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Trade: WAVES/USDT/240/SINWMA/SINWMA/4443

Strategy
WAVES/USDT/240/SINWMA/SINWMA/4443
Pair
WAVES_USDT
Interval
4h
Score
438530
Daily Profit
0.294790
Profit Factor
3.342298
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 23:09
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 713912.3244 582504.1259 131408.1985 2498449.4247 1154477.5276 1343971.8971
Total P&L (%) 713.9123 582.5041 131.4082 2498.4494 1154.4775 1343.9719
Avg Daily Profit (%) 0.3613 0.2948 0.0665 0.165 0.1281 0.1352
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109615 -91085 -83294 -3568817 -2900321 -1552997
Profit Factor 2.4097 3.3423 1.5098 1.2394 1.1969 1.2938
Total Trades 76 38 38 76 38 38
Winning Trades 32 16 16 32 16 16
Losing Trades 44 22 22 44 22 22
Profitability (%) 42.1053 42.1053 42.1053 42.1053 42.1053 42.1053
Ratio Avg Win / Avg Loss 3.3133 4.5957 2.076 1.7041 1.6457 1.7789
Largest Winning Trade 163781 163781 67165 1857051 1602107 1857051
Largest Losing Trade -50345 -39425 -50345 -1822233 -1822233 -1327970
Avg Bars in Trades 151 133 170 151 133 170
Avg Bars in Winners 268 224 313 268 224 313
Avg Bars in Losers 66 66 65 66 66 65
Bars Traded 11519 5054 6464 11519 5054 6464
Profit Streak 0 0 717.6734 0 0 717.6734
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42840 438530 -103760 -48284 -27503 -13050
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551038400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760040584493,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 17,
            "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": [
        [
            713912.3243644248,
            582504.1259142496,
            131408.1984501752,
            2498449.4247083594,
            1154477.527597394,
            1343971.8971109642
        ],
        [
            713.912324,
            582.504126,
            131.408198,
            2498.449425,
            1154.477528,
            1343.971897
        ],
        [
            0.361292,
            0.29479,
            0.066502,
            0.164989,
            0.128083,
            0.135212
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109615,
            -91085,
            -83294,
            -3568817,
            -2900321,
            -1552997
        ],
        [
            2.409678,
            3.342298,
            1.509834,
            1.239351,
            1.196893,
            1.293766
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            42.105263,
            42.105263,
            42.105263,
            42.105263,
            42.105263,
            42.105263
        ],
        [
            3.313308,
            4.59566,
            2.076021,
            1.704107,
            1.645728,
            1.778928
        ],
        [
            163781,
            163781,
            67165,
            1857051,
            1602107,
            1857051
        ],
        [
            -50345,
            -39425,
            -50345,
            -1822233,
            -1822233,
            -1327970
        ],
        [
            151,
            133,
            170,
            151,
            133,
            170
        ],
        [
            268,
            224,
            313,
            268,
            224,
            313
        ],
        [
            66,
            66,
            65,
            66,
            66,
            65
        ],
        [
            11519,
            5054,
            6464,
            11519,
            5054,
            6464
        ],
        [
            0,
            0,
            717.673432,
            0,
            0,
            717.673432
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42840,
            438530,
            -103760,
            -48284,
            -27503,
            -13050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551038400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760040584493,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 17,
            "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)