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Trade: WAVES/USDT/480/WMA/BBM/2588

Strategy
WAVES/USDT/480/WMA/BBM/2588
Pair
WAVES_USDT
Interval
8h
Score
381067
Daily Profit
0.159786
Profit Factor
2.346464
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 22:17
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 283998.1917 315897.7878 -31899.5961 -26002.3696 401922.0554 -427924.425
Total P&L (%) 283.9982 315.8978 -31.8996 -26.0024 401.9221 -427.9244
Avg Daily Profit (%) 0.1437 0.1598 -0.0161 -0.0152 0.0816 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153032 -112090 -206140 -449836 -218083 -598696
Profit Factor 1.4626 2.3465 0.9159 0.9784 2.0216 0.4717
Total Trades 68 34 34 68 34 34
Winning Trades 31 16 15 31 16 15
Losing Trades 37 18 19 37 18 19
Profitability (%) 45.5882 47.0588 44.1176 45.5882 47.0588 44.1176
Ratio Avg Win / Avg Loss 1.7457 2.6398 1.1601 1.1678 2.2743 0.5975
Largest Winning Trade 149720 149720 65948 289722 289722 115289
Largest Losing Trade -56931 -42617 -56931 -279142 -124316 -279142
Avg Bars in Trades 84 74 94 84 74 94
Avg Bars in Winners 125 99 152 125 99 152
Avg Bars in Losers 50 52 48 50 52 48
Bars Traded 5752 2535 3217 5752 2535 3217
Profit Streak 0 0 672.1373 0 0 672.1373
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -114576 381067 -580458 -694604 -81278 -582125
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550851200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759864659008,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 2.90881
        }
    }
}
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": [
        [
            283998.1916921134,
            315897.7878210609,
            -31899.5961289477,
            -26002.3695649668,
            401922.0554032464,
            -427924.4249682129
        ],
        [
            283.998192,
            315.897788,
            -31.899596,
            -26.00237,
            401.922055,
            -427.924425
        ],
        [
            0.143651,
            0.159786,
            -0.016135,
            -0.015231,
            0.081635,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153032,
            -112090,
            -206140,
            -449836,
            -218083,
            -598696
        ],
        [
            1.46262,
            2.346464,
            0.915894,
            0.978394,
            2.021606,
            0.471731
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            45.588235,
            47.058824,
            44.117647,
            45.588235,
            47.058824,
            44.117647
        ],
        [
            1.745708,
            2.639772,
            1.160132,
            1.16776,
            2.274307,
            0.597526
        ],
        [
            149720,
            149720,
            65948,
            289722,
            289722,
            115289
        ],
        [
            -56931,
            -42617,
            -56931,
            -279142,
            -124316,
            -279142
        ],
        [
            84,
            74,
            94,
            84,
            74,
            94
        ],
        [
            125,
            99,
            152,
            125,
            99,
            152
        ],
        [
            50,
            52,
            48,
            50,
            52,
            48
        ],
        [
            5752,
            2535,
            3217,
            5752,
            2535,
            3217
        ],
        [
            0,
            0,
            672.137257,
            0,
            0,
            672.137257
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -114576,
            381067,
            -580458,
            -694604,
            -81278,
            -582125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550851200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759864659008,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 2.90881
        }
    }
}

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)