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Trade: WAVES/USDT/60/SINWMA/SINWMA/6914

Strategy
WAVES/USDT/60/SINWMA/SINWMA/6914
Pair
WAVES_USDT
Interval
1h
Score
415529
Daily Profit
0.194793
Profit Factor
1.888553
Profitability
51.282051
Streak
505.401974
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-12 14:38
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 167341.6527 112411.2006 54930.4521 202359.0796 177013.4872 25345.5924
Total P&L (%) 167.3417 112.4112 54.9305 202.3591 177.0135 25.3456
Avg Daily Profit (%) 0.29 0.1948 0.0952 0.1919 0.1767 0.0392
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58924 -39318 -26522 -291494 -193504 -146245
Profit Factor 1.7538 1.8886 1.5752 1.2965 1.4912 1.0787
Total Trades 77 39 38 77 39 38
Winning Trades 39 20 19 39 20 19
Losing Trades 38 19 19 38 19 19
Profitability (%) 50.6494 51.2821 50 50.6494 51.2821 50
Ratio Avg Win / Avg Loss 1.7088 1.7941 1.5752 1.2632 1.4166 1.0787
Largest Winning Trade 66020 66020 22670 147264 147264 89852
Largest Losing Trade -28343 -28343 -21732 -156459 -156459 -125898
Avg Bars in Trades 171 173 169 171 173 169
Avg Bars in Winners 218 222 213 218 222 213
Avg Bars in Losers 123 121 125 123 121 125
Bars Traded 13208 6773 6435 13208 6773 6435
Profit Streak 505.402 505.402 512.8186 505.402 505.402 512.8186
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -33908 415529 -63811 -38009 325975 -277890
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669435200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760269130538,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "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": [
        [
            167341.6527420848,
            112411.2006345917,
            54930.4521074931,
            202359.0795819652,
            177013.4871541046,
            25345.5924278605
        ],
        [
            167.341653,
            112.411201,
            54.930452,
            202.35908,
            177.013487,
            25.345592
        ],
        [
            0.28998,
            0.194793,
            0.095187,
            0.191916,
            0.176717,
            0.039154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58924,
            -39318,
            -26522,
            -291494,
            -193504,
            -146245
        ],
        [
            1.753781,
            1.888553,
            1.575232,
            1.296492,
            1.491154,
            1.078687
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            50.649351,
            51.282051,
            50,
            50.649351,
            51.282051,
            50
        ],
        [
            1.708812,
            1.794125,
            1.575232,
            1.263249,
            1.416596,
            1.078687
        ],
        [
            66020,
            66020,
            22670,
            147264,
            147264,
            89852
        ],
        [
            -28343,
            -28343,
            -21732,
            -156459,
            -156459,
            -125898
        ],
        [
            171,
            173,
            169,
            171,
            173,
            169
        ],
        [
            218,
            222,
            213,
            218,
            222,
            213
        ],
        [
            123,
            121,
            125,
            123,
            121,
            125
        ],
        [
            13208,
            6773,
            6435,
            13208,
            6773,
            6435
        ],
        [
            505.401974,
            505.401974,
            512.81864,
            505.401974,
            505.401974,
            512.81864
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33908,
            415529,
            -63811,
            -38009,
            325975,
            -277890
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669435200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760269130538,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "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)