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Trade: WAVES/USDT/60/MIDPRICE/HMA/6577

Strategy
WAVES/USDT/60/MIDPRICE/HMA/6577
Pair
WAVES_USDT
Interval
1h
Score
455874
Daily Profit
0.442562
Profit Factor
1.651276
Profitability
53.571429
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-28 13:30
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 255393.7201 143226.6427 112167.0774 492214.1864 189248.8372 302965.3492
Total P&L (%) 255.3937 143.2266 112.1671 492.2142 189.2488 302.9653
Avg Daily Profit (%) 0.4426 0.2482 0.1944 0.3087 0.1842 0.2418
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65416 -41562 -45137 -223278 -268923 -173779
Profit Factor 1.6513 1.6463 1.6578 1.372 1.2425 1.5583
Total Trades 168 84 84 168 84 84
Winning Trades 90 40 50 90 40 50
Losing Trades 78 44 34 78 44 34
Profitability (%) 53.5714 47.619 59.5238 53.5714 47.619 59.5238
Ratio Avg Win / Avg Loss 1.4311 1.8109 1.1273 1.1891 1.3668 1.0596
Largest Winning Trade 74323 74323 23755 244655 244655 125083
Largest Losing Trade -21289 -19261 -21289 -141283 -141283 -89792
Avg Bars in Trades 78 70 85 78 70 85
Avg Bars in Winners 72 76 69 72 76 69
Avg Bars in Losers 84 64 110 84 64 110
Bars Traded 13127 5916 7211 13127 5916 7211
Profit Streak 0 0 499.6464 0 0 499.6464
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455874 342183 408765 360973 200642 410159
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": 1669626000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759055449212,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "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": [
        [
            255393.7200860097,
            143226.642652953,
            112167.0774330566,
            492214.1863564055,
            189248.8371963869,
            302965.3491600184
        ],
        [
            255.39372,
            143.226643,
            112.167077,
            492.214186,
            189.248837,
            302.965349
        ],
        [
            0.442562,
            0.248192,
            0.19437,
            0.308699,
            0.18422,
            0.241797
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65416,
            -41562,
            -45137,
            -223278,
            -268923,
            -173779
        ],
        [
            1.651276,
            1.646271,
            1.65778,
            1.372046,
            1.242536,
            1.558252
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            90,
            40,
            50,
            90,
            40,
            50
        ],
        [
            78,
            44,
            34,
            78,
            44,
            34
        ],
        [
            53.571429,
            47.619048,
            59.52381,
            53.571429,
            47.619048,
            59.52381
        ],
        [
            1.431106,
            1.810898,
            1.127291,
            1.189106,
            1.36679,
            1.059612
        ],
        [
            74323,
            74323,
            23755,
            244655,
            244655,
            125083
        ],
        [
            -21289,
            -19261,
            -21289,
            -141283,
            -141283,
            -89792
        ],
        [
            78,
            70,
            85,
            78,
            70,
            85
        ],
        [
            72,
            76,
            69,
            72,
            76,
            69
        ],
        [
            84,
            64,
            110,
            84,
            64,
            110
        ],
        [
            13127,
            5916,
            7211,
            13127,
            5916,
            7211
        ],
        [
            0,
            0,
            499.646403,
            0,
            0,
            499.646403
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455874,
            342183,
            408765,
            360973,
            200642,
            410159
        ]
    ]
}
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": 1669626000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759055449212,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 236,
            "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)