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Trade: WAVES/USDT/480/SINWMA/WMA/6770

Strategy
WAVES/USDT/480/SINWMA/WMA/6770
Pair
WAVES_USDT
Interval
8h
Score
352372
Daily Profit
0.225999
Profit Factor
1.444004
Profitability
50.381679
Streak
494.981733
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 10:33
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 446799.856 428700.8567 18098.9993 -252741.768 1381820.4155 -1634562.1835
Total P&L (%) 446.7999 428.7009 18.099 -252.7418 1381.8204 -1634.5622
Avg Daily Profit (%) 0.226 0.2168 0.0092 0 0.1365 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140980 -98736 -239428 -1528968 -372838 -1872267
Profit Factor 1.444 1.9335 1.0331 0.9385 2.1925 0.4456
Total Trades 131 65 66 131 65 66
Winning Trades 66 32 34 64 37 27
Losing Trades 65 33 32 67 28 39
Profitability (%) 50.3817 49.2308 51.5152 48.855 56.9231 40.9091
Ratio Avg Win / Avg Loss 1.4221 1.9939 0.9723 0.9825 1.6592 0.6437
Largest Winning Trade 127883 127883 58060 380225 380225 338207
Largest Losing Trade -131048 -62433 -131048 -797206 -212711 -797206
Avg Bars in Trades 44 49 39 44 49 39
Avg Bars in Winners 41 41 41 48 51 45
Avg Bars in Losers 47 56 37 39 46 35
Bars Traded 5795 3196 2599 5795 3196 2599
Profit Streak 494.9817 0 550.9817 0 573.6484 0
Trades During Streak 1 0 2 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352372 -120542 -497579 -580876 -136103 -708771
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550332800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304021749,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "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": [
        [
            446799.8559576034,
            428700.8566549665,
            18098.9993026372,
            -252741.7679563594,
            1381820.415540071,
            -1634562.1834964307
        ],
        [
            446.799856,
            428.700857,
            18.098999,
            -252.741768,
            1381.820416,
            -1634.562183
        ],
        [
            0.225999,
            0.216844,
            0.009155,
            0,
            0.136454,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140980,
            -98736,
            -239428,
            -1528968,
            -372838,
            -1872267
        ],
        [
            1.444004,
            1.933454,
            1.033086,
            0.938463,
            2.19254,
            0.445618
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            66,
            32,
            34,
            64,
            37,
            27
        ],
        [
            65,
            33,
            32,
            67,
            28,
            39
        ],
        [
            50.381679,
            49.230769,
            51.515152,
            48.854962,
            56.923077,
            40.909091
        ],
        [
            1.422125,
            1.993875,
            0.972316,
            0.982454,
            1.659219,
            0.64367
        ],
        [
            127883,
            127883,
            58060,
            380225,
            380225,
            338207
        ],
        [
            -131048,
            -62433,
            -131048,
            -797206,
            -212711,
            -797206
        ],
        [
            44,
            49,
            39,
            44,
            49,
            39
        ],
        [
            41,
            41,
            41,
            48,
            51,
            45
        ],
        [
            47,
            56,
            37,
            39,
            46,
            35
        ],
        [
            5795,
            3196,
            2599,
            5795,
            3196,
            2599
        ],
        [
            494.981733,
            0,
            550.981733,
            0,
            573.6484,
            0
        ],
        [
            1,
            0,
            2,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352372,
            -120542,
            -497579,
            -580876,
            -136103,
            -708771
        ]
    ]
}
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": 1550332800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304021749,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 89,
            "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)