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Trade: WAVES/USDT/60/SINWMA/PWMA/7403

Strategy
WAVES/USDT/60/SINWMA/PWMA/7403
Pair
WAVES_USDT
Interval
1h
Score
384362
Daily Profit
0.333002
Profit Factor
1.447181
Profitability
50.862069
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-04 06:10
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 192168.6622 107120.1973 85048.4649 270267.8852 120795.7367 149472.1485
Total P&L (%) 192.1687 107.1202 85.0485 270.2679 120.7957 149.4721
Avg Daily Profit (%) 0.333 0.1856 0.1474 0.2271 0.1373 0.1585
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56128 -46451 -38990 -163913 -200480 -119747
Profit Factor 1.4472 1.426 1.4771 1.2517 1.1873 1.3488
Total Trades 232 116 116 232 116 116
Winning Trades 118 56 62 118 56 62
Losing Trades 114 60 54 114 60 54
Profitability (%) 50.8621 48.2759 53.4483 50.8621 48.2759 53.4483
Ratio Avg Win / Avg Loss 1.3981 1.5278 1.2865 1.2093 1.2721 1.1748
Largest Winning Trade 42028 42028 30486 102525 102525 96190
Largest Losing Trade -27169 -27169 -14155 -118825 -118825 -45088
Avg Bars in Trades 57 55 59 57 55 59
Avg Bars in Winners 57 62 52 57 62 52
Avg Bars in Losers 57 49 67 57 49 67
Bars Traded 13344 6462 6882 13344 6462 6882
Profit Streak 0 0 490.0487 0 0 490.0487
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384362 293636 189275 308781 -25508 289586
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": 1669446000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759547407115,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "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": [
        [
            192168.6621912391,
            107120.1972868264,
            85048.4649044124,
            270267.8852242328,
            120795.7367450337,
            149472.148479199
        ],
        [
            192.168662,
            107.120197,
            85.048465,
            270.267885,
            120.795737,
            149.472148
        ],
        [
            0.333002,
            0.185625,
            0.147377,
            0.227099,
            0.137349,
            0.15854
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56128,
            -46451,
            -38990,
            -163913,
            -200480,
            -119747
        ],
        [
            1.447181,
            1.42599,
            1.477072,
            1.251747,
            1.187272,
            1.348794
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            118,
            56,
            62,
            118,
            56,
            62
        ],
        [
            114,
            60,
            54,
            114,
            60,
            54
        ],
        [
            50.862069,
            48.275862,
            53.448276,
            50.862069,
            48.275862,
            53.448276
        ],
        [
            1.398124,
            1.527846,
            1.286482,
            1.209315,
            1.272077,
            1.174756
        ],
        [
            42028,
            42028,
            30486,
            102525,
            102525,
            96190
        ],
        [
            -27169,
            -27169,
            -14155,
            -118825,
            -118825,
            -45088
        ],
        [
            57,
            55,
            59,
            57,
            55,
            59
        ],
        [
            57,
            62,
            52,
            57,
            62,
            52
        ],
        [
            57,
            49,
            67,
            57,
            49,
            67
        ],
        [
            13344,
            6462,
            6882,
            13344,
            6462,
            6882
        ],
        [
            0,
            0,
            490.048693,
            0,
            0,
            490.048693
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384362,
            293636,
            189275,
            308781,
            -25508,
            289586
        ]
    ]
}
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": 1669446000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759547407115,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 146,
            "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)