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Trade: WAVES/USDT/720/PWMA/VWMA/6046

Strategy
WAVES/USDT/720/PWMA/VWMA/6046
Pair
WAVES_USDT
Interval
12h
Score
353769
Daily Profit
0.194241
Profit Factor
2.738815
Profitability
42.424242
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-28 09:23
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 479397.3023 384111.2845 95286.0178 342077.8175 -1800606.7218 2142684.5393
Total P&L (%) 479.3973 384.1113 95.286 342.0778 -1800.6067 2142.6845
Avg Daily Profit (%) 0.2424 0.1942 0.0482 0.0752 0 0.1574
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162132 -124583 -105358 -6095754 -5914103 -3460787
Profit Factor 1.9673 2.7388 1.3469 1.0271 0.7326 1.3637
Total Trades 66 33 33 66 33 33
Winning Trades 29 14 15 29 14 15
Losing Trades 37 19 18 37 19 18
Profitability (%) 43.9394 42.4242 45.4545 43.9394 42.4242 45.4545
Ratio Avg Win / Avg Loss 2.51 3.717 1.6162 1.3104 0.9943 1.6364
Largest Winning Trade 147933 147933 65832 2366575 1961229 2366575
Largest Losing Trade -78609 -34078 -78609 -2757993 -1610193 -2757993
Avg Bars in Trades 57 58 57 57 58 57
Avg Bars in Winners 87 85 89 87 85 89
Avg Bars in Losers 34 38 30 34 38 30
Bars Traded 3819 1925 1894 3819 1925 1894
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 -119413 353769 -128870 -414413 -583748 268746
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": 1551830400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759040614451,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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": [
        [
            479397.3023025921,
            384111.2845245975,
            95286.0177779946,
            342077.817501234,
            -1800606.721831113,
            2142684.539332347
        ],
        [
            479.397302,
            384.111285,
            95.286018,
            342.077818,
            -1800.606722,
            2142.684539
        ],
        [
            0.242426,
            0.194241,
            0.048185,
            0.07519,
            0,
            0.157406
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162132,
            -124583,
            -105358,
            -6095754,
            -5914103,
            -3460787
        ],
        [
            1.967283,
            2.738815,
            1.346863,
            1.027092,
            0.732617,
            1.363653
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            43.939394,
            42.424242,
            45.454545,
            43.939394,
            42.424242,
            45.454545
        ],
        [
            2.509982,
            3.716964,
            1.616235,
            1.310428,
            0.994266,
            1.636384
        ],
        [
            147933,
            147933,
            65832,
            2366575,
            1961229,
            2366575
        ],
        [
            -78609,
            -34078,
            -78609,
            -2757993,
            -1610193,
            -2757993
        ],
        [
            57,
            58,
            57,
            57,
            58,
            57
        ],
        [
            87,
            85,
            89,
            87,
            85,
            89
        ],
        [
            34,
            38,
            30,
            34,
            38,
            30
        ],
        [
            3819,
            1925,
            1894,
            3819,
            1925,
            1894
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119413,
            353769,
            -128870,
            -414413,
            -583748,
            268746
        ]
    ]
}
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": 1551830400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759040614451,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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)