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Trade: WAVES/USDT/360/PWMA/HILO/6345

Strategy
WAVES/USDT/360/PWMA/HILO/6345
Pair
WAVES_USDT
Interval
6h
Score
488255
Daily Profit
0.197534
Profit Factor
2.498294
Profitability
58.695652
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 03:37
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459128.2291 390475.0857 68653.1434 370749.3361 350599.2432 20150.0929
Total P&L (%) 459.1282 390.4751 68.6531 370.7493 350.5992 20.1501
Avg Daily Profit (%) 0.2323 0.1975 0.0347 0.0784 0.0762 0.0093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93357 -102585 -160036 -797031 -764387 -699390
Profit Factor 1.7813 2.4983 1.2099 1.1215 1.2179 1.014
Total Trades 91 46 45 91 46 45
Winning Trades 52 27 25 52 27 25
Losing Trades 39 19 20 39 19 20
Profitability (%) 57.1429 58.6957 55.5556 57.1429 58.6957 55.5556
Ratio Avg Win / Avg Loss 1.336 1.7581 0.9679 0.8411 0.857 0.8112
Largest Winning Trade 148825 148825 66587 432851 362603 432851
Largest Losing Trade -43072 -43072 -41143 -468700 -468700 -203514
Avg Bars in Trades 83 72 95 83 72 95
Avg Bars in Winners 112 96 129 112 96 129
Avg Bars in Losers 46 38 52 46 38 52
Bars Traded 7640 3354 4286 7640 3354 4286
Profit Streak 0 0 666.7759 0 0 666.7759
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407974 488255 -146588 -175671 -92110 -391910
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552089600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711038502,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            459128.2290828015,
            390475.0856619462,
            68653.1434208555,
            370749.3361229718,
            350599.2432434662,
            20150.0928795056
        ],
        [
            459.128229,
            390.475086,
            68.653143,
            370.749336,
            350.599243,
            20.150093
        ],
        [
            0.232264,
            0.197534,
            0.03473,
            0.0784,
            0.076185,
            0.009287
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93357,
            -102585,
            -160036,
            -797031,
            -764387,
            -699390
        ],
        [
            1.781302,
            2.498294,
            1.209928,
            1.121479,
            1.217897,
            1.013965
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            57.142857,
            58.695652,
            55.555556,
            57.142857,
            58.695652,
            55.555556
        ],
        [
            1.335976,
            1.758059,
            0.967942,
            0.841109,
            0.857038,
            0.811172
        ],
        [
            148825,
            148825,
            66587,
            432851,
            362603,
            432851
        ],
        [
            -43072,
            -43072,
            -41143,
            -468700,
            -468700,
            -203514
        ],
        [
            83,
            72,
            95,
            83,
            72,
            95
        ],
        [
            112,
            96,
            129,
            112,
            96,
            129
        ],
        [
            46,
            38,
            52,
            46,
            38,
            52
        ],
        [
            7640,
            3354,
            4286,
            7640,
            3354,
            4286
        ],
        [
            0,
            0,
            666.775908,
            0,
            0,
            666.775909
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407974,
            488255,
            -146588,
            -175671,
            -92110,
            -391910
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552089600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711038502,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)