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Trade: WAVES/USDT/120/PWMA/HMA/1678

Strategy
WAVES/USDT/120/PWMA/HMA/1678
Pair
WAVES_USDT
Interval
2h
Score
402031
Daily Profit
0.493141
Profit Factor
1.943738
Profitability
39.487179
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 19:55
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 797902.8374 669387.6684 128515.169 5004382.0072 3022430.853 1981951.1542
Total P&L (%) 797.9028 669.3877 128.5152 5004.382 3022.4309 1981.9512
Avg Daily Profit (%) 0.4931 0.4137 0.0794 0.2434 0.2129 0.1878
Buy And Hold Return (%) 22.817 22.817 22.817 22.817 22.817 22.817
Max Trade Drawdown -97957 -110423 -95399 -2655188 -2542881 -1456403
Profit Factor 1.9437 2.4219 1.343 1.3296 1.341 1.3136
Total Trades 195 98 97 195 98 97
Winning Trades 77 36 41 77 36 41
Losing Trades 118 62 56 118 62 56
Profitability (%) 39.4872 36.7347 42.268 39.4872 36.7347 42.268
Ratio Avg Win / Avg Loss 2.9787 4.1711 1.8343 2.0376 2.3096 1.7942
Largest Winning Trade 177630 177630 59672 2634017 2634017 826685
Largest Losing Trade -33289 -28720 -33289 -1203137 -1203137 -995682
Avg Bars in Trades 97 97 97 97 97 97
Avg Bars in Winners 160 177 145 160 177 145
Avg Bars in Losers 56 50 62 56 50 62
Bars Traded 18945 9516 9429 18945 9516 9429
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 402031 324981 -89658 241809 149121 212739

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580133600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905746809,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 184,
            "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": [
        [
            797902.8373782677,
            669387.6684153578,
            128515.1689629094,
            5004382.007197151,
            3022430.8530014926,
            1981951.154195656
        ],
        [
            797.902837,
            669.387668,
            128.515169,
            5004.382007,
            3022.430853,
            1981.951154
        ],
        [
            0.493141,
            0.413713,
            0.079428,
            0.243354,
            0.212908,
            0.187808
        ],
        [
            22.81703,
            22.81703,
            22.81703,
            22.81703,
            22.81703,
            22.81703
        ],
        [
            -97957,
            -110423,
            -95399,
            -2655188,
            -2542881,
            -1456403
        ],
        [
            1.943738,
            2.42192,
            1.342975,
            1.329622,
            1.341038,
            1.313613
        ],
        [
            195,
            98,
            97,
            195,
            98,
            97
        ],
        [
            77,
            36,
            41,
            77,
            36,
            41
        ],
        [
            118,
            62,
            56,
            118,
            62,
            56
        ],
        [
            39.487179,
            36.734694,
            42.268041,
            39.487179,
            36.734694,
            42.268041
        ],
        [
            2.978716,
            4.171085,
            1.834307,
            2.037603,
            2.309566,
            1.794204
        ],
        [
            177630,
            177630,
            59672,
            2634017,
            2634017,
            826685
        ],
        [
            -33289,
            -28720,
            -33289,
            -1203137,
            -1203137,
            -995682
        ],
        [
            97,
            97,
            97,
            97,
            97,
            97
        ],
        [
            160,
            177,
            145,
            160,
            177,
            145
        ],
        [
            56,
            50,
            62,
            56,
            50,
            62
        ],
        [
            18945,
            9516,
            9429,
            18945,
            9516,
            9429
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402031,
            324981,
            -89658,
            241809,
            149121,
            212739
        ]
    ]
}
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": 1580133600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905746809,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 184,
            "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)