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Trade: WAVES/USDT/60/PWMA/HMA/3481

Strategy
WAVES/USDT/60/PWMA/HMA/3481
Pair
WAVES_USDT
Interval
1h
Score
316928
Daily Profit
0.291163
Profit Factor
1.620106
Profitability
41.000000
Streak
501.279310
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-07 10:42
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 168024.4527 123135.9614 44888.4913 193311.1636 167428.7094 25882.4542
Total P&L (%) 168.0245 123.136 44.8885 193.3112 167.4287 25.8825
Avg Daily Profit (%) 0.2912 0.2134 0.0778 0.1866 0.1706 0.0399
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51589 -45925 -36565 -221903 -209358 -114053
Profit Factor 1.6201 1.8745 1.3449 1.2261 1.3577 1.0669
Total Trades 100 50 50 100 50 50
Winning Trades 41 19 22 41 19 22
Losing Trades 59 31 28 59 31 28
Profitability (%) 41 38 44 41 38 44
Ratio Avg Win / Avg Loss 2.3314 3.0584 1.7117 1.7644 2.2153 1.3578
Largest Winning Trade 60631 60631 24027 172549 172549 62632
Largest Losing Trade -16702 -16702 -13678 -73618 -73618 -46284
Avg Bars in Trades 129 132 125 129 132 125
Avg Bars in Winners 200 228 177 200 228 177
Avg Bars in Losers 79 74 84 79 74 84
Bars Traded 12911 6648 6262 12911 6648 6262
Profit Streak 501.2793 501.2793 509.5293 501.2793 501.2793 509.5293
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316928 -173234 -271604 201108 -175610 -472249
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669554000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759822932416,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "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": [
        [
            168024.4527002166,
            123135.9613577322,
            44888.4913424844,
            193311.1636470835,
            167428.7094101906,
            25882.454236893
        ],
        [
            168.024453,
            123.135961,
            44.888491,
            193.311164,
            167.428709,
            25.882454
        ],
        [
            0.291163,
            0.213378,
            0.077786,
            0.186641,
            0.170604,
            0.039895
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51589,
            -45925,
            -36565,
            -221903,
            -209358,
            -114053
        ],
        [
            1.620106,
            1.874489,
            1.344893,
            1.226083,
            1.357739,
            1.066875
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            41,
            38,
            44,
            41,
            38,
            44
        ],
        [
            2.331372,
            3.058377,
            1.711683,
            1.764363,
            2.215259,
            1.357841
        ],
        [
            60631,
            60631,
            24027,
            172549,
            172549,
            62632
        ],
        [
            -16702,
            -16702,
            -13678,
            -73618,
            -73618,
            -46284
        ],
        [
            129,
            132,
            125,
            129,
            132,
            125
        ],
        [
            200,
            228,
            177,
            200,
            228,
            177
        ],
        [
            79,
            74,
            84,
            79,
            74,
            84
        ],
        [
            12911,
            6648,
            6262,
            12911,
            6648,
            6262
        ],
        [
            501.27931,
            501.27931,
            509.52931,
            501.27931,
            501.27931,
            509.52931
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316928,
            -173234,
            -271604,
            201108,
            -175610,
            -472249
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669554000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759822932416,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "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)