← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/720/HWMA/MIDPRICE/2943

Strategy
WAVES/USDT/720/HWMA/MIDPRICE/2943
Pair
WAVES_USDT
Interval
12h
Score
310253
Daily Profit
0.171127
Profit Factor
1.476480
Profitability
50.442478
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 08:38
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 289383.4772 338404.4637 -49020.9865 -84765.1656 -91625.8785 6860.7129
Total P&L (%) 289.3835 338.4045 -49.021 -84.7652 -91.6259 6.8607
Avg Daily Profit (%) 0.1463 0.1711 -0.0248 -0.0951 -0.1253 0.0034
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -253317 -129050 -235940 -534540 -367875 -239943
Profit Factor 1.2002 1.4765 0.9333 0.9537 0.91 1.0084
Total Trades 226 113 113 226 113 113
Winning Trades 119 57 62 119 57 62
Losing Trades 107 56 51 107 56 51
Profitability (%) 52.6549 50.4425 54.8673 52.6549 50.4425 54.8673
Ratio Avg Win / Avg Loss 1.0792 1.4506 0.7677 0.8576 0.8941 0.8295
Largest Winning Trade 111635 111635 51514 119828 119828 79187
Largest Losing Trade -58191 -43541 -58191 -171681 -171681 -95322
Avg Bars in Trades 16 16 16 16 16 16
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 3695 1849 1845 3695 1849 1845
Profit Streak 0 0 511.2348 0 0 511.2348
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 129226 310253 -579538 -578973 -580696 -565785
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": 1558180800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759988290630,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46197
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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": [
        [
            289383.4772400915,
            338404.4637110757,
            -49020.9864709843,
            -84765.1655565476,
            -91625.8784697003,
            6860.7129131525
        ],
        [
            289.383477,
            338.404464,
            -49.020986,
            -84.765166,
            -91.625878,
            6.860713
        ],
        [
            0.146338,
            0.171127,
            -0.024789,
            -0.095104,
            -0.125333,
            0.003356
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -253317,
            -129050,
            -235940,
            -534540,
            -367875,
            -239943
        ],
        [
            1.200188,
            1.47648,
            0.933336,
            0.953729,
            0.910047,
            1.008435
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            119,
            57,
            62,
            119,
            57,
            62
        ],
        [
            107,
            56,
            51,
            107,
            56,
            51
        ],
        [
            52.654867,
            50.442478,
            54.867257,
            52.654867,
            50.442478,
            54.867257
        ],
        [
            1.07916,
            1.450577,
            0.767744,
            0.857555,
            0.894081,
            0.829519
        ],
        [
            111635,
            111635,
            51514,
            119828,
            119828,
            79187
        ],
        [
            -58191,
            -43541,
            -58191,
            -171681,
            -171681,
            -95322
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            3695,
            1849,
            1845,
            3695,
            1849,
            1845
        ],
        [
            0,
            0,
            511.234845,
            0,
            0,
            511.234845
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            129226,
            310253,
            -579538,
            -578973,
            -580696,
            -565785
        ]
    ]
}
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": 1558180800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759988290630,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.46197
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 242,
            "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)