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Trade: WAVES/USDT/360/PWMA/HILO/2387

Strategy
WAVES/USDT/360/PWMA/HILO/2387
Pair
WAVES_USDT
Interval
6h
Score
570162
Daily Profit
0.325807
Profit Factor
2.638623
Profitability
61.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 07:31
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 644039.145 463862.9511 180176.1939 5545244.4166 1588548.4327 3956695.9839
Total P&L (%) 644.0391 463.863 180.1762 5545.2444 1588.5484 3956.696
Avg Daily Profit (%) 0.3258 0.2347 0.0911 0.2043 0.1431 0.1875
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -60830 -28156 -97816 -4433805 -2215136 -2937034
Profit Factor 2.6386 4.2146 1.7244 1.5159 1.2877 1.7571
Total Trades 100 50 50 100 50 50
Winning Trades 61 32 29 61 32 29
Losing Trades 39 18 21 39 18 21
Profitability (%) 61 64 58 61 64 58
Ratio Avg Win / Avg Loss 1.687 2.3707 1.2487 0.9692 0.7243 1.2724
Largest Winning Trade 107331 107331 70194 1812641 1250604 1812641
Largest Losing Trade -42512 -24166 -42512 -2855624 -1799057 -2855624
Avg Bars in Trades 76 65 86 76 65 86
Avg Bars in Winners 98 84 113 98 84 113
Avg Bars in Losers 40 30 50 40 30 50
Bars Traded 7605 3258 4347 7605 3258 4347
Profit Streak 0 0 584.9383 0 0 584.9383
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 570162 -163104 -247553 342105 -181505 -168283
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": 1552867200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758947470810,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            644039.1449851999,
            463862.9511349099,
            180176.19385029,
            5545244.416566493,
            1588548.4326634803,
            3956695.9839030122
        ],
        [
            644.039145,
            463.862951,
            180.176194,
            5545.244417,
            1588.548433,
            3956.695984
        ],
        [
            0.325807,
            0.234659,
            0.091148,
            0.20425,
            0.143087,
            0.187501
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -60830,
            -28156,
            -97816,
            -4433805,
            -2215136,
            -2937034
        ],
        [
            2.638623,
            4.214627,
            1.724358,
            1.515917,
            1.287659,
            1.757117
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            61,
            64,
            58,
            61,
            64,
            58
        ],
        [
            1.686988,
            2.370728,
            1.248673,
            0.969193,
            0.724308,
            1.272395
        ],
        [
            107331,
            107331,
            70194,
            1812641,
            1250604,
            1812641
        ],
        [
            -42512,
            -24166,
            -42512,
            -2855624,
            -1799057,
            -2855624
        ],
        [
            76,
            65,
            86,
            76,
            65,
            86
        ],
        [
            98,
            84,
            113,
            98,
            84,
            113
        ],
        [
            40,
            30,
            50,
            40,
            30,
            50
        ],
        [
            7605,
            3258,
            4347,
            7605,
            3258,
            4347
        ],
        [
            0,
            0,
            584.938319,
            0,
            0,
            584.93832
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            570162,
            -163104,
            -247553,
            342105,
            -181505,
            -168283
        ]
    ]
}
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": 1552867200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758947470810,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)