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Trade: WAVES/USDT/120/WMA/MIDPRICE/3622

Strategy
WAVES/USDT/120/WMA/MIDPRICE/3622
Pair
WAVES_USDT
Interval
2h
Score
316762
Daily Profit
0.348386
Profit Factor
1.640406
Profitability
37.788018
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 13:44
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 563688.1406 533882.7074 29805.4333 553307.3905 441626.3254 111681.0651
Total P&L (%) 563.6881 533.8827 29.8054 553.3074 441.6263 111.6811
Avg Daily Profit (%) 0.3484 0.33 0.0184 0.1161 0.1045 0.0464
Buy And Hold Return (%) 24.3787 24.3787 24.3787 24.3787 24.3787 24.3787
Max Trade Drawdown -116450 -116375 -112659 -772835 -715497 -494958
Profit Factor 1.6404 2.1378 1.0725 1.1304 1.1912 1.0578
Total Trades 217 109 108 217 109 108
Winning Trades 82 41 41 82 41 41
Losing Trades 135 68 67 135 68 67
Profitability (%) 37.788 37.6147 37.963 37.788 37.6147 37.963
Ratio Avg Win / Avg Loss 2.7007 3.5456 1.7527 1.8611 1.9756 1.7286
Largest Winning Trade 171524 171524 54774 394238 394238 293577
Largest Losing Trade -32421 -30653 -32421 -290781 -290781 -234872
Avg Bars in Trades 87 90 83 87 90 83
Avg Bars in Winners 147 151 143 147 151 143
Avg Bars in Losers 50 53 47 50 53 47
Bars Traded 18934 9867 9067 18934 9867 9067
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 316762 292827 -409356 -117181 -67692 -293482

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580220000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758883497910,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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": [
        [
            563688.140630482,
            533882.7073799598,
            29805.4332505226,
            553307.3905137122,
            441626.3254089449,
            111681.0651047673
        ],
        [
            563.688141,
            533.882707,
            29.805433,
            553.307391,
            441.626325,
            111.681065
        ],
        [
            0.348386,
            0.329965,
            0.018421,
            0.116067,
            0.104468,
            0.046359
        ],
        [
            24.378685,
            24.378685,
            24.378685,
            24.378685,
            24.378685,
            24.378685
        ],
        [
            -116450,
            -116375,
            -112659,
            -772835,
            -715497,
            -494958
        ],
        [
            1.640406,
            2.137787,
            1.072524,
            1.130438,
            1.1912,
            1.057801
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            37.788018,
            37.614679,
            37.962963,
            37.788018,
            37.614679,
            37.962963
        ],
        [
            2.700669,
            3.545597,
            1.752661,
            1.861087,
            1.975649,
            1.728602
        ],
        [
            171524,
            171524,
            54774,
            394238,
            394238,
            293577
        ],
        [
            -32421,
            -30653,
            -32421,
            -290781,
            -290781,
            -234872
        ],
        [
            87,
            90,
            83,
            87,
            90,
            83
        ],
        [
            147,
            151,
            143,
            147,
            151,
            143
        ],
        [
            50,
            53,
            47,
            50,
            53,
            47
        ],
        [
            18934,
            9867,
            9067,
            18934,
            9867,
            9067
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316762,
            292827,
            -409356,
            -117181,
            -67692,
            -293482
        ]
    ]
}
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": 1580220000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758883497910,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "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)