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Trade: WAVES/USDT/240/PWMA/BBU/5329

Strategy
WAVES/USDT/240/PWMA/BBU/5329
Pair
WAVES_USDT
Interval
4h
Score
337816
Daily Profit
0.301042
Profit Factor
1.629546
Profitability
40.265487
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 18:42
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 594858.8428 511345.8638 83512.9789 359729.024 -451544.6024 811273.6264
Total P&L (%) 594.8588 511.3459 83.513 359.729 -451.5446 811.2736
Avg Daily Profit (%) 0.301 0.2588 0.0423 0.0772 0 0.1119
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140372 -121896 -113886 -1608004 -1341860 -336974
Profit Factor 1.6295 1.9675 1.2006 1.0936 0.8254 1.6461
Total Trades 226 113 113 226 113 113
Winning Trades 91 42 49 91 42 49
Losing Trades 135 71 64 135 71 64
Profitability (%) 40.2655 37.1681 43.3628 40.2655 37.1681 43.3628
Ratio Avg Win / Avg Loss 2.4175 3.3259 1.5681 1.6224 1.3953 2.15
Largest Winning Trade 196073 196073 72135 793964 691971 793964
Largest Losing Trade -37920 -37920 -31028 -718454 -718454 -166019
Avg Bars in Trades 50 57 44 50 57 44
Avg Bars in Winners 81 99 65 81 99 65
Avg Bars in Losers 30 32 28 30 32 28
Bars Traded 11521 6465 5056 11521 6465 5056
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 337816 253214 -138701 -208850 -584355 -42923
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550980800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760024528277,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 244,
            "offset": 0,
            "std": 3.15156
        }
    }
}
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": [
        [
            594858.8427749927,
            511345.8638279313,
            83512.9789470615,
            359729.0240353855,
            -451544.6024061489,
            811273.6264415345
        ],
        [
            594.858843,
            511.345864,
            83.512979,
            359.729024,
            -451.544602,
            811.273626
        ],
        [
            0.301042,
            0.258778,
            0.042264,
            0.07723,
            0,
            0.111888
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140372,
            -121896,
            -113886,
            -1608004,
            -1341860,
            -336974
        ],
        [
            1.629546,
            1.967463,
            1.20058,
            1.093638,
            0.825394,
            1.646113
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            135,
            71,
            64,
            135,
            71,
            64
        ],
        [
            40.265487,
            37.168142,
            43.362832,
            40.265487,
            37.168142,
            43.362832
        ],
        [
            2.417458,
            3.325949,
            1.568104,
            1.62243,
            1.395308,
            2.150025
        ],
        [
            196073,
            196073,
            72135,
            793964,
            691971,
            793964
        ],
        [
            -37920,
            -37920,
            -31028,
            -718454,
            -718454,
            -166019
        ],
        [
            50,
            57,
            44,
            50,
            57,
            44
        ],
        [
            81,
            99,
            65,
            81,
            99,
            65
        ],
        [
            30,
            32,
            28,
            30,
            32,
            28
        ],
        [
            11521,
            6465,
            5056,
            11521,
            6465,
            5056
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337816,
            253214,
            -138701,
            -208850,
            -584355,
            -42923
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550980800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760024528277,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 244,
            "offset": 0,
            "std": 3.15156
        }
    }
}

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)