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Trade: WAVES/USDT/120/WMA/PWMA/9776

Strategy
WAVES/USDT/120/WMA/PWMA/9776
Pair
WAVES_USDT
Interval
2h
Score
335561
Daily Profit
0.171731
Profit Factor
1.249834
Profitability
52.911392
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:59
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 150255.4309 277861.4846 -127606.0537 -97466.8114 82112.6111 -179579.4225
Total P&L (%) 150.2554 277.8615 -127.6061 -97.4668 82.1126 -179.5794
Avg Daily Profit (%) 0.0929 0.1717 -0.0789 -0.2269 0.0371 0
Buy And Hold Return (%) 21.4447 21.4447 21.4447 21.4447 21.4447 21.4447
Max Trade Drawdown -165637 -145364 -280608 -145987 -67733 -191152
Profit Factor 1.0642 1.2498 0.8961 0.8863 1.223 0.6329
Total Trades 789 395 394 789 395 394
Winning Trades 408 209 199 408 209 199
Losing Trades 381 186 195 381 186 195
Profitability (%) 51.711 52.9114 50.5076 51.711 52.9114 50.5076
Ratio Avg Win / Avg Loss 0.9938 1.1123 0.8781 0.8277 1.0884 0.6202
Largest Winning Trade 51277 51277 38284 25182 25182 17095
Largest Losing Trade -89299 -43616 -89299 -56409 -25263 -56409
Avg Bars in Trades 24 23 25 24 23 25
Avg Bars in Winners 23 22 24 23 22 24
Avg Bars in Losers 25 25 25 25 25 25
Bars Traded 19297 9318 9979 19297 9318 9979
Profit Streak 0 0 498.2912 0 0 498.2912
Trades During Streak 0 0 7 0 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -215510 335561 -577524 -575740 -143994 -577524

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579327200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927562703,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "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": [
        [
            150255.4309107904,
            277861.4845933865,
            -127606.0536825966,
            -97466.8114399968,
            82112.6110843587,
            -179579.4225243554
        ],
        [
            150.255431,
            277.861485,
            -127.606054,
            -97.466811,
            82.112611,
            -179.579423
        ],
        [
            0.092865,
            0.171731,
            -0.078867,
            -0.226917,
            0.037056,
            0
        ],
        [
            21.444695,
            21.444695,
            21.444695,
            21.444695,
            21.444695,
            21.444695
        ],
        [
            -165637,
            -145364,
            -280608,
            -145987,
            -67733,
            -191152
        ],
        [
            1.064211,
            1.249834,
            0.896074,
            0.886332,
            1.222981,
            0.632926
        ],
        [
            789,
            395,
            394,
            789,
            395,
            394
        ],
        [
            408,
            209,
            199,
            408,
            209,
            199
        ],
        [
            381,
            186,
            195,
            381,
            186,
            195
        ],
        [
            51.711027,
            52.911392,
            50.507614,
            51.711027,
            52.911392,
            50.507614
        ],
        [
            0.993785,
            1.112293,
            0.878063,
            0.827677,
            1.088395,
            0.620203
        ],
        [
            51277,
            51277,
            38284,
            25182,
            25182,
            17095
        ],
        [
            -89299,
            -43616,
            -89299,
            -56409,
            -25263,
            -56409
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            19297,
            9318,
            9979,
            19297,
            9318,
            9979
        ],
        [
            0,
            0,
            498.291235,
            0,
            0,
            498.291235
        ],
        [
            0,
            0,
            7,
            0,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -215510,
            335561,
            -577524,
            -575740,
            -143994,
            -577524
        ]
    ]
}
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": 1579327200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927562703,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "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)