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Trade: WAVES/USDT/120/PWMA/DCU/8961

Strategy
WAVES/USDT/120/PWMA/DCU/8961
Pair
WAVES_USDT
Interval
2h
Score
393270
Daily Profit
0.238360
Profit Factor
1.474703
Profitability
49.557522
Streak
479.430338
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 17:19
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385666.2353 423415.9927 -37749.7574 -72205.5347 701651.6378 -773857.1725
Total P&L (%) 385.6662 423.416 -37.7498 -72.2055 701.6516 -773.8572
Avg Daily Profit (%) 0.2384 0.2617 -0.0233 -0.0791 0.1287 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -206323 -153564 -124240 -1013545 -819744 -1141412
Profit Factor 1.4747 1.9941 0.9023 0.9811 1.3709 0.5985
Total Trades 113 56 57 113 56 57
Winning Trades 56 29 27 56 29 27
Losing Trades 57 27 30 57 27 30
Profitability (%) 49.5575 51.7857 47.3684 49.5575 51.7857 47.3684
Ratio Avg Win / Avg Loss 1.501 1.8565 1.0026 0.9986 1.2763 0.665
Largest Winning Trade 183580 183580 52189 443843 443843 282303
Largest Losing Trade -75408 -67961 -75408 -784243 -519815 -784243
Avg Bars in Trades 167 246 89 167 246 89
Avg Bars in Winners 134 169 97 134 169 97
Avg Bars in Losers 198 328 82 198 328 82
Bars Traded 18882 13792 5090 18882 13792 5090
Profit Streak 479.4303 0 485.4303 479.4303 0 485.4303
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393270 -167886 -759229 -580065 -200056 -760896

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580911200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896381208,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 66,
            "offset": 238
        }
    }
}
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": [
        [
            385666.2352673117,
            423415.9926784477,
            -37749.7574111361,
            -72205.5346682472,
            701651.6378360272,
            -773857.1725042748
        ],
        [
            385.666235,
            423.415993,
            -37.749757,
            -72.205535,
            701.651638,
            -773.857173
        ],
        [
            0.23836,
            0.261691,
            -0.023331,
            -0.079099,
            0.12873,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -206323,
            -153564,
            -124240,
            -1013545,
            -819744,
            -1141412
        ],
        [
            1.474703,
            1.994066,
            0.902328,
            0.981095,
            1.370863,
            0.598524
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            49.557522,
            51.785714,
            47.368421,
            49.557522,
            51.785714,
            47.368421
        ],
        [
            1.501037,
            1.856544,
            1.002586,
            0.998615,
            1.276321,
            0.665027
        ],
        [
            183580,
            183580,
            52189,
            443843,
            443843,
            282303
        ],
        [
            -75408,
            -67961,
            -75408,
            -784243,
            -519815,
            -784243
        ],
        [
            167,
            246,
            89,
            167,
            246,
            89
        ],
        [
            134,
            169,
            97,
            134,
            169,
            97
        ],
        [
            198,
            328,
            82,
            198,
            328,
            82
        ],
        [
            18882,
            13792,
            5090,
            18882,
            13792,
            5090
        ],
        [
            479.430338,
            0,
            485.430338,
            479.430338,
            0,
            485.430338
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            393270,
            -167886,
            -759229,
            -580065,
            -200056,
            -760896
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580911200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896381208,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 66,
            "offset": 238
        }
    }
}

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)