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Trade: WAVES/USDT/240/MIDPOINT/HWMA/5511

Strategy
WAVES/USDT/240/MIDPOINT/HWMA/5511
Pair
WAVES_USDT
Interval
4h
Score
443760
Daily Profit
0.257233
Profit Factor
1.226650
Profitability
52.818991
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-27 06:20
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 508293.1288 424438.9747 83854.154 49363.828 1388296.8865 -1338933.0585
Total P&L (%) 508.2931 424.439 83.8542 49.3638 1388.2969 -1338.9331
Avg Daily Profit (%) 0.2572 0.2148 0.0424 0.0203 0.1367 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181450 -179865 -135790 -2166422 -1199152 -2303997
Profit Factor 1.2267 1.3847 1.0736 1.0041 1.2487 0.7916
Total Trades 674 337 337 674 337 337
Winning Trades 356 175 181 356 175 181
Losing Trades 318 162 156 318 162 156
Profitability (%) 52.819 51.9288 53.7092 52.819 51.9288 53.7092
Ratio Avg Win / Avg Loss 1.0957 1.2818 0.9253 0.8969 1.156 0.6823
Largest Winning Trade 87083 87083 35830 699955 699955 335039
Largest Losing Trade -63110 -48470 -63110 -1276782 -422699 -1276782
Avg Bars in Trades 17 17 17 17 17 17
Avg Bars in Winners 17 17 17 17 17 17
Avg Bars in Losers 17 17 17 17 17 17
Bars Traded 11795 5923 5872 11795 5923 5872
Profit Streak 0 0 495.6392 0 0 495.6392
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443760 362996 -274136 -380629 -8559 -577459
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548417600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758943227521,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.37805
        }
    }
}
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": [
        [
            508293.1287852584,
            424438.9747409455,
            83854.1540443121,
            49363.8280396654,
            1388296.886492371,
            -1338933.0584527072
        ],
        [
            508.293129,
            424.438975,
            83.854154,
            49.363828,
            1388.296886,
            -1338.933058
        ],
        [
            0.257233,
            0.214797,
            0.042436,
            0.020306,
            0.136744,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181450,
            -179865,
            -135790,
            -2166422,
            -1199152,
            -2303997
        ],
        [
            1.22665,
            1.384677,
            1.073603,
            1.004111,
            1.248715,
            0.791627
        ],
        [
            674,
            337,
            337,
            674,
            337,
            337
        ],
        [
            356,
            175,
            181,
            356,
            175,
            181
        ],
        [
            318,
            162,
            156,
            318,
            162,
            156
        ],
        [
            52.818991,
            51.928783,
            53.709199,
            52.818991,
            51.928783,
            53.709199
        ],
        [
            1.095715,
            1.281815,
            0.925316,
            0.896931,
            1.155953,
            0.682286
        ],
        [
            87083,
            87083,
            35830,
            699955,
            699955,
            335039
        ],
        [
            -63110,
            -48470,
            -63110,
            -1276782,
            -422699,
            -1276782
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            17,
            17,
            17,
            17,
            17,
            17
        ],
        [
            11795,
            5923,
            5872,
            11795,
            5923,
            5872
        ],
        [
            0,
            0,
            495.639207,
            0,
            0,
            495.639207
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443760,
            362996,
            -274136,
            -380629,
            -8559,
            -577459
        ]
    ]
}
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": 1548417600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758943227521,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.37805
        }
    }
}

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)