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Trade: WAVES/USDT/360/SINWMA/SINWMA/9915

Strategy
WAVES/USDT/360/SINWMA/SINWMA/9915
Pair
WAVES_USDT
Interval
6h
Score
553712
Daily Profit
0.189585
Profit Factor
3.275050
Profitability
62.500000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 20:02
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 476762.6973 374762.0117 102000.6855 791477.0929 -95767.4946 887244.5874
Total P&L (%) 476.7627 374.762 102.0007 791.4771 -95.7675 887.2446
Avg Daily Profit (%) 0.2412 0.1896 0.0516 0.1107 -0.1599 0.1159
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98424 -47431 -168017 -966971 -664424 -550651
Profit Factor 2.0623 3.2751 1.3591 1.315 0.9355 1.8634
Total Trades 63 32 31 63 32 31
Winning Trades 34 20 14 34 20 14
Losing Trades 29 12 17 29 12 17
Profitability (%) 53.9683 62.5 45.1613 53.9683 62.5 45.1613
Ratio Avg Win / Avg Loss 1.759 1.965 1.6503 1.1216 0.5613 2.2627
Largest Winning Trade 114421 114421 68092 382706 342293 382706
Largest Losing Trade -48893 -42703 -48893 -664424 -664424 -485786
Avg Bars in Trades 122 110 133 122 110 133
Avg Bars in Winners 165 138 205 165 138 205
Avg Bars in Losers 70 64 75 70 64 75
Bars Traded 7692 3541 4151 7692 3541 4151
Profit Streak 0 0 707.4601 0 0 707.4601
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138591 553712 -123040 -195055 -579190 -34908
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": 1550642400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759770155405,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "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": [
        [
            476762.6972698157,
            374762.0117263413,
            102000.6855434747,
            791477.0928687186,
            -95767.4945714115,
            887244.5874401302
        ],
        [
            476.762697,
            374.762012,
            102.000686,
            791.477093,
            -95.767495,
            887.244587
        ],
        [
            0.241185,
            0.189585,
            0.0516,
            0.110733,
            -0.159851,
            0.115901
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98424,
            -47431,
            -168017,
            -966971,
            -664424,
            -550651
        ],
        [
            2.062289,
            3.27505,
            1.359056,
            1.314958,
            0.935527,
            1.86343
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            53.968254,
            62.5,
            45.16129,
            53.968254,
            62.5,
            45.16129
        ],
        [
            1.759011,
            1.96503,
            1.650282,
            1.121582,
            0.561316,
            2.262737
        ],
        [
            114421,
            114421,
            68092,
            382706,
            342293,
            382706
        ],
        [
            -48893,
            -42703,
            -48893,
            -664424,
            -664424,
            -485786
        ],
        [
            122,
            110,
            133,
            122,
            110,
            133
        ],
        [
            165,
            138,
            205,
            165,
            138,
            205
        ],
        [
            70,
            64,
            75,
            70,
            64,
            75
        ],
        [
            7692,
            3541,
            4151,
            7692,
            3541,
            4151
        ],
        [
            0,
            0,
            707.460132,
            0,
            0,
            707.460132
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138591,
            553712,
            -123040,
            -195055,
            -579190,
            -34908
        ]
    ]
}
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": 1550642400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759770155405,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "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)