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Trade: WAVES/USDT/360/PWMA/JMA/8639

Strategy
WAVES/USDT/360/PWMA/JMA/8639
Pair
WAVES_USDT
Interval
6h
Score
507206
Daily Profit
0.227424
Profit Factor
3.860286
Profitability
48.275862
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 04:09
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 564830.3573 449560.8195 115269.5379 1449655.1048 559138.0002 890517.1046
Total P&L (%) 564.8304 449.5608 115.2695 1449.6551 559.138 890.5171
Avg Daily Profit (%) 0.2857 0.2274 0.0583 0.1387 0.0954 0.1161
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95053 -57826 -105128 -2471897 -1478869 -1570137
Profit Factor 2.3946 3.8603 1.4651 1.2241 1.2005 1.242
Total Trades 57 29 28 57 29 28
Winning Trades 27 14 13 27 14 13
Losing Trades 30 15 15 30 15 15
Profitability (%) 47.3684 48.2759 46.4286 47.3684 48.2759 46.4286
Ratio Avg Win / Avg Loss 2.6607 4.136 1.6905 1.3601 1.2863 1.4331
Largest Winning Trade 146604 146604 77881 1503323 1147529 1503323
Largest Losing Trade -49845 -34722 -49845 -1432678 -824290 -1432678
Avg Bars in Trades 132 116 150 132 116 150
Avg Bars in Winners 210 173 249 210 173 249
Avg Bars in Losers 63 63 64 63 63 64
Bars Traded 7576 3369 4207 7576 3369 4207
Profit Streak 0 0 702.2984 0 0 702.2984
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167190 507206 -134338 -188307 -66382 -59388

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": 1553169600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848981782,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "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": [
        [
            564830.3573155825,
            449560.8194565695,
            115269.5378590128,
            1449655.1048117504,
            559138.0001678922,
            890517.1046438583
        ],
        [
            564.830357,
            449.560819,
            115.269538,
            1449.655105,
            559.138,
            890.517105
        ],
        [
            0.285737,
            0.227424,
            0.058313,
            0.138739,
            0.095443,
            0.116069
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95053,
            -57826,
            -105128,
            -2471897,
            -1478869,
            -1570137
        ],
        [
            2.394597,
            3.860286,
            1.465097,
            1.224108,
            1.200503,
            1.241997
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            47.368421,
            48.275862,
            46.428571,
            47.368421,
            48.275862,
            46.428571
        ],
        [
            2.660663,
            4.13602,
            1.690496,
            1.36012,
            1.286253,
            1.433073
        ],
        [
            146604,
            146604,
            77881,
            1503323,
            1147529,
            1503323
        ],
        [
            -49845,
            -34722,
            -49845,
            -1432678,
            -824290,
            -1432678
        ],
        [
            132,
            116,
            150,
            132,
            116,
            150
        ],
        [
            210,
            173,
            249,
            210,
            173,
            249
        ],
        [
            63,
            63,
            64,
            63,
            63,
            64
        ],
        [
            7576,
            3369,
            4207,
            7576,
            3369,
            4207
        ],
        [
            0,
            0,
            702.2984,
            0,
            0,
            702.2984
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167190,
            507206,
            -134338,
            -188307,
            -66382,
            -59388
        ]
    ]
}
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": 1553169600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848981782,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 95,
            "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)