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Trade: WAVES/USDT/360/SINWMA/BBU/8155

Strategy
WAVES/USDT/360/SINWMA/BBU/8155
Pair
WAVES_USDT
Interval
6h
Score
420524
Daily Profit
0.345274
Profit Factor
2.052690
Profitability
43.181818
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 11:39
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 682520.4926 507241.832 175278.6606 3518681.4599 1240827.1279 2277854.3319
Total P&L (%) 682.5205 507.2418 175.2787 3518.6815 1240.8271 2277.8543
Avg Daily Profit (%) 0.3453 0.2566 0.0887 0.1817 0.1314 0.1604
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131241 -54426 -132301 -1375942 -831538 -1327682
Profit Factor 2.0527 2.9593 1.45 1.6206 1.5398 1.6758
Total Trades 220 110 110 220 110 110
Winning Trades 95 43 52 95 43 52
Losing Trades 125 67 58 125 67 58
Profitability (%) 43.1818 39.0909 47.2727 43.1818 39.0909 47.2727
Ratio Avg Win / Avg Loss 2.7009 4.611 1.6174 2.1324 2.3992 1.8691
Largest Winning Trade 147702 147702 70940 795537 795537 779205
Largest Losing Trade -40344 -21687 -40344 -1133251 -292833 -1133251
Avg Bars in Trades 34 32 35 34 32 35
Avg Bars in Winners 65 72 59 65 72 59
Avg Bars in Losers 10 7 13 10 7 13
Bars Traded 7516 3619 3896 7516 3619 3896
Profit Streak 0 0 532.6107 0 0 532.6107
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420524 348087 -72420 340181 -19025 393167

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": 1758789562278,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 3.51219
        }
    }
}
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": [
        [
            682520.4925553455,
            507241.8319784029,
            175278.6605769421,
            3518681.4598660367,
            1240827.1279221373,
            2277854.3319438994
        ],
        [
            682.520493,
            507.241832,
            175.278661,
            3518.68146,
            1240.827128,
            2277.854332
        ],
        [
            0.345274,
            0.256604,
            0.08867,
            0.18171,
            0.131406,
            0.160431
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131241,
            -54426,
            -132301,
            -1375942,
            -831538,
            -1327682
        ],
        [
            2.05269,
            2.959279,
            1.450048,
            1.620634,
            1.53979,
            1.675765
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            95,
            43,
            52,
            95,
            43,
            52
        ],
        [
            125,
            67,
            58,
            125,
            67,
            58
        ],
        [
            43.181818,
            39.090909,
            47.272727,
            43.181818,
            39.090909,
            47.272727
        ],
        [
            2.700908,
            4.61097,
            1.617361,
            2.132413,
            2.399208,
            1.869123
        ],
        [
            147702,
            147702,
            70940,
            795537,
            795537,
            779205
        ],
        [
            -40344,
            -21687,
            -40344,
            -1133251,
            -292833,
            -1133251
        ],
        [
            34,
            32,
            35,
            34,
            32,
            35
        ],
        [
            65,
            72,
            59,
            65,
            72,
            59
        ],
        [
            10,
            7,
            13,
            10,
            7,
            13
        ],
        [
            7516,
            3619,
            3896,
            7516,
            3619,
            3896
        ],
        [
            0,
            0,
            532.610674,
            0,
            0,
            532.610674
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420524,
            348087,
            -72420,
            340181,
            -19025,
            393167
        ]
    ]
}
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": 1758789562278,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 3,
            "offset": 0,
            "std": 3.51219
        }
    }
}

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)