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Trade: WAVES/USDT/240/WMA/PWMA/7390

Strategy
WAVES/USDT/240/WMA/PWMA/7390
Pair
WAVES_USDT
Interval
4h
Score
625232
Daily Profit
0.613336
Profit Factor
2.012368
Profitability
51.304348
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-04 05:22
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 1211952.6517 883083.2623 328869.3894 52723438.4931 17396783.2923 35326655.2009
Total P&L (%) 1211.9527 883.0833 328.8694 52723.4385 17396.7833 35326.6552
Avg Daily Profit (%) 0.6133 0.4469 0.1664 0.3178 0.2617 0.2975
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153121 -171713 -68801 -18072461 -21491758 -8680381
Profit Factor 2.0124 2.3441 1.6089 1.4604 1.2491 1.7909
Total Trades 345 173 172 345 173 172
Winning Trades 177 86 91 177 86 91
Losing Trades 168 87 81 168 87 81
Profitability (%) 51.3043 49.711 52.907 51.3043 49.711 52.907
Ratio Avg Win / Avg Loss 1.91 2.3713 1.4321 1.3861 1.2636 1.5941
Largest Winning Trade 341851 341851 51778 15578265 15578265 13576706
Largest Losing Trade -44759 -44759 -40258 -9058200 -9058200 -7306676
Avg Bars in Trades 33 31 36 33 31 36
Avg Bars in Winners 40 39 41 40 39 41
Avg Bars in Losers 26 23 30 26 23 30
Bars Traded 11673 5430 6242 11673 5430 6242
Profit Streak 0 0 504.4325 0 0 504.4325
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 625232 534617 394227 434933 308734 502202
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549368000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759544568991,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 31,
            "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": [
        [
            1211952.6517026157,
            883083.2623247823,
            328869.3893778325,
            52723438.49311567,
            17396783.292255946,
            35326655.20085976
        ],
        [
            1211.952652,
            883.083262,
            328.869389,
            52723.438493,
            17396.783292,
            35326.655201
        ],
        [
            0.613336,
            0.446904,
            0.166432,
            0.317788,
            0.261708,
            0.297509
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153121,
            -171713,
            -68801,
            -18072461,
            -21491758,
            -8680381
        ],
        [
            2.012368,
            2.344083,
            1.608869,
            1.4604,
            1.249064,
            1.790868
        ],
        [
            345,
            173,
            172,
            345,
            173,
            172
        ],
        [
            177,
            86,
            91,
            177,
            86,
            91
        ],
        [
            168,
            87,
            81,
            168,
            87,
            81
        ],
        [
            51.304348,
            49.710983,
            52.906977,
            51.304348,
            49.710983,
            52.906977
        ],
        [
            1.910044,
            2.37134,
            1.432071,
            1.386142,
            1.263589,
            1.594069
        ],
        [
            341851,
            341851,
            51778,
            15578265,
            15578265,
            13576706
        ],
        [
            -44759,
            -44759,
            -40258,
            -9058200,
            -9058200,
            -7306676
        ],
        [
            33,
            31,
            36,
            33,
            31,
            36
        ],
        [
            40,
            39,
            41,
            40,
            39,
            41
        ],
        [
            26,
            23,
            30,
            26,
            23,
            30
        ],
        [
            11673,
            5430,
            6242,
            11673,
            5430,
            6242
        ],
        [
            0,
            0,
            504.432511,
            0,
            0,
            504.432511
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            625232,
            534617,
            394227,
            434933,
            308734,
            502202
        ]
    ]
}
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": 1549368000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759544568991,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 31,
            "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)