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Trade: WAVES/USDT/240/WMA/HILO/7491

Strategy
WAVES/USDT/240/WMA/HILO/7491
Pair
WAVES_USDT
Interval
4h
Score
420793
Daily Profit
0.342503
Profit Factor
1.737574
Profitability
44.194757
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-05 18:36
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 676785.1156 523744.4739 153040.6417 2785111.819 1544630.6219 1240481.1971
Total P&L (%) 676.7851 523.7445 153.0406 2785.1118 1544.6306 1240.4812
Avg Daily Profit (%) 0.3425 0.2651 0.0775 0.1703 0.1418 0.1314
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115896 -110919 -87018 -4113507 -3707028 -2281172
Profit Factor 1.7376 2.1359 1.3353 1.1456 1.1575 1.133
Total Trades 267 134 133 267 134 133
Winning Trades 118 53 65 118 53 65
Losing Trades 149 81 68 149 81 68
Profitability (%) 44.1948 39.5522 48.8722 44.1948 39.5522 48.8722
Ratio Avg Win / Avg Loss 2.1941 3.2642 1.3969 1.4465 1.769 1.1853
Largest Winning Trade 151065 151065 70877 2345088 1990793 2345088
Largest Losing Trade -30343 -30343 -29991 -1715512 -1715512 -1508960
Avg Bars in Trades 43 36 49 43 36 49
Avg Bars in Winners 66 59 71 66 59 71
Avg Bars in Losers 25 21 28 25 21 28
Bars Traded 11588 4939 6649 11588 4939 6649
Profit Streak 0 0 506.1505 0 0 506.1505
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420793 302195 -89296 -53479 -53726 -91407
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549843200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759678600562,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "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": [
        [
            676785.1155882064,
            523744.4739173682,
            153040.6416708383,
            2785111.8190077418,
            1544630.6218603128,
            1240481.1971474288
        ],
        [
            676.785116,
            523.744474,
            153.040642,
            2785.111819,
            1544.630622,
            1240.481197
        ],
        [
            0.342503,
            0.265053,
            0.07745,
            0.170294,
            0.141806,
            0.131443
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115896,
            -110919,
            -87018,
            -4113507,
            -3707028,
            -2281172
        ],
        [
            1.737574,
            2.135866,
            1.335258,
            1.145568,
            1.157515,
            1.133007
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            118,
            53,
            65,
            118,
            53,
            65
        ],
        [
            149,
            81,
            68,
            149,
            81,
            68
        ],
        [
            44.194757,
            39.552239,
            48.87218,
            44.194757,
            39.552239,
            48.87218
        ],
        [
            2.194055,
            3.264248,
            1.396886,
            1.446523,
            1.769033,
            1.185299
        ],
        [
            151065,
            151065,
            70877,
            2345088,
            1990793,
            2345088
        ],
        [
            -30343,
            -30343,
            -29991,
            -1715512,
            -1715512,
            -1508960
        ],
        [
            43,
            36,
            49,
            43,
            36,
            49
        ],
        [
            66,
            59,
            71,
            66,
            59,
            71
        ],
        [
            25,
            21,
            28,
            25,
            21,
            28
        ],
        [
            11588,
            4939,
            6649,
            11588,
            4939,
            6649
        ],
        [
            0,
            0,
            506.150469,
            0,
            0,
            506.150469
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420793,
            302195,
            -89296,
            -53479,
            -53726,
            -91407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549843200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759678600562,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 143,
            "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)