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Trade: WAVES/USDT/480/PWMA/PWMA/9499

Strategy
WAVES/USDT/480/PWMA/PWMA/9499
Pair
WAVES_USDT
Interval
8h
Score
316984
Daily Profit
0.152621
Profit Factor
1.525326
Profitability
50.943396
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 10:51
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 247585.3205 301732.6605 -54147.3399 -99565.746 -38240.3148 -61325.4312
Total P&L (%) 247.5853 301.7327 -54.1473 -99.5657 -38.2403 -61.3254
Avg Daily Profit (%) 0.1252 0.1526 -0.0274 -0.2748 -0.0244 -0.048
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -146600 -108855 -268007 -108035 -69087 -89805
Profit Factor 1.2056 1.5253 0.9141 0.5918 0.6856 0.4985
Total Trades 213 106 107 213 106 107
Winning Trades 109 54 55 109 54 55
Losing Trades 104 52 52 104 52 52
Profitability (%) 51.1737 50.9434 51.4019 51.1737 50.9434 51.4019
Ratio Avg Win / Avg Loss 1.1503 1.4688 0.8642 0.5646 0.6602 0.4713
Largest Winning Trade 82485 82485 46667 27012 27012 16232
Largest Losing Trade -98703 -71392 -98703 -31837 -20969 -31837
Avg Bars in Trades 27 28 26 27 28 26
Avg Bars in Winners 22 23 22 22 23 22
Avg Bars in Losers 31 32 30 31 32 30
Bars Traded 5786 2968 2818 5786 2968 2818
Profit Streak 491.3271 0 497.6605 491.3271 0 497.6605
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -24193 316984 -580003 -578648 -580649 -580003
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550851200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759305064326,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "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": [
        [
            247585.3205285521,
            301732.6604544311,
            -54147.3399258791,
            -99565.7460437676,
            -38240.3148284481,
            -61325.4312153194
        ],
        [
            247.585321,
            301.73266,
            -54.14734,
            -99.565746,
            -38.240315,
            -61.325431
        ],
        [
            0.125233,
            0.152621,
            -0.027389,
            -0.274751,
            -0.024373,
            -0.04804
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -146600,
            -108855,
            -268007,
            -108035,
            -69087,
            -89805
        ],
        [
            1.205567,
            1.525326,
            0.914056,
            0.591767,
            0.685566,
            0.498476
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            51.173709,
            50.943396,
            51.401869,
            51.173709,
            50.943396,
            51.401869
        ],
        [
            1.150265,
            1.468833,
            0.864199,
            0.564622,
            0.660175,
            0.471286
        ],
        [
            82485,
            82485,
            46667,
            27012,
            27012,
            16232
        ],
        [
            -98703,
            -71392,
            -98703,
            -31837,
            -20969,
            -31837
        ],
        [
            27,
            28,
            26,
            27,
            28,
            26
        ],
        [
            22,
            23,
            22,
            22,
            23,
            22
        ],
        [
            31,
            32,
            30,
            31,
            32,
            30
        ],
        [
            5786,
            2968,
            2818,
            5786,
            2968,
            2818
        ],
        [
            491.327133,
            0,
            497.660467,
            491.327133,
            0,
            497.660467
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24193,
            316984,
            -580003,
            -578648,
            -580649,
            -580003
        ]
    ]
}
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": 1550851200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759305064326,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "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)