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Trade: WAVES/USDT/240/PWMA/HWMA/4909

Strategy
WAVES/USDT/240/PWMA/HWMA/4909
Pair
WAVES_USDT
Interval
4h
Score
512870
Daily Profit
0.420564
Profit Factor
1.671322
Profitability
57.370518
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-04 23:29
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 831035.3005 619475.364 211559.9365 -1705094.7646 -488308.2077 -1216786.5569
Total P&L (%) 831.0353 619.4754 211.5599 -1705.0948 -488.3082 -1216.7866
Avg Daily Profit (%) 0.4206 0.3135 0.1071 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -263011 -73499 -347149 -2244559 -1201982 -1382190
Profit Factor 1.6713 2.3428 1.2724 0.6774 0.7799 0.6033
Total Trades 251 126 125 251 126 125
Winning Trades 144 71 73 111 58 53
Losing Trades 107 55 52 140 68 72
Profitability (%) 57.3705 56.3492 58.4 44.2231 46.0317 42.4
Ratio Avg Win / Avg Loss 1.2419 1.8148 0.9064 0.8544 0.9144 0.8196
Largest Winning Trade 113054 113054 57709 493213 339413 493213
Largest Losing Trade -109910 -23445 -109910 -538178 -259116 -538178
Avg Bars in Trades 46 46 46 46 46 46
Avg Bars in Winners 46 46 46 46 46 46
Avg Bars in Losers 46 46 46 46 46 46
Bars Traded 11598 5822 5776 11598 5822 5776
Profit Streak 0 0 501.8537 486.3537 555.687 0
Trades During Streak 0 0 1 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 512870 506623 -50353 -581126 -581172 -583955
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550692800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759609755326,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02622,
            "nb": 0.1,
            "nc": 0.11784
        }
    }
}
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": [
        [
            831035.3005057146,
            619475.3639587996,
            211559.9365469149,
            -1705094.7645587027,
            -488308.2077051952,
            -1216786.5568535072
        ],
        [
            831.035301,
            619.475364,
            211.559937,
            -1705.094765,
            -488.308208,
            -1216.786557
        ],
        [
            0.420564,
            0.3135,
            0.107065,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -263011,
            -73499,
            -347149,
            -2244559,
            -1201982,
            -1382190
        ],
        [
            1.671322,
            2.342775,
            1.272429,
            0.677435,
            0.779918,
            0.603302
        ],
        [
            251,
            126,
            125,
            251,
            126,
            125
        ],
        [
            144,
            71,
            73,
            111,
            58,
            53
        ],
        [
            107,
            55,
            52,
            140,
            68,
            72
        ],
        [
            57.370518,
            56.349206,
            58.4,
            44.223108,
            46.031746,
            42.4
        ],
        [
            1.241885,
            1.814826,
            0.906388,
            0.854422,
            0.914387,
            0.819581
        ],
        [
            113054,
            113054,
            57709,
            493213,
            339413,
            493213
        ],
        [
            -109910,
            -23445,
            -109910,
            -538178,
            -259116,
            -538178
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            46,
            46,
            46,
            46,
            46,
            46
        ],
        [
            11598,
            5822,
            5776,
            11598,
            5822,
            5776
        ],
        [
            0,
            0,
            501.85365,
            486.35365,
            555.686983,
            0
        ],
        [
            0,
            0,
            1,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            512870,
            506623,
            -50353,
            -581126,
            -581172,
            -583955
        ]
    ]
}
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": 1550692800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759609755326,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.02622,
            "nb": 0.1,
            "nc": 0.11784
        }
    }
}

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)