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Trade: WAVES/USDT/360/PWMA/DEMA/3949

Strategy
WAVES/USDT/360/PWMA/DEMA/3949
Pair
WAVES_USDT
Interval
6h
Score
511916
Daily Profit
0.197162
Profit Factor
3.132580
Profitability
54.347826
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-03 21:51
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 529909.9952 389739.4366 140170.5586 2292489.9788 1175310.6935 1117179.2852
Total P&L (%) 529.91 389.7394 140.1706 2292.49 1175.3107 1117.1793
Avg Daily Profit (%) 0.2681 0.1972 0.0709 0.1607 0.1289 0.1265
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88932 -82844 -95772 -1652320 -1378513 -978823
Profit Factor 2.164 3.1326 1.5144 1.4645 1.5422 1.4037
Total Trades 92 46 46 92 46 46
Winning Trades 44 25 19 44 25 19
Losing Trades 48 21 27 48 21 27
Profitability (%) 47.8261 54.3478 41.3043 47.8261 54.3478 41.3043
Ratio Avg Win / Avg Loss 2.3607 2.6314 2.152 1.5977 1.2954 1.9947
Largest Winning Trade 104322 104322 56991 855537 800267 855537
Largest Losing Trade -47369 -17646 -47369 -507538 -345318 -507538
Avg Bars in Trades 83 73 92 83 73 92
Avg Bars in Winners 133 107 167 133 107 167
Avg Bars in Losers 37 34 39 37 34 39
Bars Traded 7649 3397 4251 7649 3397 4251
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436905 511916 -99062 334891 -18363 -25194
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551787200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759517512482,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 186,
            "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": [
        [
            529909.9952339884,
            389739.43659698,
            140170.5586370085,
            2292489.9787509525,
            1175310.6935379417,
            1117179.2852130104
        ],
        [
            529.909995,
            389.739437,
            140.170559,
            2292.489979,
            1175.310694,
            1117.179285
        ],
        [
            0.268071,
            0.197162,
            0.07091,
            0.160742,
            0.128869,
            0.126506
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88932,
            -82844,
            -95772,
            -1652320,
            -1378513,
            -978823
        ],
        [
            2.163991,
            3.13258,
            1.514392,
            1.464517,
            1.542196,
            1.403674
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            48,
            21,
            27,
            48,
            21,
            27
        ],
        [
            47.826087,
            54.347826,
            41.304348,
            47.826087,
            54.347826,
            41.304348
        ],
        [
            2.360718,
            2.631367,
            2.152031,
            1.597655,
            1.295445,
            1.994694
        ],
        [
            104322,
            104322,
            56991,
            855537,
            800267,
            855537
        ],
        [
            -47369,
            -17646,
            -47369,
            -507538,
            -345318,
            -507538
        ],
        [
            83,
            73,
            92,
            83,
            73,
            92
        ],
        [
            133,
            107,
            167,
            133,
            107,
            167
        ],
        [
            37,
            34,
            39,
            37,
            34,
            39
        ],
        [
            7649,
            3397,
            4251,
            7649,
            3397,
            4251
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436905,
            511916,
            -99062,
            334891,
            -18363,
            -25194
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551787200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759517512482,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 186,
            "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)