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Trade: WAVES/USDT/720/PWMA/BBM/5739

Strategy
WAVES/USDT/720/PWMA/BBM/5739
Pair
WAVES_USDT
Interval
12h
Score
531908
Daily Profit
0.183092
Profit Factor
2.562527
Profitability
65.957447
Streak
648.741280
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 20:47
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 656016.7673 460611.9471 195404.8202 2548334.2106 -1075476.1198 3623810.3304
Total P&L (%) 656.0168 460.6119 195.4048 2548.3342 -1075.4761 3623.8103
Avg Daily Profit (%) 0.3317 0.2329 0.0988 0.1658 0 0.1831
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117773 -131414 -104630 -3642117 -3841997 -691075
Profit Factor 2.1352 2.4528 1.7491 1.269 0.8497 2.5625
Total Trades 94 47 47 94 47 47
Winning Trades 58 27 31 58 27 31
Losing Trades 36 20 16 36 20 16
Profitability (%) 61.7021 57.4468 65.9574 61.7021 57.4468 65.9574
Ratio Avg Win / Avg Loss 1.3253 1.8169 0.9028 0.7876 0.6294 1.3226
Largest Winning Trade 130846 130846 43884 1769652 1769652 1370124
Largest Losing Trade -59503 -59503 -41928 -2673040 -2673040 -684968
Avg Bars in Trades 40 42 38 40 42 38
Avg Bars in Winners 45 50 42 45 50 42
Avg Bars in Losers 32 32 32 32 32 32
Bars Traded 3819 1999 1819 3819 1999 1819
Profit Streak 0 0 648.7413 0 0 648.7413
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 499726 490425 -57408 278668 -579731 531908

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758908846628,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 4.46212
        }
    }
}
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": [
        [
            656016.7673360499,
            460611.9471252238,
            195404.8202108261,
            2548334.210607621,
            -1075476.119775206,
            3623810.3303828277
        ],
        [
            656.016767,
            460.611947,
            195.40482,
            2548.334211,
            -1075.47612,
            3623.81033
        ],
        [
            0.33174,
            0.232926,
            0.098814,
            0.165827,
            0,
            0.183092
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117773,
            -131414,
            -104630,
            -3642117,
            -3841997,
            -691075
        ],
        [
            2.135175,
            2.452755,
            1.749141,
            1.268966,
            0.849696,
            2.562527
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            61.702128,
            57.446809,
            65.957447,
            61.702128,
            57.446809,
            65.957447
        ],
        [
            1.325281,
            1.816856,
            0.902782,
            0.787634,
            0.629405,
            1.322595
        ],
        [
            130846,
            130846,
            43884,
            1769652,
            1769652,
            1370124
        ],
        [
            -59503,
            -59503,
            -41928,
            -2673040,
            -2673040,
            -684968
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            45,
            50,
            42,
            45,
            50,
            42
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            3819,
            1999,
            1819,
            3819,
            1999,
            1819
        ],
        [
            0,
            0,
            648.74128,
            0,
            0,
            648.74128
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499726,
            490425,
            -57408,
            278668,
            -579731,
            531908
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552564800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758908846628,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 167,
            "offset": 0,
            "std": 4.46212
        }
    }
}

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)