9688,
            18991,
            9303,
            9688
        ],
        [
            0,
            0,
            494.621069,
            0,
            0,
            494.621069
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76669,
            363952,
            -580422,
            -579723,
            -53520,
            -580422
        ]
    ]
}
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": 1580248800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758941660334,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "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)