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Trade: WAVES/USDT/720/EMA/PWMA/1854

Strategy
WAVES/USDT/720/EMA/PWMA/1854
Pair
WAVES_USDT
Interval
12h
Score
515851
Daily Profit
0.228380
Profit Factor
3.112095
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-06 09:50
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 618087.0937 451621.048 166466.0457 3121529.202 1056235.3551 2065293.8469
Total P&L (%) 618.0871 451.621 166.466 3121.5292 1056.2354 2065.2938
Avg Daily Profit (%) 0.3126 0.2284 0.0842 0.1758 0.1239 0.1556
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105312 -66694 -102427 -2177253 -1421620 -765781
Profit Factor 2.4505 3.1121 1.7841 1.6726 1.3909 2.0653
Total Trades 78 39 39 78 39 39
Winning Trades 39 21 18 39 21 18
Losing Trades 39 18 21 39 18 21
Profitability (%) 50 53.8462 46.1538 50 53.8462 46.1538
Ratio Avg Win / Avg Loss 2.4505 2.6675 2.0815 1.6726 1.1922 2.4095
Largest Winning Trade 132692 132692 70065 1172410 741459 1172410
Largest Losing Trade -33766 -33766 -24488 -916910 -916910 -407121
Avg Bars in Trades 49 42 56 49 42 56
Avg Bars in Winners 73 61 88 73 61 88
Avg Bars in Losers 24 19 28 24 19 28
Bars Traded 3845 1642 2203 3845 1642 2203
Profit Streak 0 0 628.7848 0 0 628.7848
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -25108 515851 -77325 -27778 -26088 411922
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551528000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759733402587,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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": [
        [
            618087.0936611566,
            451621.0480011898,
            166466.045659967,
            3121529.20199488,
            1056235.3551089873,
            2065293.846885892
        ],
        [
            618.087094,
            451.621048,
            166.466046,
            3121.529202,
            1056.235355,
            2065.293847
        ],
        [
            0.31256,
            0.22838,
            0.08418,
            0.175752,
            0.123857,
            0.155627
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105312,
            -66694,
            -102427,
            -2177253,
            -1421620,
            -765781
        ],
        [
            2.450492,
            3.112095,
            1.784122,
            1.672596,
            1.390862,
            2.065304
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            50,
            53.846154,
            46.153846,
            50,
            53.846154,
            46.153846
        ],
        [
            2.450492,
            2.66751,
            2.081475,
            1.672596,
            1.192167,
            2.409522
        ],
        [
            132692,
            132692,
            70065,
            1172410,
            741459,
            1172410
        ],
        [
            -33766,
            -33766,
            -24488,
            -916910,
            -916910,
            -407121
        ],
        [
            49,
            42,
            56,
            49,
            42,
            56
        ],
        [
            73,
            61,
            88,
            73,
            61,
            88
        ],
        [
            24,
            19,
            28,
            24,
            19,
            28
        ],
        [
            3845,
            1642,
            2203,
            3845,
            1642,
            2203
        ],
        [
            0,
            0,
            628.784752,
            0,
            0,
            628.784752
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25108,
            515851,
            -77325,
            -27778,
            -26088,
            411922
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551528000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759733402587,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 25,
            "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)