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Trade: WAVES/USDT/240/WMA/WMA/7143

Strategy
WAVES/USDT/240/WMA/WMA/7143
Pair
WAVES_USDT
Interval
4h
Score
329443
Daily Profit
0.310263
Profit Factor
1.916523
Profitability
40.404040
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-04 06:16
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 613080.1882 513359.0765 99721.1117 944542.3806 594245.361 350297.0196
Total P&L (%) 613.0802 513.3591 99.7211 944.5424 594.2454 350.297
Avg Daily Profit (%) 0.3103 0.2598 0.0505 0.1188 0.0981 0.0762
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148362 -133936 -91224 -3412081 -2711382 -1057030
Profit Factor 1.9165 2.5089 1.3034 1.1229 1.1424 1.0997
Total Trades 99 50 49 99 50 49
Winning Trades 40 19 21 40 19 21
Losing Trades 59 31 28 59 31 28
Profitability (%) 40.404 38 42.8571 40.404 38 42.8571
Ratio Avg Win / Avg Loss 2.8269 4.0934 1.7379 1.6563 1.8639 1.4663
Largest Winning Trade 189965 189965 64561 1524347 1281903 1524347
Largest Losing Trade -49993 -49993 -46501 -1942456 -1942456 -678395
Avg Bars in Trades 116 108 124 116 108 124
Avg Bars in Winners 200 195 205 200 195 205
Avg Bars in Losers 59 56 64 59 56 64
Bars Traded 11561 5449 6112 11561 5449 6112
Profit Streak 0 0 551.6365 0 0 551.6365
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329443 -171390 -126400 -121682 -309102 -204139
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549468800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759547795217,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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": [
        [
            613080.1882058362,
            513359.0764923842,
            99721.1117134521,
            944542.380605734,
            594245.3609998975,
            350297.0196058365
        ],
        [
            613.080188,
            513.359076,
            99.721112,
            944.542381,
            594.245361,
            350.29702
        ],
        [
            0.310263,
            0.259797,
            0.050466,
            0.118804,
            0.098108,
            0.07618
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148362,
            -133936,
            -91224,
            -3412081,
            -2711382,
            -1057030
        ],
        [
            1.916523,
            2.508864,
            1.303389,
            1.122896,
            1.142377,
            1.099744
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            40.40404,
            38,
            42.857143,
            40.40404,
            38,
            42.857143
        ],
        [
            2.826871,
            4.093409,
            1.737852,
            1.656271,
            1.863878,
            1.466325
        ],
        [
            189965,
            189965,
            64561,
            1524347,
            1281903,
            1524347
        ],
        [
            -49993,
            -49993,
            -46501,
            -1942456,
            -1942456,
            -678395
        ],
        [
            116,
            108,
            124,
            116,
            108,
            124
        ],
        [
            200,
            195,
            205,
            200,
            195,
            205
        ],
        [
            59,
            56,
            64,
            59,
            56,
            64
        ],
        [
            11561,
            5449,
            6112,
            11561,
            5449,
            6112
        ],
        [
            0,
            0,
            551.636519,
            0,
            0,
            551.636519
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329443,
            -171390,
            -126400,
            -121682,
            -309102,
            -204139
        ]
    ]
}
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": 1549468800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759547795217,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "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)