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Trade: WAVES/USDT/60/PWMA/DCM/2348

Strategy
WAVES/USDT/60/PWMA/DCM/2348
Pair
WAVES_USDT
Interval
1h
Score
346865
Daily Profit
0.222314
Profit Factor
1.319327
Profitability
49.000000
Streak
503.022856
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-07 14:32
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 128292.8275 72639.2664 55653.5611 98692.6873 76609.4528 22083.2345
Total P&L (%) 128.2928 72.6393 55.6536 98.6927 76.6095 22.0832
Avg Daily Profit (%) 0.2223 0.1259 0.0964 0.119 0.0986 0.0346
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58132 -44832 -46937 -101451 -83900 -78643
Profit Factor 1.3193 1.3685 1.272 1.1709 1.2716 1.0748
Total Trades 200 100 100 200 100 100
Winning Trades 98 47 51 98 47 51
Losing Trades 102 53 49 102 53 49
Profitability (%) 49 47 51 49 47 51
Ratio Avg Win / Avg Loss 1.3732 1.5432 1.2221 1.2187 1.4339 1.0326
Largest Winning Trade 47812 36854 47812 63211 47856 63211
Largest Losing Trade -19709 -12898 -19709 -25837 -22498 -25837
Avg Bars in Trades 67 73 60 67 73 60
Avg Bars in Winners 90 101 79 90 101 79
Avg Bars in Losers 45 48 41 45 48 41
Bars Traded 13422 7325 6098 13422 7325 6098
Profit Streak 503.0229 503.0229 504.5229 503.0229 503.0229 504.5229
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346865 -24245 -64851 -64955 -62301 -290055
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669536000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759836774735,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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": [
        [
            128292.8274968408,
            72639.2664362108,
            55653.56106063,
            98692.6872935173,
            76609.4527957929,
            22083.2344977245
        ],
        [
            128.292827,
            72.639266,
            55.653561,
            98.692687,
            76.609453,
            22.083234
        ],
        [
            0.222314,
            0.125874,
            0.09644,
            0.119047,
            0.098609,
            0.034582
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58132,
            -44832,
            -46937,
            -101451,
            -83900,
            -78643
        ],
        [
            1.319327,
            1.368466,
            1.271985,
            1.170934,
            1.271606,
            1.074779
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            98,
            47,
            51,
            98,
            47,
            51
        ],
        [
            102,
            53,
            49,
            102,
            53,
            49
        ],
        [
            49,
            47,
            51,
            49,
            47,
            51
        ],
        [
            1.373177,
            1.543164,
            1.222103,
            1.218727,
            1.433939,
            1.032631
        ],
        [
            47812,
            36854,
            47812,
            63211,
            47856,
            63211
        ],
        [
            -19709,
            -12898,
            -19709,
            -25837,
            -22498,
            -25837
        ],
        [
            67,
            73,
            60,
            67,
            73,
            60
        ],
        [
            90,
            101,
            79,
            90,
            101,
            79
        ],
        [
            45,
            48,
            41,
            45,
            48,
            41
        ],
        [
            13422,
            7325,
            6098,
            13422,
            7325,
            6098
        ],
        [
            503.022856,
            503.022856,
            504.522856,
            503.022856,
            503.022856,
            504.522856
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346865,
            -24245,
            -64851,
            -64955,
            -62301,
            -290055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669536000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759836774735,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 135,
            "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)