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Trade: WAVES/USDT/720/SINWMA/SINWMA/4961

Strategy
WAVES/USDT/720/SINWMA/SINWMA/4961
Pair
WAVES_USDT
Interval
12h
Score
449538
Daily Profit
0.178884
Profit Factor
2.554897
Profitability
51.428571
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-05 10:34
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 409325.4014 353743.0577 55582.3438 237198.627 387445.2516 -150246.6246
Total P&L (%) 409.3254 353.7431 55.5823 237.1986 387.4453 -150.2466
Avg Daily Profit (%) 0.207 0.1789 0.0281 0.0615 0.0801 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115560 -93147 -85851 -1380753 -1284896 -904656
Profit Factor 1.7628 2.5549 1.1798 1.0503 1.1844 0.9426
Total Trades 70 35 35 70 35 35
Winning Trades 33 18 15 33 18 15
Losing Trades 37 17 20 37 17 20
Profitability (%) 47.1429 51.4286 42.8571 47.1429 51.4286 42.8571
Ratio Avg Win / Avg Loss 1.9765 2.413 1.5731 1.1776 1.1186 1.2568
Largest Winning Trade 151559 151559 66408 671723 461099 671723
Largest Losing Trade -45490 -42999 -45490 -717501 -470847 -717501
Avg Bars in Trades 55 51 59 55 51 59
Avg Bars in Winners 84 74 96 84 74 96
Avg Bars in Losers 29 27 30 29 27 30
Bars Traded 3877 1808 2069 3877 1808 2069
Profit Streak 0 0 664.3158 0 0 664.3158
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88865 449538 -179726 -375941 -103423 -580941
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": 1550059200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759649688757,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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": [
        [
            409325.4014124583,
            353743.0576514218,
            55582.3437610367,
            237198.6270028531,
            387445.251578639,
            -150246.6245757856
        ],
        [
            409.325401,
            353.743058,
            55.582344,
            237.198627,
            387.445252,
            -150.246625
        ],
        [
            0.206991,
            0.178884,
            0.028107,
            0.061485,
            0.080134,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115560,
            -93147,
            -85851,
            -1380753,
            -1284896,
            -904656
        ],
        [
            1.762828,
            2.554897,
            1.179828,
            1.050273,
            1.184445,
            0.942602
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            47.142857,
            51.428571,
            42.857143,
            47.142857,
            51.428571,
            42.857143
        ],
        [
            1.976504,
            2.412959,
            1.573103,
            1.177579,
            1.118642,
            1.256802
        ],
        [
            151559,
            151559,
            66408,
            671723,
            461099,
            671723
        ],
        [
            -45490,
            -42999,
            -45490,
            -717501,
            -470847,
            -717501
        ],
        [
            55,
            51,
            59,
            55,
            51,
            59
        ],
        [
            84,
            74,
            96,
            84,
            74,
            96
        ],
        [
            29,
            27,
            30,
            29,
            27,
            30
        ],
        [
            3877,
            1808,
            2069,
            3877,
            1808,
            2069
        ],
        [
            0,
            0,
            664.315842,
            0,
            0,
            664.315842
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88865,
            449538,
            -179726,
            -375941,
            -103423,
            -580941
        ]
    ]
}
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": 1550059200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759649688757,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 49,
            "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)