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Trade: WAVES/USDT/480/PWMA/BBL/1366

Strategy
WAVES/USDT/480/PWMA/BBL/1366
Pair
WAVES_USDT
Interval
8h
Score
365067
Daily Profit
0.271557
Profit Factor
1.699460
Profitability
44.715447
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-30 18:39
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 536867.4385 505016.3709 31851.0675 -52941.2014 1266484.1145 -1319425.316
Total P&L (%) 536.8674 505.0164 31.8511 -52.9412 1266.4841 -1319.4253
Avg Daily Profit (%) 0.2716 0.2554 0.0161 -0.0381 0.1324 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202146 -123207 -195639 -1706976 -311429 -1542822
Profit Factor 1.6995 2.5419 1.0724 0.9783 2.9529 0.2619
Total Trades 123 62 61 123 62 61
Winning Trades 55 25 30 55 25 30
Losing Trades 68 37 31 68 37 31
Profitability (%) 44.7154 40.3226 49.1803 44.7154 40.3226 49.1803
Ratio Avg Win / Avg Loss 2.1012 3.762 1.1081 1.2095 4.3703 0.2707
Largest Winning Trade 181695 181695 67069 896490 896490 105563
Largest Losing Trade -89391 -52295 -89391 -699915 -311429 -699915
Avg Bars in Trades 46 33 60 46 33 60
Avg Bars in Winners 73 58 86 73 58 86
Avg Bars in Losers 25 17 34 25 17 34
Bars Traded 5777 2099 3678 5777 2099 3678
Profit Streak 0 0 663.9857 0 0 663.9857
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 365067 -144863 -475842 -580840 -168505 -741445
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550764800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759246768227,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 1.52011
        }
    }
}
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": [
        [
            536867.4384636773,
            505016.3709369552,
            31851.0675267222,
            -52941.2014260419,
            1266484.114525751,
            -1319425.3159517928
        ],
        [
            536.867438,
            505.016371,
            31.851068,
            -52.941201,
            1266.484115,
            -1319.425316
        ],
        [
            0.271557,
            0.255446,
            0.016111,
            -0.03812,
            0.13235,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202146,
            -123207,
            -195639,
            -1706976,
            -311429,
            -1542822
        ],
        [
            1.69946,
            2.541916,
            1.072385,
            0.978269,
            2.95292,
            0.261935
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            44.715447,
            40.322581,
            49.180328,
            44.715447,
            40.322581,
            49.180328
        ],
        [
            2.101151,
            3.762036,
            1.108132,
            1.209496,
            4.370321,
            0.270666
        ],
        [
            181695,
            181695,
            67069,
            896490,
            896490,
            105563
        ],
        [
            -89391,
            -52295,
            -89391,
            -699915,
            -311429,
            -699915
        ],
        [
            46,
            33,
            60,
            46,
            33,
            60
        ],
        [
            73,
            58,
            86,
            73,
            58,
            86
        ],
        [
            25,
            17,
            34,
            25,
            17,
            34
        ],
        [
            5777,
            2099,
            3678,
            5777,
            2099,
            3678
        ],
        [
            0,
            0,
            663.985743,
            0,
            0,
            663.985743
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365067,
            -144863,
            -475842,
            -580840,
            -168505,
            -741445
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550764800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759246768227,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 12,
            "offset": 0,
            "std": 1.52011
        }
    }
}

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)