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Trade: WAVES/USDT/60/HMA/HMA/4109

Strategy
WAVES/USDT/60/HMA/HMA/4109
Pair
WAVES_USDT
Interval
1h
Score
395156
Daily Profit
0.215606
Profit Factor
2.089061
Profitability
47.500000
Streak
493.834033
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-30 04:01
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 183078.6284 124421.8214 58656.8071 286649.5372 213458.1901 73191.3472
Total P&L (%) 183.0786 124.4218 58.6568 286.6495 213.4582 73.1913
Avg Daily Profit (%) 0.3173 0.2156 0.1016 0.2346 0.1982 0.0952
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48208 -31256 -26971 -137490 -119165 -107105
Profit Factor 1.9223 2.0891 1.6961 1.4992 1.6553 1.2945
Total Trades 80 40 40 80 40 40
Winning Trades 38 19 19 38 19 19
Losing Trades 42 21 21 42 21 21
Profitability (%) 47.5 47.5 47.5 47.5 47.5 47.5
Ratio Avg Win / Avg Loss 2.1246 2.309 1.8747 1.657 1.8295 1.4308
Largest Winning Trade 61493 61493 21481 127885 127885 78014
Largest Losing Trade -18151 -18151 -11574 -76263 -76263 -52178
Avg Bars in Trades 161 162 160 161 162 160
Avg Bars in Winners 219 224 214 219 224 214
Avg Bars in Losers 110 107 112 110 107 112
Bars Traded 12953 6514 6439 12953 6514 6439
Profit Streak 493.834 493.834 501.709 493.834 493.834 501.709
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -11906 395156 -55573 -13850 359656 -66547
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669716000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759194060451,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 110,
            "offset": 156
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "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": [
        [
            183078.6284398328,
            124421.8213578657,
            58656.807081967,
            286649.5372326312,
            213458.1900524835,
            73191.3471801477
        ],
        [
            183.078628,
            124.421821,
            58.656807,
            286.649537,
            213.45819,
            73.191347
        ],
        [
            0.31725,
            0.215606,
            0.101644,
            0.234618,
            0.198175,
            0.095219
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48208,
            -31256,
            -26971,
            -137490,
            -119165,
            -107105
        ],
        [
            1.922282,
            2.089061,
            1.696146,
            1.499167,
            1.655276,
            1.294529
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            47.5,
            47.5,
            47.5,
            47.5,
            47.5,
            47.5
        ],
        [
            2.124627,
            2.308962,
            1.874688,
            1.656974,
            1.829515,
            1.430795
        ],
        [
            61493,
            61493,
            21481,
            127885,
            127885,
            78014
        ],
        [
            -18151,
            -18151,
            -11574,
            -76263,
            -76263,
            -52178
        ],
        [
            161,
            162,
            160,
            161,
            162,
            160
        ],
        [
            219,
            224,
            214,
            219,
            224,
            214
        ],
        [
            110,
            107,
            112,
            110,
            107,
            112
        ],
        [
            12953,
            6514,
            6439,
            12953,
            6514,
            6439
        ],
        [
            493.834033,
            493.834033,
            501.709033,
            493.834033,
            493.834033,
            501.709033
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -11906,
            395156,
            -55573,
            -13850,
            359656,
            -66547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669716000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759194060451,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 110,
            "offset": 156
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 246,
            "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)