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Trade: WAVES/USDT/240/PWMA/HILO/6331

Strategy
WAVES/USDT/240/PWMA/HILO/6331
Pair
WAVES_USDT
Interval
4h
Score
402847
Daily Profit
0.257759
Profit Factor
1.575478
Profitability
47.239264
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-30 16:44
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 509331.2154 444469.2656 64861.9498 330114.1403 -156257.2883 486371.4286
Total P&L (%) 509.3312 444.4693 64.862 330.1141 -156.2573 486.3714
Avg Daily Profit (%) 0.2578 0.2249 0.0328 0.0739 0 0.0896
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164927 -136028 -97344 -2324242 -1772920 -600096
Profit Factor 1.5755 2.0312 1.1429 1.0568 0.9529 1.195
Total Trades 163 82 81 163 82 81
Winning Trades 77 35 42 77 35 42
Losing Trades 86 47 39 86 47 39
Profitability (%) 47.2393 42.6829 51.8519 47.2393 42.6829 51.8519
Ratio Avg Win / Avg Loss 1.7596 2.7277 1.0612 1.1803 1.2796 1.1096
Largest Winning Trade 134514 134514 66299 1024918 886708 1024918
Largest Losing Trade -49682 -49682 -38757 -1277243 -1277243 -427046
Avg Bars in Trades 70 64 77 70 64 77
Avg Bars in Winners 101 93 107 101 93 107
Avg Bars in Losers 43 42 45 43 42 45
Bars Traded 11555 5273 6282 11555 5273 6282
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 402847 158078 -224492 -252584 -586414 -91183
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759239873216,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            509331.2154079621,
            444469.2655606137,
            64861.9498473489,
            330114.1403068382,
            -156257.2883326801,
            486371.4286395188
        ],
        [
            509.331215,
            444.469266,
            64.86195,
            330.11414,
            -156.257288,
            486.371429
        ],
        [
            0.257759,
            0.224934,
            0.032825,
            0.073857,
            0,
            0.089553
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164927,
            -136028,
            -97344,
            -2324242,
            -1772920,
            -600096
        ],
        [
            1.575478,
            2.031247,
            1.14285,
            1.056812,
            0.952877,
            1.194967
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            77,
            35,
            42,
            77,
            35,
            42
        ],
        [
            86,
            47,
            39,
            86,
            47,
            39
        ],
        [
            47.239264,
            42.682927,
            51.851852,
            47.239264,
            42.682927,
            51.851852
        ],
        [
            1.759625,
            2.727675,
            1.061218,
            1.180336,
            1.279578,
            1.109612
        ],
        [
            134514,
            134514,
            66299,
            1024918,
            886708,
            1024918
        ],
        [
            -49682,
            -49682,
            -38757,
            -1277243,
            -1277243,
            -427046
        ],
        [
            70,
            64,
            77,
            70,
            64,
            77
        ],
        [
            101,
            93,
            107,
            101,
            93,
            107
        ],
        [
            43,
            42,
            45,
            43,
            42,
            45
        ],
        [
            11555,
            5273,
            6282,
            11555,
            5273,
            6282
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402847,
            158078,
            -224492,
            -252584,
            -586414,
            -91183
        ]
    ]
}
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": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759239873216,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)