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Trade: WAVES/USDT/360/PWMA/JMA/1176

Strategy
WAVES/USDT/360/PWMA/JMA/1176
Pair
WAVES_USDT
Interval
6h
Score
337510
Daily Profit
0.218544
Profit Factor
1.657007
Profitability
46.564885
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-28 20:31
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 435724.8366 432006.1879 3718.6487 -46424.8399 261124.2446 -307549.0846
Total P&L (%) 435.7248 432.0062 3.7186 -46.4248 261.1242 -307.5491
Avg Daily Profit (%) 0.2204 0.2185 0.0019 -0.0316 0.065 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154022 -84691 -254872 -310673 -107364 -438045
Profit Factor 1.3328 1.657 1.0057 0.9749 1.322 0.7032
Total Trades 262 131 131 262 131 131
Winning Trades 128 61 67 128 61 67
Losing Trades 134 70 64 134 70 64
Profitability (%) 48.855 46.5649 51.145 48.855 46.5649 51.145
Ratio Avg Win / Avg Loss 1.3952 1.9015 0.9607 1.0206 1.5171 0.6717
Largest Winning Trade 184897 184897 53870 153865 153865 90062
Largest Losing Trade -71652 -71652 -65545 -140626 -83993 -140626
Avg Bars in Trades 29 31 27 29 31 27
Avg Bars in Winners 33 34 32 33 34 32
Avg Bars in Losers 25 28 21 25 28 21
Bars Traded 7709 4140 3569 7709 4140 3569
Profit Streak 0 0 500.4799 0 0 500.4799
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 334179 337510 -571191 -577908 -106380 -579974
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": 1550772000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759080664359,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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": [
        [
            435724.8365900853,
            432006.1879023133,
            3718.6486877723,
            -46424.8399451788,
            261124.2446134436,
            -307549.0845586223
        ],
        [
            435.724837,
            432.006188,
            3.718649,
            -46.42484,
            261.124245,
            -307.549085
        ],
        [
            0.220425,
            0.218544,
            0.001881,
            -0.031566,
            0.064979,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154022,
            -84691,
            -254872,
            -310673,
            -107364,
            -438045
        ],
        [
            1.332752,
            1.657007,
            1.005704,
            0.974864,
            1.322047,
            0.703172
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            128,
            61,
            67,
            128,
            61,
            67
        ],
        [
            134,
            70,
            64,
            134,
            70,
            64
        ],
        [
            48.854962,
            46.564885,
            51.145038,
            48.854962,
            46.564885,
            51.145038
        ],
        [
            1.395225,
            1.901483,
            0.960673,
            1.020561,
            1.517103,
            0.671686
        ],
        [
            184897,
            184897,
            53870,
            153865,
            153865,
            90062
        ],
        [
            -71652,
            -71652,
            -65545,
            -140626,
            -83993,
            -140626
        ],
        [
            29,
            31,
            27,
            29,
            31,
            27
        ],
        [
            33,
            34,
            32,
            33,
            34,
            32
        ],
        [
            25,
            28,
            21,
            25,
            28,
            21
        ],
        [
            7709,
            4140,
            3569,
            7709,
            4140,
            3569
        ],
        [
            0,
            0,
            500.479911,
            0,
            0,
            500.479912
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            334179,
            337510,
            -571191,
            -577908,
            -106380,
            -579974
        ]
    ]
}
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": 1550772000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759080664359,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 40,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 139,
            "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)