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Trade: WAVES/USDT/720/FWMA/HWMA/1057

Strategy
WAVES/USDT/720/FWMA/HWMA/1057
Pair
WAVES_USDT
Interval
12h
Score
480555
Daily Profit
0.344664
Profit Factor
1.675077
Profitability
47.878788
Streak
511.649090
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-10 18:34
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 681573.8065 587130.6252 94443.1813 716355.0254 1868047.6252 -1151692.5997
Total P&L (%) 681.5738 587.1306 94.4432 716.355 1868.0476 -1151.6926
Avg Daily Profit (%) 0.3447 0.2969 0.0478 0.1062 0.1508 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112294 -128581 -117280 -2085627 -1093676 -1664651
Profit Factor 1.6751 2.0863 1.2013 1.098 1.5541 0.7075
Total Trades 165 83 82 165 83 82
Winning Trades 79 37 42 79 37 42
Losing Trades 86 46 40 86 46 40
Profitability (%) 47.8788 44.5783 51.2195 47.8788 44.5783 51.2195
Ratio Avg Win / Avg Loss 1.8235 2.5938 1.1441 1.1953 1.9321 0.6738
Largest Winning Trade 177252 177252 55235 1618743 1618743 251106
Largest Losing Trade -62116 -42414 -62116 -1572773 -406846 -1572773
Avg Bars in Trades 22 23 21 22 23 21
Avg Bars in Winners 29 33 25 29 33 25
Avg Bars in Losers 15 14 17 15 14 17
Bars Traded 3694 1940 1754 3694 1940 1754
Profit Streak 511.6491 520.1491 0 511.6491 520.1491 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480555 405151 -133669 -162560 316306 -584800
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": 1557144000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760110481389,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33281,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            681573.806489122,
            587130.6251691547,
            94443.1813199666,
            716355.0254057084,
            1868047.6251526403,
            -1151692.5997469323
        ],
        [
            681.573806,
            587.130625,
            94.443181,
            716.355025,
            1868.047625,
            -1151.6926
        ],
        [
            0.344664,
            0.296905,
            0.047759,
            0.106235,
            0.15079,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112294,
            -128581,
            -117280,
            -2085627,
            -1093676,
            -1664651
        ],
        [
            1.675077,
            2.08632,
            1.201308,
            1.098008,
            1.554091,
            0.707527
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            79,
            37,
            42,
            79,
            37,
            42
        ],
        [
            86,
            46,
            40,
            86,
            46,
            40
        ],
        [
            47.878788,
            44.578313,
            51.219512,
            47.878788,
            44.578313,
            51.219512
        ],
        [
            1.823502,
            2.593803,
            1.144103,
            1.1953,
            1.932113,
            0.673835
        ],
        [
            177252,
            177252,
            55235,
            1618743,
            1618743,
            251106
        ],
        [
            -62116,
            -42414,
            -62116,
            -1572773,
            -406846,
            -1572773
        ],
        [
            22,
            23,
            21,
            22,
            23,
            21
        ],
        [
            29,
            33,
            25,
            29,
            33,
            25
        ],
        [
            15,
            14,
            17,
            15,
            14,
            17
        ],
        [
            3694,
            1940,
            1754,
            3694,
            1940,
            1754
        ],
        [
            511.64909,
            520.14909,
            0,
            511.64909,
            520.14909,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480555,
            405151,
            -133669,
            -162560,
            316306,
            -584800
        ]
    ]
}
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": 1557144000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760110481389,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.33281,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)