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Trade: WAVES/USDT/60/WMA/SINWMA/6443

Strategy
WAVES/USDT/60/WMA/SINWMA/6443
Pair
WAVES_USDT
Interval
1h
Score
374643
Daily Profit
0.343335
Profit Factor
1.431347
Profitability
50.253807
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-08 07:38
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 198131.7525 116319.6611 81812.0914 273935.9078 97639.4586 176296.4492
Total P&L (%) 198.1318 116.3197 81.8121 273.9359 97.6395 176.2964
Avg Daily Profit (%) 0.3433 0.2016 0.1418 0.2288 0.1181 0.1763
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70079 -56097 -54477 -195977 -273389 -67150
Profit Factor 1.4313 1.4581 1.3983 1.2552 1.1485 1.4238
Total Trades 197 99 98 197 99 98
Winning Trades 99 46 53 99 46 53
Losing Trades 98 53 45 98 53 45
Profitability (%) 50.2538 46.4646 54.0816 50.2538 46.4646 54.0816
Ratio Avg Win / Avg Loss 1.4169 1.68 1.1872 1.2426 1.3233 1.2089
Largest Winning Trade 38506 38506 25382 109331 109331 83636
Largest Losing Trade -20775 -19052 -20775 -88013 -88013 -36099
Avg Bars in Trades 67 67 67 67 67 67
Avg Bars in Winners 62 68 57 62 68 57
Avg Bars in Losers 73 67 80 73 67 80
Bars Traded 13378 6716 6662 13378 6716 6662
Profit Streak 0 0 498.6933 0 0 498.6933
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374643 278653 -2666 300660 -94497 312813
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": 1669280400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759898298393,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "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": [
        [
            198131.752489521,
            116319.6610840125,
            81812.0914055085,
            273935.9077659479,
            97639.4586003626,
            176296.4491655852
        ],
        [
            198.131752,
            116.319661,
            81.812091,
            273.935908,
            97.639459,
            176.296449
        ],
        [
            0.343335,
            0.201566,
            0.141769,
            0.228811,
            0.118125,
            0.176267
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70079,
            -56097,
            -54477,
            -195977,
            -273389,
            -67150
        ],
        [
            1.431347,
            1.458114,
            1.398261,
            1.255232,
            1.148538,
            1.423846
        ],
        [
            197,
            99,
            98,
            197,
            99,
            98
        ],
        [
            99,
            46,
            53,
            99,
            46,
            53
        ],
        [
            98,
            53,
            45,
            98,
            53,
            45
        ],
        [
            50.253807,
            46.464646,
            54.081633,
            50.253807,
            46.464646,
            54.081633
        ],
        [
            1.416889,
            1.680001,
            1.187203,
            1.242553,
            1.323315,
            1.208926
        ],
        [
            38506,
            38506,
            25382,
            109331,
            109331,
            83636
        ],
        [
            -20775,
            -19052,
            -20775,
            -88013,
            -88013,
            -36099
        ],
        [
            67,
            67,
            67,
            67,
            67,
            67
        ],
        [
            62,
            68,
            57,
            62,
            68,
            57
        ],
        [
            73,
            67,
            80,
            73,
            67,
            80
        ],
        [
            13378,
            6716,
            6662,
            13378,
            6716,
            6662
        ],
        [
            0,
            0,
            498.693268,
            0,
            0,
            498.693268
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374643,
            278653,
            -2666,
            300660,
            -94497,
            312813
        ]
    ]
}
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": 1669280400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759898298393,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "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)