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Trade: WAVES/USDT/240/EMA/PWMA/5637

Strategy
WAVES/USDT/240/EMA/PWMA/5637
Pair
WAVES_USDT
Interval
4h
Score
422005
Daily Profit
0.249529
Profit Factor
1.760807
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-07 21:02
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 493068.838 400709.328 92359.51 536338.2974 430180.1262 106158.1712
Total P&L (%) 493.0688 400.7093 92.3595 536.3383 430.1801 106.1582
Avg Daily Profit (%) 0.2495 0.2028 0.0467 0.0937 0.0845 0.0366
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134255 -62157 -187366 -413609 -292383 -555032
Profit Factor 1.7608 2.2917 1.2734 1.2657 1.4153 1.108
Total Trades 128 64 64 128 64 64
Winning Trades 64 34 30 64 34 30
Losing Trades 64 30 34 64 30 34
Profitability (%) 50 53.125 46.875 50 53.125 46.875
Ratio Avg Win / Avg Loss 1.7608 2.0221 1.4431 1.2657 1.2488 1.2558
Largest Winning Trade 194188 194188 77314 280373 280373 196909
Largest Losing Trade -42613 -42613 -28471 -192699 -192699 -141923
Avg Bars in Trades 90 76 103 90 76 103
Avg Bars in Winners 116 82 154 116 82 154
Avg Bars in Losers 63 69 59 63 69 59
Bars Traded 11540 4896 6644 11540 4896 6644
Profit Streak 0 0 585.4184 0 0 585.4184
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422005 -126767 -269625 -67247 -218191 -384736
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551326400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759860153811,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "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": [
        [
            493068.8379829564,
            400709.3280067497,
            92359.5099762067,
            536338.2973750813,
            430180.1262124168,
            106158.1711626644
        ],
        [
            493.068838,
            400.709328,
            92.35951,
            536.338297,
            430.180126,
            106.158171
        ],
        [
            0.249529,
            0.202788,
            0.046741,
            0.093696,
            0.084451,
            0.03662
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134255,
            -62157,
            -187366,
            -413609,
            -292383,
            -555032
        ],
        [
            1.760807,
            2.291749,
            1.27335,
            1.265713,
            1.415308,
            1.108029
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            50,
            53.125,
            46.875,
            50,
            53.125,
            46.875
        ],
        [
            1.760807,
            2.022131,
            1.44313,
            1.265713,
            1.248801,
            1.255766
        ],
        [
            194188,
            194188,
            77314,
            280373,
            280373,
            196909
        ],
        [
            -42613,
            -42613,
            -28471,
            -192699,
            -192699,
            -141923
        ],
        [
            90,
            76,
            103,
            90,
            76,
            103
        ],
        [
            116,
            82,
            154,
            116,
            82,
            154
        ],
        [
            63,
            69,
            59,
            63,
            69,
            59
        ],
        [
            11540,
            4896,
            6644,
            11540,
            4896,
            6644
        ],
        [
            0,
            0,
            585.418447,
            0,
            0,
            585.418447
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422005,
            -126767,
            -269625,
            -67247,
            -218191,
            -384736
        ]
    ]
}
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": 1551326400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759860153811,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 84,
            "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)