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Trade: WAVES/USDT/120/HWMA/BBU/9605

Strategy
WAVES/USDT/120/HWMA/BBU/9605
Pair
WAVES_USDT
Interval
2h
Score
569027
Daily Profit
0.311651
Profit Factor
1.581559
Profitability
83.757962
Streak
512.160958
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 20:51
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 523230.0088 504251.5048 18978.5041 244105.0664 3003099.9126 -2758994.8462
Total P&L (%) 523.23 504.2515 18.9785 244.1051 3003.0999 -2758.9948
Avg Daily Profit (%) 0.3234 0.3117 0.0117 0.0764 0.2125 0
Buy And Hold Return (%) 20.0357 20.0357 20.0357 20.0357 20.0357 20.0357
Max Trade Drawdown -236654 -179271 -92288 -11631894 -7089453 -7047084
Profit Factor 1.3847 1.5816 1.0385 1.0064 1.1222 0.7964
Total Trades 629 314 315 629 314 315
Winning Trades 490 263 227 490 263 227
Losing Trades 139 51 88 139 51 88
Profitability (%) 77.9014 83.758 72.0635 77.9014 83.758 72.0635
Ratio Avg Win / Avg Loss 0.3928 0.3067 0.4026 0.2855 0.2176 0.3088
Largest Winning Trade 57580 57580 10477 1812070 1812070 730857
Largest Losing Trade -87285 -87285 -48715 -6014595 -6014595 -5687392
Avg Bars in Trades 30 55 4 30 55 4
Avg Bars in Winners 11 19 2 11 19 2
Avg Bars in Losers 94 241 8 94 241 8
Bars Traded 18876 17571 1305 18876 17571 1305
Profit Streak 0 512.161 0 0 512.161 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552485 569027 -518560 -298762 -72928 -576548
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579478400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760032306777,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.78674,
            "nb": 0.46373,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 2.2572
        }
    }
}
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": [
        [
            523230.0088498781,
            504251.5047659976,
            18978.5040838806,
            244105.0664485156,
            3003099.912632393,
            -2758994.8461838695
        ],
        [
            523.230009,
            504.251505,
            18.978504,
            244.105066,
            3003.099913,
            -2758.994846
        ],
        [
            0.323381,
            0.311651,
            0.01173,
            0.076406,
            0.212524,
            0
        ],
        [
            20.035698,
            20.035698,
            20.035698,
            20.035698,
            20.035698,
            20.035698
        ],
        [
            -236654,
            -179271,
            -92288,
            -11631894,
            -7089453,
            -7047084
        ],
        [
            1.384717,
            1.581559,
            1.038498,
            1.006403,
            1.122222,
            0.796434
        ],
        [
            629,
            314,
            315,
            629,
            314,
            315
        ],
        [
            490,
            263,
            227,
            490,
            263,
            227
        ],
        [
            139,
            51,
            88,
            139,
            51,
            88
        ],
        [
            77.901431,
            83.757962,
            72.063492,
            77.901431,
            83.757962,
            72.063492
        ],
        [
            0.392807,
            0.30669,
            0.40259,
            0.28549,
            0.217617,
            0.30875
        ],
        [
            57580,
            57580,
            10477,
            1812070,
            1812070,
            730857
        ],
        [
            -87285,
            -87285,
            -48715,
            -6014595,
            -6014595,
            -5687392
        ],
        [
            30,
            55,
            4,
            30,
            55,
            4
        ],
        [
            11,
            19,
            2,
            11,
            19,
            2
        ],
        [
            94,
            241,
            8,
            94,
            241,
            8
        ],
        [
            18876,
            17571,
            1305,
            18876,
            17571,
            1305
        ],
        [
            0,
            512.160958,
            0,
            0,
            512.160958,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552485,
            569027,
            -518560,
            -298762,
            -72928,
            -576548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579478400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760032306777,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.78674,
            "nb": 0.46373,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 2.2572
        }
    }
}

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)