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Trade: WAVES/USDT/240/PWMA/SINWMA/3763

Strategy
WAVES/USDT/240/PWMA/SINWMA/3763
Pair
WAVES_USDT
Interval
4h
Score
345391
Daily Profit
0.255889
Profit Factor
1.404034
Profitability
43.213296
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 15:58
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 505636.3156 424869.8502 80766.4655 379990.2525 1266690.971 -886700.7185
Total P&L (%) 505.6363 424.8699 80.7665 379.9903 1266.691 -886.7007
Avg Daily Profit (%) 0.2559 0.215 0.0409 0.0794 0.1324 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -178283 -169059 -190493 -2186303 -1192477 -1795072
Profit Factor 1.404 1.6127 1.1447 1.0535 1.365 0.7561
Total Trades 361 181 180 361 181 180
Winning Trades 156 75 81 156 75 81
Losing Trades 205 106 99 205 106 99
Profitability (%) 43.2133 41.4365 45 43.2133 41.4365 45
Ratio Avg Win / Avg Loss 1.845 2.2793 1.3991 1.3844 1.9291 0.9242
Largest Winning Trade 111403 111403 54696 771565 636808 771565
Largest Losing Trade -56134 -31598 -56134 -378383 -247952 -378383
Avg Bars in Trades 32 32 32 32 32 32
Avg Bars in Winners 44 45 43 44 45 43
Avg Bars in Losers 23 22 23 23 22 23
Bars Traded 11672 5832 5840 11672 5832 5840
Profit Streak 0 0 489.0407 0 0 489.0407
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345391 283114 -200597 -249385 -17168 -581750

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548792000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805117848,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 47,
            "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": [
        [
            505636.3156397418,
            424869.8501893183,
            80766.4654504233,
            379990.2525352285,
            1266690.9709866976,
            -886700.7184514679
        ],
        [
            505.636316,
            424.86985,
            80.766465,
            379.990253,
            1266.690971,
            -886.700718
        ],
        [
            0.255889,
            0.215015,
            0.040874,
            0.079414,
            0.132425,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -178283,
            -169059,
            -190493,
            -2186303,
            -1192477,
            -1795072
        ],
        [
            1.404034,
            1.612694,
            1.144737,
            1.053468,
            1.364954,
            0.756134
        ],
        [
            361,
            181,
            180,
            361,
            181,
            180
        ],
        [
            156,
            75,
            81,
            156,
            75,
            81
        ],
        [
            205,
            106,
            99,
            205,
            106,
            99
        ],
        [
            43.213296,
            41.436464,
            45,
            43.213296,
            41.436464,
            45
        ],
        [
            1.845045,
            2.279274,
            1.399123,
            1.384365,
            1.929135,
            0.924163
        ],
        [
            111403,
            111403,
            54696,
            771565,
            636808,
            771565
        ],
        [
            -56134,
            -31598,
            -56134,
            -378383,
            -247952,
            -378383
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            23,
            22,
            23,
            23,
            22,
            23
        ],
        [
            11672,
            5832,
            5840,
            11672,
            5832,
            5840
        ],
        [
            0,
            0,
            489.040716,
            0,
            0,
            489.040716
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345391,
            283114,
            -200597,
            -249385,
            -17168,
            -581750
        ]
    ]
}
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": 1548792000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805117848,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 47,
            "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)