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Trade: WAVES/USDT/720/PWMA/PWMA/4708

Strategy
WAVES/USDT/720/PWMA/PWMA/4708
Pair
WAVES_USDT
Interval
12h
Score
421640
Daily Profit
0.165918
Profit Factor
2.043593
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-02 19:29
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 323979.6082 328102.7917 -4123.1835 -27676.7686 1152100.0028 -1179776.7713
Total P&L (%) 323.9796 328.1028 -4.1232 -27.6768 1152.1 -1179.7768
Avg Daily Profit (%) 0.1638 0.1659 -0.0021 -0.0164 0.1279 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272228 -180483 -110692 -2690661 -1633538 -1669280
Profit Factor 1.4831 2.0436 0.9884 0.9955 1.3959 0.6404
Total Trades 90 45 45 90 45 45
Winning Trades 45 24 21 45 24 21
Losing Trades 45 21 24 45 21 24
Profitability (%) 50 53.3333 46.6667 50 53.3333 46.6667
Ratio Avg Win / Avg Loss 1.4831 1.7881 1.1296 0.9955 1.2214 0.7319
Largest Winning Trade 164645 164645 65660 1533764 1533764 747971
Largest Losing Trade -64896 -44008 -64896 -1612901 -820645 -1612901
Avg Bars in Trades 42 39 45 42 39 45
Avg Bars in Winners 57 53 61 57 53 61
Avg Bars in Losers 27 23 31 27 23 31
Bars Traded 3841 1777 2064 3841 1777 2064
Profit Streak 0 0 663.1871 0 0 663.1871
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315181 421640 -579384 -580537 -20701 -581050
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551571200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759422565093,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 22,
            "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": [
        [
            323979.6081843275,
            328102.7916946306,
            -4123.1835103033,
            -27676.7685731942,
            1152100.002766845,
            -1179776.7713400389
        ],
        [
            323.979608,
            328.102792,
            -4.123184,
            -27.676769,
            1152.100003,
            -1179.776771
        ],
        [
            0.163833,
            0.165918,
            -0.002085,
            -0.016384,
            0.12789,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272228,
            -180483,
            -110692,
            -2690661,
            -1633538,
            -1669280
        ],
        [
            1.483118,
            2.043593,
            0.988425,
            0.995529,
            1.395928,
            0.640403
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            50,
            53.333333,
            46.666667,
            50,
            53.333333,
            46.666667
        ],
        [
            1.483118,
            1.788144,
            1.129628,
            0.995529,
            1.221437,
            0.731889
        ],
        [
            164645,
            164645,
            65660,
            1533764,
            1533764,
            747971
        ],
        [
            -64896,
            -44008,
            -64896,
            -1612901,
            -820645,
            -1612901
        ],
        [
            42,
            39,
            45,
            42,
            39,
            45
        ],
        [
            57,
            53,
            61,
            57,
            53,
            61
        ],
        [
            27,
            23,
            31,
            27,
            23,
            31
        ],
        [
            3841,
            1777,
            2064,
            3841,
            1777,
            2064
        ],
        [
            0,
            0,
            663.187096,
            0,
            0,
            663.187096
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315181,
            421640,
            -579384,
            -580537,
            -20701,
            -581050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551571200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759422565093,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 22,
            "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)