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Trade: WAVES/USDT/720/EMA/PWMA/5421

Strategy
WAVES/USDT/720/EMA/PWMA/5421
Pair
WAVES_USDT
Interval
12h
Score
563250
Daily Profit
0.188146
Profit Factor
3.156070
Profitability
55.882353
Streak
611.027554
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-29 03:39
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 474229.5228 372059.2894 102170.2334 727197.7115 854483.9283 -127286.2168
Total P&L (%) 474.2295 372.0593 102.1702 727.1977 854.4839 -127.2862
Avg Daily Profit (%) 0.2398 0.1881 0.0517 0.1069 0.1141 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143823 -68627 -184502 -653760 -282209 -763577
Profit Factor 2.12 3.1561 1.4073 1.4634 2.484 0.8719
Total Trades 67 34 33 67 34 33
Winning Trades 35 19 16 35 19 16
Losing Trades 32 15 17 32 15 17
Profitability (%) 52.2388 55.8824 48.4848 52.2388 55.8824 48.4848
Ratio Avg Win / Avg Loss 1.9383 2.4916 1.4953 1.3379 1.9611 0.9264
Largest Winning Trade 138397 138397 77304 443493 443493 253631
Largest Losing Trade -59891 -59891 -45250 -345685 -250500 -345685
Avg Bars in Trades 56 48 65 56 48 65
Avg Bars in Winners 77 62 94 77 62 94
Avg Bars in Losers 34 31 37 34 31 37
Bars Traded 3812 1658 2154 3812 1658 2154
Profit Streak 575.5276 611.0276 575.5276 575.5276 611.0276 575.5276
Trades During Streak 5 4 2 5 4 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -107349 563250 -122834 -168112 -33361 -580433
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": 1552478400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759106380661,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "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": [
        [
            474229.5228405811,
            372059.2893982256,
            102170.2334423554,
            727197.7114984934,
            854483.928295945,
            -127286.2167974515
        ],
        [
            474.229523,
            372.059289,
            102.170233,
            727.197711,
            854.483928,
            -127.286217
        ],
        [
            0.239813,
            0.188146,
            0.051666,
            0.106903,
            0.114149,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143823,
            -68627,
            -184502,
            -653760,
            -282209,
            -763577
        ],
        [
            2.120016,
            3.15607,
            1.407297,
            1.46337,
            2.48401,
            0.87189
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            52.238806,
            55.882353,
            48.484848,
            52.238806,
            55.882353,
            48.484848
        ],
        [
            1.9383,
            2.491634,
            1.495253,
            1.337938,
            1.961061,
            0.926384
        ],
        [
            138397,
            138397,
            77304,
            443493,
            443493,
            253631
        ],
        [
            -59891,
            -59891,
            -45250,
            -345685,
            -250500,
            -345685
        ],
        [
            56,
            48,
            65,
            56,
            48,
            65
        ],
        [
            77,
            62,
            94,
            77,
            62,
            94
        ],
        [
            34,
            31,
            37,
            34,
            31,
            37
        ],
        [
            3812,
            1658,
            2154,
            3812,
            1658,
            2154
        ],
        [
            575.527554,
            611.027554,
            575.527554,
            575.527554,
            611.027554,
            575.527554
        ],
        [
            5,
            4,
            2,
            5,
            4,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -107349,
            563250,
            -122834,
            -168112,
            -33361,
            -580433
        ]
    ]
}
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": 1552478400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759106380661,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 33,
            "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)