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Trade: WAVES/USDT/360/PWMA/BBU/2347

Strategy
WAVES/USDT/360/PWMA/BBU/2347
Pair
WAVES_USDT
Interval
6h
Score
466438
Daily Profit
0.263684
Profit Factor
2.014101
Profitability
57.777778
Streak
522.035939
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-03 21:51
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 581136.6505 521237.2739 59899.3766 206951.8476 -135571.5233 342523.3709
Total P&L (%) 581.1367 521.2373 59.8994 206.9518 -135.5715 342.5234
Avg Daily Profit (%) 0.294 0.2637 0.0303 0.0568 0 0.0753
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166007 -182123 -23741 -2740201 -3032531 -215224
Profit Factor 1.9736 2.0141 1.7224 1.032 0.977 1.5987
Total Trades 91 45 46 91 45 46
Winning Trades 54 26 28 54 26 28
Losing Trades 37 19 18 37 19 18
Profitability (%) 59.3407 57.7778 60.8696 59.3407 57.7778 60.8696
Ratio Avg Win / Avg Loss 1.3523 1.4718 1.1072 0.7071 0.7139 1.0277
Largest Winning Trade 198094 198094 19050 1637564 1637564 281812
Largest Losing Trade -69827 -69827 -16429 -1730901 -1730901 -130132
Avg Bars in Trades 84 162 7 84 162 7
Avg Bars in Winners 76 149 7 76 149 7
Avg Bars in Losers 95 179 7 95 179 7
Bars Traded 7663 7310 353 7663 7310 353
Profit Streak 0 522.0359 0 0 522.0359 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465579 466438 -149163 -302631 -579119 -88777
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549260000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759517505096,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 1.05095
        }
    }
}
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": [
        [
            581136.6504919794,
            521237.2738552828,
            59899.3766366971,
            206951.8475702814,
            -135571.523282149,
            342523.3708524304
        ],
        [
            581.13665,
            521.237274,
            59.899377,
            206.951848,
            -135.571523,
            342.523371
        ],
        [
            0.293986,
            0.263684,
            0.030302,
            0.056752,
            0,
            0.075269
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166007,
            -182123,
            -23741,
            -2740201,
            -3032531,
            -215224
        ],
        [
            1.973572,
            2.014101,
            1.722354,
            1.032042,
            0.97697,
            1.598704
        ],
        [
            91,
            45,
            46,
            91,
            45,
            46
        ],
        [
            54,
            26,
            28,
            54,
            26,
            28
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            59.340659,
            57.777778,
            60.869565,
            59.340659,
            57.777778,
            60.869565
        ],
        [
            1.352262,
            1.471843,
            1.107227,
            0.70714,
            0.713939,
            1.027738
        ],
        [
            198094,
            198094,
            19050,
            1637564,
            1637564,
            281812
        ],
        [
            -69827,
            -69827,
            -16429,
            -1730901,
            -1730901,
            -130132
        ],
        [
            84,
            162,
            7,
            84,
            162,
            7
        ],
        [
            76,
            149,
            7,
            76,
            149,
            7
        ],
        [
            95,
            179,
            7,
            95,
            179,
            7
        ],
        [
            7663,
            7310,
            353,
            7663,
            7310,
            353
        ],
        [
            0,
            522.035939,
            0,
            0,
            522.035939,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465579,
            466438,
            -149163,
            -302631,
            -579119,
            -88777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549260000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759517505096,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 1.05095
        }
    }
}

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)