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Trade: WAVES/USDT/240/PWMA/BBU/4222

Strategy
WAVES/USDT/240/PWMA/BBU/4222
Pair
WAVES_USDT
Interval
4h
Score
582867
Daily Profit
0.364365
Profit Factor
2.552877
Profitability
53.846154
Streak
747.635347
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 14:14
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 701985.1789 719985.7132 -18000.5343 -4371.3477 11700.56 -16071.9077
Total P&L (%) 701.9852 719.9857 -18.0005 -4.3713 11.7006 -16.0719
Avg Daily Profit (%) 0.3553 0.3644 -0.0091 -0.0023 0.0056 -0.0089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163668 -180627 -53446 -759551 -769565 -41471
Profit Factor 2.281 2.5529 0.7866 0.9965 1.0099 0.7959
Total Trades 79 39 40 79 39 40
Winning Trades 37 21 16 37 21 16
Losing Trades 42 18 24 42 18 24
Profitability (%) 46.8354 53.8462 40 46.8354 53.8462 40
Ratio Avg Win / Avg Loss 2.5892 2.1882 1.1799 1.1312 0.8656 1.1938
Largest Winning Trade 444641 444641 17149 646997 646997 16216
Largest Losing Trade -88799 -88799 -14766 -699611 -699611 -26056
Avg Bars in Trades 137 272 5 137 272 5
Avg Bars in Winners 116 199 6 116 199 6
Avg Bars in Losers 156 357 5 156 357 5
Bars Traded 10846 10619 228 10846 10619 228
Profit Streak 569.9687 747.6353 569.9687 569.9687 747.6353 569.9687
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -17842 582867 -582110 -610660 -507661 -582110
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549180800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759058093953,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 1.62103
        }
    }
}
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": [
        [
            701985.1788675992,
            719985.7132077529,
            -18000.5343401536,
            -4371.3476867806,
            11700.5599927094,
            -16071.90767949
        ],
        [
            701.985179,
            719.985713,
            -18.000534,
            -4.371348,
            11.70056,
            -16.071908
        ],
        [
            0.355256,
            0.364365,
            -0.00911,
            -0.002262,
            0.0056,
            -0.008866
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163668,
            -180627,
            -53446,
            -759551,
            -769565,
            -41471
        ],
        [
            2.280983,
            2.552877,
            0.786619,
            0.996541,
            1.009875,
            0.795882
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            42,
            18,
            24,
            42,
            18,
            24
        ],
        [
            46.835443,
            53.846154,
            40,
            46.835443,
            53.846154,
            40
        ],
        [
            2.589224,
            2.18818,
            1.179929,
            1.131208,
            0.865607,
            1.193823
        ],
        [
            444641,
            444641,
            17149,
            646997,
            646997,
            16216
        ],
        [
            -88799,
            -88799,
            -14766,
            -699611,
            -699611,
            -26056
        ],
        [
            137,
            272,
            5,
            137,
            272,
            5
        ],
        [
            116,
            199,
            6,
            116,
            199,
            6
        ],
        [
            156,
            357,
            5,
            156,
            357,
            5
        ],
        [
            10846,
            10619,
            228,
            10846,
            10619,
            228
        ],
        [
            569.96868,
            747.635347,
            569.96868,
            569.96868,
            747.635347,
            569.96868
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17842,
            582867,
            -582110,
            -610660,
            -507661,
            -582110
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549180800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759058093953,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 1.62103
        }
    }
}

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)