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Trade: WAVES/USDT/720/PWMA/VWMA/5094

Strategy
WAVES/USDT/720/PWMA/VWMA/5094
Pair
WAVES_USDT
Interval
12h
Score
427319
Daily Profit
0.242111
Profit Factor
1.706504
Profitability
53.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 21:29
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478775.1435 399399.4324 79375.7111 88903.9745 -386568.8115 475472.786
Total P&L (%) 478.7751 399.3994 79.3757 88.904 -386.5688 475.4728
Avg Daily Profit (%) 0.2421 0.202 0.0401 0.0322 0 0.0885
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177670 -147536 -109722 -2012307 -1978871 -906554
Profit Factor 1.7065 2.0485 1.2675 1.0197 0.8722 1.3174
Total Trades 100 50 50 100 50 50
Winning Trades 53 21 32 53 21 32
Losing Trades 47 29 18 47 29 18
Profitability (%) 53 42 64 53 42 64
Ratio Avg Win / Avg Loss 1.5133 2.8289 0.713 0.9042 1.2045 0.741
Largest Winning Trade 213155 213155 45109 889072 889072 440800
Largest Losing Trade -76287 -48970 -76287 -1041042 -1041042 -845153
Avg Bars in Trades 38 46 30 38 46 30
Avg Bars in Winners 47 66 35 47 66 35
Avg Bars in Losers 27 31 20 27 31 20
Bars Traded 3811 2304 1507 3811 2304 1507
Profit Streak 0 0 600.2707 0 0 600.2707
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427319 -171634 -318351 -349833 -762277 -253517
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948185366,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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": [
        [
            478775.1434785032,
            399399.4323576126,
            79375.7111208905,
            88903.9744628763,
            -386568.8115053935,
            475472.7859682696
        ],
        [
            478.775143,
            399.399432,
            79.375711,
            88.903974,
            -386.568812,
            475.472786
        ],
        [
            0.242111,
            0.201972,
            0.040139,
            0.03217,
            0,
            0.088536
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177670,
            -147536,
            -109722,
            -2012307,
            -1978871,
            -906554
        ],
        [
            1.706504,
            2.048527,
            1.26748,
            1.019653,
            0.872227,
            1.317355
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            53,
            21,
            32,
            53,
            21,
            32
        ],
        [
            47,
            29,
            18,
            47,
            29,
            18
        ],
        [
            53,
            42,
            64,
            53,
            42,
            64
        ],
        [
            1.513315,
            2.828919,
            0.712958,
            0.904221,
            1.204504,
            0.741012
        ],
        [
            213155,
            213155,
            45109,
            889072,
            889072,
            440800
        ],
        [
            -76287,
            -48970,
            -76287,
            -1041042,
            -1041042,
            -845153
        ],
        [
            38,
            46,
            30,
            38,
            46,
            30
        ],
        [
            47,
            66,
            35,
            47,
            66,
            35
        ],
        [
            27,
            31,
            20,
            27,
            31,
            20
        ],
        [
            3811,
            2304,
            1507,
            3811,
            2304,
            1507
        ],
        [
            0,
            0,
            600.270664,
            0,
            0,
            600.270664
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427319,
            -171634,
            -318351,
            -349833,
            -762277,
            -253517
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552348800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948185366,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "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)