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Trade: WAVES/USDT/480/MIDPOINT/SINWMA/9397

Strategy
WAVES/USDT/480/MIDPOINT/SINWMA/9397
Pair
WAVES_USDT
Interval
8h
Score
455144
Daily Profit
0.207142
Profit Factor
2.208776
Profitability
55.102041
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 22:01
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 450988.7703 409519.6629 41469.1074 70813.2095 216151.5649 -145338.3554
Total P&L (%) 450.9888 409.5197 41.4691 70.8132 216.1516 -145.3384
Avg Daily Profit (%) 0.2281 0.2071 0.021 0.0271 0.0582 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121751 -67603 -254970 -312325 -195477 -547456
Profit Factor 1.5993 2.2088 1.1002 1.0478 1.3476 0.8312
Total Trades 98 49 49 98 49 49
Winning Trades 57 27 30 57 27 30
Losing Trades 41 22 19 41 22 19
Profitability (%) 58.1633 55.102 61.2245 58.1633 55.102 61.2245
Ratio Avg Win / Avg Loss 1.1504 1.7997 0.6968 0.7536 1.0981 0.5264
Largest Winning Trade 131750 131750 76233 132147 78987 132147
Largest Losing Trade -59859 -53508 -59859 -164972 -157351 -164972
Avg Bars in Trades 58 43 74 58 43 74
Avg Bars in Winners 69 43 93 69 43 93
Avg Bars in Losers 44 43 45 44 43 45
Bars Traded 5780 2120 3660 5780 2120 3660
Profit Streak 0 0 570.4592 0 0 570.4592
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 399374 455144 -276725 -325038 -114021 -578643
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551110400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758913272658,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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": [
        [
            450988.7702508237,
            409519.6628604631,
            41469.1073903605,
            70813.2094790449,
            216151.5648829148,
            -145338.3554038699
        ],
        [
            450.98877,
            409.519663,
            41.469107,
            70.813209,
            216.151565,
            -145.338355
        ],
        [
            0.228118,
            0.207142,
            0.020976,
            0.027085,
            0.058239,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121751,
            -67603,
            -254970,
            -312325,
            -195477,
            -547456
        ],
        [
            1.599331,
            2.208776,
            1.10024,
            1.047754,
            1.347607,
            0.83121
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            58.163265,
            55.102041,
            61.22449,
            58.163265,
            55.102041,
            61.22449
        ],
        [
            1.150396,
            1.799743,
            0.696819,
            0.753647,
            1.09805,
            0.526433
        ],
        [
            131750,
            131750,
            76233,
            132147,
            78987,
            132147
        ],
        [
            -59859,
            -53508,
            -59859,
            -164972,
            -157351,
            -164972
        ],
        [
            58,
            43,
            74,
            58,
            43,
            74
        ],
        [
            69,
            43,
            93,
            69,
            43,
            93
        ],
        [
            44,
            43,
            45,
            44,
            43,
            45
        ],
        [
            5780,
            2120,
            3660,
            5780,
            2120,
            3660
        ],
        [
            0,
            0,
            570.459174,
            0,
            0,
            570.459174
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399374,
            455144,
            -276725,
            -325038,
            -114021,
            -578643
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551110400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758913272658,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 31,
            "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)