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Trade: WAVES/USDT/120/SINWMA/WMA/7336

Strategy
WAVES/USDT/120/SINWMA/WMA/7336
Pair
WAVES_USDT
Interval
2h
Score
302185
Daily Profit
0.265606
Profit Factor
1.563066
Profitability
41.071429
Streak
500.210016
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 02:02
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 429750.2816 418651.1062 11099.1754 191868.2766 152603.7409 39264.5357
Total P&L (%) 429.7503 418.6511 11.0992 191.8683 152.6037 39.2645
Avg Daily Profit (%) 0.2656 0.2587 0.0069 0.0662 0.0573 0.0205
Buy And Hold Return (%) 23.1403 23.1403 23.1403 23.1403 23.1403 23.1403
Max Trade Drawdown -103949 -111747 -169214 -259332 -250302 -153093
Profit Factor 1.5631 2.1691 1.0274 1.1624 1.2531 1.0679
Total Trades 112 56 56 112 56 56
Winning Trades 46 23 23 46 23 23
Losing Trades 66 33 33 66 33 33
Profitability (%) 41.0714 41.0714 41.0714 41.0714 41.0714 41.0714
Ratio Avg Win / Avg Loss 2.2427 3.1122 1.4741 1.6678 1.798 1.5321
Largest Winning Trade 144979 144979 68072 147318 128074 147318
Largest Losing Trade -55155 -29404 -55155 -78690 -69600 -78690
Avg Bars in Trades 166 162 170 166 162 170
Avg Bars in Winners 281 272 291 281 272 291
Avg Bars in Losers 86 85 86 86 85 86
Bars Traded 18652 9096 9556 18652 9096 9556
Profit Streak 500.21 505.2933 0 500.21 505.2934 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302185 -170693 -723355 -147887 -298727 -502727
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580400000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759100545401,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "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": [
        [
            429750.2815979668,
            418651.106167382,
            11099.1754305849,
            191868.2765697035,
            152603.7408919776,
            39264.5356777258
        ],
        [
            429.750282,
            418.651106,
            11.099175,
            191.868277,
            152.603741,
            39.264536
        ],
        [
            0.265606,
            0.258746,
            0.00686,
            0.066223,
            0.057288,
            0.020472
        ],
        [
            23.140307,
            23.140307,
            23.140307,
            23.140307,
            23.140307,
            23.140307
        ],
        [
            -103949,
            -111747,
            -169214,
            -259332,
            -250302,
            -153093
        ],
        [
            1.563066,
            2.169083,
            1.027397,
            1.162389,
            1.253135,
            1.067852
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            41.071429,
            41.071429,
            41.071429,
            41.071429,
            41.071429,
            41.071429
        ],
        [
            2.24266,
            3.112163,
            1.474091,
            1.667775,
            1.797977,
            1.532135
        ],
        [
            144979,
            144979,
            68072,
            147318,
            128074,
            147318
        ],
        [
            -55155,
            -29404,
            -55155,
            -78690,
            -69600,
            -78690
        ],
        [
            166,
            162,
            170,
            166,
            162,
            170
        ],
        [
            281,
            272,
            291,
            281,
            272,
            291
        ],
        [
            86,
            85,
            86,
            86,
            85,
            86
        ],
        [
            18652,
            9096,
            9556,
            18652,
            9096,
            9556
        ],
        [
            500.210016,
            505.293349,
            0,
            500.210016,
            505.29335,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302185,
            -170693,
            -723355,
            -147887,
            -298727,
            -502727
        ]
    ]
}
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": 1580400000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759100545401,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 233,
            "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)