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Trade: WAVES/USDT/720/PWMA/FWMA/5263

Strategy
WAVES/USDT/720/PWMA/FWMA/5263
Pair
WAVES_USDT
Interval
12h
Score
351480
Daily Profit
0.192025
Profit Factor
3.215969
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 17:30
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 446435.7372 379730.1373 66705.5999 597378.8597 408694.5322 188684.3275
Total P&L (%) 446.4357 379.7301 66.7056 597.3789 408.6945 188.6843
Avg Daily Profit (%) 0.2258 0.192 0.0337 0.0983 0.0823 0.0536
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110957 -37109 -203413 -182849 -132994 -272003
Profit Factor 2.1345 3.216 1.3003 1.8684 2.188 1.5487
Total Trades 59 30 29 59 30 29
Winning Trades 21 12 9 21 12 9
Losing Trades 38 18 20 38 18 20
Profitability (%) 35.5932 40 31.0345 35.5932 40 31.0345
Ratio Avg Win / Avg Loss 3.8625 4.824 2.8895 3.381 3.2821 3.4416
Largest Winning Trade 144603 144603 73724 154608 154608 137071
Largest Losing Trade -32093 -27349 -32093 -59639 -41718 -59639
Avg Bars in Trades 61 55 68 61 55 68
Avg Bars in Winners 123 98 157 123 98 157
Avg Bars in Losers 27 27 28 27 27 28
Bars Traded 3652 1668 1983 3652 1668 1983
Profit Streak 0 0 716.1048 0 0 716.1048
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -173479 351480 -153326 -243208 -82855 -125063
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": 1555761600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759933858854,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "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": [
        [
            446435.7371948574,
            379730.1372696894,
            66705.599925168,
            597378.8597266175,
            408694.532241606,
            188684.3274850113
        ],
        [
            446.435737,
            379.730137,
            66.7056,
            597.37886,
            408.694532,
            188.684327
        ],
        [
            0.225758,
            0.192025,
            0.033732,
            0.098261,
            0.082293,
            0.053626
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110957,
            -37109,
            -203413,
            -182849,
            -132994,
            -272003
        ],
        [
            2.134546,
            3.215969,
            1.300297,
            1.868433,
            2.188036,
            1.548704
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            35.59322,
            40,
            31.034483,
            35.59322,
            40,
            31.034483
        ],
        [
            3.862512,
            4.823953,
            2.889549,
            3.380974,
            3.282054,
            3.441564
        ],
        [
            144603,
            144603,
            73724,
            154608,
            154608,
            137071
        ],
        [
            -32093,
            -27349,
            -32093,
            -59639,
            -41718,
            -59639
        ],
        [
            61,
            55,
            68,
            61,
            55,
            68
        ],
        [
            123,
            98,
            157,
            123,
            98,
            157
        ],
        [
            27,
            27,
            28,
            27,
            27,
            28
        ],
        [
            3652,
            1668,
            1983,
            3652,
            1668,
            1983
        ],
        [
            0,
            0,
            716.104848,
            0,
            0,
            716.104848
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173479,
            351480,
            -153326,
            -243208,
            -82855,
            -125063
        ]
    ]
}
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": 1555761600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759933858854,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "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)