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Trade: WAVES/USDT/480/HMA/JMA/3836

Strategy
WAVES/USDT/480/HMA/JMA/3836
Pair
WAVES_USDT
Interval
8h
Score
446841
Daily Profit
0.222781
Profit Factor
2.052332
Profitability
55.263158
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 06:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473727.9533 440437.9298 33290.0235 -54515.9722 1267552.7951 -1322068.7673
Total P&L (%) 473.728 440.4379 33.29 -54.516 1267.5528 -1322.0688
Avg Daily Profit (%) 0.2396 0.2228 0.0168 -0.0398 0.1324 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128530 -150593 -174610 -1263752 -697405 -1532597
Profit Factor 1.5717 2.0523 1.0812 0.9848 1.9631 0.4197
Total Trades 76 38 38 76 38 38
Winning Trades 42 21 21 42 21 21
Losing Trades 34 17 17 34 17 17
Profitability (%) 55.2632 55.2632 55.2632 55.2632 55.2632 55.2632
Ratio Avg Win / Avg Loss 1.2723 1.6614 0.8752 0.7972 1.5892 0.3398
Largest Winning Trade 199778 199778 47803 524140 524140 242171
Largest Losing Trade -86098 -59450 -86098 -482938 -336849 -482938
Avg Bars in Trades 74 82 66 74 82 66
Avg Bars in Winners 84 91 77 84 91 77
Avg Bars in Losers 61 71 51 61 71 51
Bars Traded 5641 3133 2508 5641 3133 2508
Profit Streak 0 0 667.1302 0 0 667.1302
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43113 446841 -304429 -633595 -11446 -579125
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553472000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806448835,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 69,
            "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": [
        [
            473727.9532523237,
            440437.929777207,
            33290.0234751166,
            -54515.97220271,
            1267552.7951255592,
            -1322068.7673282686
        ],
        [
            473.727953,
            440.43793,
            33.290023,
            -54.515972,
            1267.552795,
            -1322.068767
        ],
        [
            0.23962,
            0.222781,
            0.016839,
            -0.039841,
            0.132389,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128530,
            -150593,
            -174610,
            -1263752,
            -697405,
            -1532597
        ],
        [
            1.571671,
            2.052332,
            1.081168,
            0.984834,
            1.963075,
            0.419746
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            55.263158,
            55.263158,
            55.263158,
            55.263158,
            55.263158,
            55.263158
        ],
        [
            1.272305,
            1.661411,
            0.875231,
            0.797246,
            1.589156,
            0.339795
        ],
        [
            199778,
            199778,
            47803,
            524140,
            524140,
            242171
        ],
        [
            -86098,
            -59450,
            -86098,
            -482938,
            -336849,
            -482938
        ],
        [
            74,
            82,
            66,
            74,
            82,
            66
        ],
        [
            84,
            91,
            77,
            84,
            91,
            77
        ],
        [
            61,
            71,
            51,
            61,
            71,
            51
        ],
        [
            5641,
            3133,
            2508,
            5641,
            3133,
            2508
        ],
        [
            0,
            0,
            667.130195,
            0,
            0,
            667.130195
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43113,
            446841,
            -304429,
            -633595,
            -11446,
            -579125
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553472000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806448835,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 69,
            "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)