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Trade: WAVES/USDT/120/SINWMA/RMA/7965

Strategy
WAVES/USDT/120/SINWMA/RMA/7965
Pair
WAVES_USDT
Interval
2h
Score
405341
Daily Profit
0.305133
Profit Factor
2.428789
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 01:43
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 525230.6094 493705.0277 31525.5817 500048.6265 496189.5069 3859.1197
Total P&L (%) 525.2306 493.705 31.5256 500.0486 496.1895 3.8591
Avg Daily Profit (%) 0.3246 0.3051 0.0195 0.1108 0.1104 0.0023
Buy And Hold Return (%) 23.3945 23.3945 23.3945 23.3945 23.3945 23.3945
Max Trade Drawdown -94758 -95081 -114051 -1041053 -991042 -642053
Profit Factor 1.7318 2.4288 1.0847 1.109 1.2125 1.0017
Total Trades 97 49 48 97 49 48
Winning Trades 43 22 21 43 22 21
Losing Trades 54 27 27 54 27 27
Profitability (%) 44.3299 44.898 43.75 44.3299 44.898 43.75
Ratio Avg Win / Avg Loss 2.1748 2.9808 1.3946 1.3927 1.4881 1.2879
Largest Winning Trade 129393 129393 66189 570804 486437 570804
Largest Losing Trade -58091 -39425 -58091 -565041 -565041 -534979
Avg Bars in Trades 195 196 193 195 196 193
Avg Bars in Winners 316 319 313 316 319 313
Avg Bars in Losers 98 96 101 98 96 101
Bars Traded 18949 9645 9304 18949 9645 9304
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 375801 405341 -354165 -147235 -47936 -576448
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759704225854,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 82,
            "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": [
        [
            525230.6094433413,
            493705.0277464034,
            31525.5816969378,
            500048.6265457419,
            496189.5068766531,
            3859.1196690891
        ],
        [
            525.230609,
            493.705028,
            31.525582,
            500.048627,
            496.189507,
            3.85912
        ],
        [
            0.324617,
            0.305133,
            0.019484,
            0.110806,
            0.110406,
            0.00234
        ],
        [
            23.394495,
            23.394495,
            23.394495,
            23.394495,
            23.394495,
            23.394495
        ],
        [
            -94758,
            -95081,
            -114051,
            -1041053,
            -991042,
            -642053
        ],
        [
            1.731814,
            2.428789,
            1.084707,
            1.108988,
            1.212532,
            1.001713
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            44.329897,
            44.897959,
            43.75,
            44.329897,
            44.897959,
            43.75
        ],
        [
            2.174836,
            2.980787,
            1.394624,
            1.392682,
            1.488108,
            1.287916
        ],
        [
            129393,
            129393,
            66189,
            570804,
            486437,
            570804
        ],
        [
            -58091,
            -39425,
            -58091,
            -565041,
            -565041,
            -534979
        ],
        [
            195,
            196,
            193,
            195,
            196,
            193
        ],
        [
            316,
            319,
            313,
            316,
            319,
            313
        ],
        [
            98,
            96,
            101,
            98,
            96,
            101
        ],
        [
            18949,
            9645,
            9304,
            18949,
            9645,
            9304
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            375801,
            405341,
            -354165,
            -147235,
            -47936,
            -576448
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759704225854,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 82,
            "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)