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Trade: WAVES/USDT/480/PWMA/HMA/5107

Strategy
WAVES/USDT/480/PWMA/HMA/5107
Pair
WAVES_USDT
Interval
8h
Score
435505
Daily Profit
0.241860
Profit Factor
3.359246
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 06:17
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 541204.7013 478158.0083 63046.693 651540.6124 765167.9126 -113627.3002
Total P&L (%) 541.2047 478.158 63.0467 651.5406 765.1679 -113.6273
Avg Daily Profit (%) 0.2738 0.2419 0.0319 0.1021 0.1092 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110772 -45647 -172856 -663871 -283068 -558286
Profit Factor 2.0522 3.3592 1.2023 1.3097 1.9253 0.911
Total Trades 68 34 34 68 34 34
Winning Trades 28 15 13 28 15 13
Losing Trades 40 19 21 40 19 21
Profitability (%) 41.1765 44.1176 38.2353 41.1765 44.1176 38.2353
Ratio Avg Win / Avg Loss 2.9317 4.255 1.9421 1.8709 2.4387 1.4717
Largest Winning Trade 168367 168367 73108 304556 304556 246890
Largest Losing Trade -54921 -26395 -54921 -443629 -154308 -443629
Avg Bars in Trades 83 73 94 83 73 94
Avg Bars in Winners 153 121 189 153 121 189
Avg Bars in Losers 35 35 35 35 35 35
Bars Traded 5701 2492 3209 5701 2492 3209
Profit Streak 0 0 708.4706 0 0 708.4706
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104639 435505 -153787 -172247 -45435 -582746
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552406400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759288662422,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 33,
            "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": [
        [
            541204.7012908534,
            478158.008286457,
            63046.6930043961,
            651540.6123827336,
            765167.9125664207,
            -113627.3001836872
        ],
        [
            541.204701,
            478.158008,
            63.046693,
            651.540612,
            765.167913,
            -113.6273
        ],
        [
            0.27375,
            0.24186,
            0.03189,
            0.102073,
            0.109202,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110772,
            -45647,
            -172856,
            -663871,
            -283068,
            -558286
        ],
        [
            2.052177,
            3.359246,
            1.202272,
            1.309653,
            1.925316,
            0.911032
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            41.176471,
            44.117647,
            38.235294,
            41.176471,
            44.117647,
            38.235294
        ],
        [
            2.931681,
            4.255045,
            1.942132,
            1.870933,
            2.438734,
            1.471667
        ],
        [
            168367,
            168367,
            73108,
            304556,
            304556,
            246890
        ],
        [
            -54921,
            -26395,
            -54921,
            -443629,
            -154308,
            -443629
        ],
        [
            83,
            73,
            94,
            83,
            73,
            94
        ],
        [
            153,
            121,
            189,
            153,
            121,
            189
        ],
        [
            35,
            35,
            35,
            35,
            35,
            35
        ],
        [
            5701,
            2492,
            3209,
            5701,
            2492,
            3209
        ],
        [
            0,
            0,
            708.47063,
            0,
            0,
            708.47063
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104639,
            435505,
            -153787,
            -172247,
            -45435,
            -582746
        ]
    ]
}
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": 1552406400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759288662422,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 33,
            "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)