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Trade: WAVES/USDT/240/WMA/PWMA/2122

Strategy
WAVES/USDT/240/WMA/PWMA/2122
Pair
WAVES_USDT
Interval
4h
Score
441654
Daily Profit
0.371762
Profit Factor
1.999766
Profitability
45.029240
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 05:48
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 734602.4941 577799.1069 156803.3872 2655842.0951 1744287.8652 911554.23
Total P&L (%) 734.6025 577.7991 156.8034 2655.8421 1744.2879 911.5542
Avg Daily Profit (%) 0.3718 0.2924 0.0794 0.168 0.1476 0.1172
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -137640 -131020 -78577 -4376164 -3966055 -2198873
Profit Factor 1.9998 2.4301 1.4741 1.1656 1.1861 1.1368
Total Trades 171 86 85 171 86 85
Winning Trades 77 38 39 77 38 39
Losing Trades 94 48 46 94 48 46
Profitability (%) 45.0292 44.186 45.8824 45.0292 44.186 45.8824
Ratio Avg Win / Avg Loss 2.4413 3.0696 1.7387 1.4229 1.4982 1.3408
Largest Winning Trade 204733 204733 66663 2166128 1852506 2166128
Largest Losing Trade -40292 -37332 -40292 -2021724 -2021724 -1264019
Avg Bars in Trades 67 60 74 67 60 74
Avg Bars in Winners 104 95 112 104 95 112
Avg Bars in Losers 37 33 41 37 33 41
Bars Traded 11556 5237 6319 11556 5237 6319
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 441654 391416 -86670 -31641 -14006 -108129
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550635200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759459692302,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "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": [
        [
            734602.4941147957,
            577799.1068853971,
            156803.3872293991,
            2655842.0951202274,
            1744287.8651566703,
            911554.2299635577
        ],
        [
            734.602494,
            577.799107,
            156.803387,
            2655.842095,
            1744.287865,
            911.55423
        ],
        [
            0.371762,
            0.292408,
            0.079354,
            0.16797,
            0.147613,
            0.117178
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -137640,
            -131020,
            -78577,
            -4376164,
            -3966055,
            -2198873
        ],
        [
            1.999766,
            2.430077,
            1.474098,
            1.165599,
            1.186071,
            1.136798
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            45.02924,
            44.186047,
            45.882353,
            45.02924,
            44.186047,
            45.882353
        ],
        [
            2.441273,
            3.06957,
            1.738679,
            1.422939,
            1.498196,
            1.340838
        ],
        [
            204733,
            204733,
            66663,
            2166128,
            1852506,
            2166128
        ],
        [
            -40292,
            -37332,
            -40292,
            -2021724,
            -2021724,
            -1264019
        ],
        [
            67,
            60,
            74,
            67,
            60,
            74
        ],
        [
            104,
            95,
            112,
            104,
            95,
            112
        ],
        [
            37,
            33,
            41,
            37,
            33,
            41
        ],
        [
            11556,
            5237,
            6319,
            11556,
            5237,
            6319
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441654,
            391416,
            -86670,
            -31641,
            -14006,
            -108129
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550635200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759459692302,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 23,
            "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)