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Trade: WAVES/USDT/720/WMA/HILO/8553

Strategy
WAVES/USDT/720/WMA/HILO/8553
Pair
WAVES_USDT
Interval
12h
Score
544191
Daily Profit
0.204084
Profit Factor
4.608651
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 20:37
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 505662.7288 403576.6856 102086.0431 2054141.0315 1707573.3785 346567.653
Total P&L (%) 505.6627 403.5767 102.086 2054.141 1707.5734 346.5677
Avg Daily Profit (%) 0.2557 0.2041 0.0516 0.1554 0.1465 0.0757
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52947 -49486 -116069 -939514 -804371 -815278
Profit Factor 2.6266 4.6087 1.5129 1.6515 2.3795 1.181
Total Trades 60 30 30 60 30 30
Winning Trades 30 15 15 30 15 15
Losing Trades 30 15 15 30 15 15
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 2.6266 4.6087 1.5129 1.6515 2.3795 1.181
Largest Winning Trade 129648 129648 77377 905178 492832 905178
Largest Losing Trade -27979 -22081 -27979 -532771 -321785 -532771
Avg Bars in Trades 60 49 71 60 49 71
Avg Bars in Winners 94 83 104 94 83 104
Avg Bars in Losers 27 16 37 27 16 37
Bars Traded 3631 1495 2136 3631 1495 2136
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -159976 544191 -121525 -162715 266575 -113369
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": 1554206400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513076842,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            505662.7287680007,
            403576.6856324953,
            102086.0431355053,
            2054141.0314770439,
            1707573.3784851052,
            346567.6529919389
        ],
        [
            505.662729,
            403.576686,
            102.086043,
            2054.141031,
            1707.573378,
            346.567653
        ],
        [
            0.255708,
            0.204084,
            0.051624,
            0.155366,
            0.146482,
            0.075701
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52947,
            -49486,
            -116069,
            -939514,
            -804371,
            -815278
        ],
        [
            2.626587,
            4.608651,
            1.512898,
            1.651539,
            2.379534,
            1.180979
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            2.626587,
            4.608651,
            1.512898,
            1.651539,
            2.379534,
            1.180979
        ],
        [
            129648,
            129648,
            77377,
            905178,
            492832,
            905178
        ],
        [
            -27979,
            -22081,
            -27979,
            -532771,
            -321785,
            -532771
        ],
        [
            60,
            49,
            71,
            60,
            49,
            71
        ],
        [
            94,
            83,
            104,
            94,
            83,
            104
        ],
        [
            27,
            16,
            37,
            27,
            16,
            37
        ],
        [
            3631,
            1495,
            2136,
            3631,
            1495,
            2136
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159976,
            544191,
            -121525,
            -162715,
            266575,
            -113369
        ]
    ]
}
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": 1554206400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513076842,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)