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Trade: WAVES/USDT/360/MIDPRICE/SINWMA/5987

Strategy
WAVES/USDT/360/MIDPRICE/SINWMA/5987
Pair
WAVES_USDT
Interval
6h
Score
441892
Daily Profit
0.227922
Profit Factor
1.589657
Profitability
68.292683
Streak
885.672819
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 19:08
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5286.8742 215417.8866 -210131.0124 27847718.7239 8904588.9127 18943129.8113
Total P&L (%) 5.2869 215.4179 -210.131 27847.7187 8904.5889 18943.1298
Avg Daily Profit (%) 0.0027 0.109 -0.1063 0.2854 0.2279 0.2659
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -578792 -33105 -604993 -38799766 -6911450 -40554742
Profit Factor 1.0065 3.4338 0.7111 1.4 1.5897 1.3474
Total Trades 82 41 41 82 41 41
Winning Trades 59 29 30 59 28 31
Losing Trades 23 12 11 23 13 10
Profitability (%) 71.9512 70.7317 73.1707 71.9512 68.2927 75.6098
Ratio Avg Win / Avg Loss 0.3924 1.4209 0.2607 0.5457 0.7381 0.4347
Largest Winning Trade 65403 65403 50315 13956543 5108122 13956543
Largest Losing Trade -381036 -22251 -381036 -33869577 -5440867 -33869577
Avg Bars in Trades 92 41 143 92 41 143
Avg Bars in Winners 73 38 108 89 35 137
Avg Bars in Losers 140 48 241 101 52 164
Bars Traded 7582 1683 5899 7582 1683 5899
Profit Streak 669.4228 885.6728 669.4228 669.4228 885.6728 669.4228
Trades During Streak 4 8 2 4 8 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -574389 -37921 -576781 125608 441892 418352
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1553018400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759766931540,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "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": [
        [
            5286.8742387783,
            215417.8866365534,
            -210131.0123977753,
            27847718.723947085,
            8904588.912692493,
            18943129.811254576
        ],
        [
            5.286874,
            215.417887,
            -210.131012,
            27847.718724,
            8904.588913,
            18943.129811
        ],
        [
            0.002675,
            0.108976,
            -0.106301,
            0.285365,
            0.227922,
            0.265905
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -578792,
            -33105,
            -604993,
            -38799766,
            -6911450,
            -40554742
        ],
        [
            1.00648,
            3.433824,
            0.711099,
            1.399958,
            1.589657,
            1.347419
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            59,
            29,
            30,
            59,
            28,
            31
        ],
        [
            23,
            12,
            11,
            23,
            13,
            10
        ],
        [
            71.95122,
            70.731707,
            73.170732,
            71.95122,
            68.292683,
            75.609756
        ],
        [
            0.392357,
            1.420893,
            0.260736,
            0.545746,
            0.738055,
            0.434651
        ],
        [
            65403,
            65403,
            50315,
            13956543,
            5108122,
            13956543
        ],
        [
            -381036,
            -22251,
            -381036,
            -33869577,
            -5440867,
            -33869577
        ],
        [
            92,
            41,
            143,
            92,
            41,
            143
        ],
        [
            73,
            38,
            108,
            89,
            35,
            137
        ],
        [
            140,
            48,
            241,
            101,
            52,
            164
        ],
        [
            7582,
            1683,
            5899,
            7582,
            1683,
            5899
        ],
        [
            669.422819,
            885.672819,
            669.422819,
            669.422819,
            885.672819,
            669.422819
        ],
        [
            4,
            8,
            2,
            4,
            8,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -574389,
            -37921,
            -576781,
            125608,
            441892,
            418352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1553018400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759766931540,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "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)