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Trade: WAVES/USDT/60/HMA/KCU/5825

Strategy
WAVES/USDT/60/HMA/KCU/5825
Pair
WAVES_USDT
Interval
1h
Score
405746
Daily Profit
0.221738
Profit Factor
1.351832
Profitability
74.860335
Streak
506.818379
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-08 07:38
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 127960.3305 98358.9143 29601.4162 80641.0898 37908.781 42732.3088
Total P&L (%) 127.9603 98.3589 29.6014 80.6411 37.9088 42.7323
Avg Daily Profit (%) 0.2217 0.1704 0.0513 0.1025 0.0557 0.0617
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85120 -48221 -42652 -85428 -100178 -32581
Profit Factor 1.3518 1.4273 1.2217 1.1743 1.1152 1.3195
Total Trades 179 89 90 179 89 90
Winning Trades 134 71 63 134 71 63
Losing Trades 45 18 27 45 18 27
Profitability (%) 74.8603 79.7753 70 74.8603 79.7753 70
Ratio Avg Win / Avg Loss 0.454 0.3619 0.5236 0.3943 0.2827 0.5655
Largest Winning Trade 25731 25731 8938 51884 51884 16854
Largest Losing Trade -41604 -41604 -34834 -75854 -75854 -26359
Avg Bars in Trades 72 117 27 72 117 27
Avg Bars in Winners 29 39 16 29 39 16
Avg Bars in Losers 202 425 53 202 425 53
Bars Traded 12993 10490 2503 12993 10490 2503
Profit Streak 506.8184 510.6517 506.8184 506.8184 510.6517 506.8184
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 405746 394373 -126592 -81880 -211990 -110988
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": 1669392000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759898307938,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 185,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            127960.330515727,
            98358.9143109095,
            29601.4162048173,
            80641.0898258245,
            37908.7810076758,
            42732.3088181487
        ],
        [
            127.960331,
            98.358914,
            29.601416,
            80.64109,
            37.908781,
            42.732309
        ],
        [
            0.221738,
            0.170442,
            0.051295,
            0.102524,
            0.055714,
            0.061674
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85120,
            -48221,
            -42652,
            -85428,
            -100178,
            -32581
        ],
        [
            1.351832,
            1.427343,
            1.221678,
            1.174265,
            1.11522,
            1.319528
        ],
        [
            179,
            89,
            90,
            179,
            89,
            90
        ],
        [
            134,
            71,
            63,
            134,
            71,
            63
        ],
        [
            45,
            18,
            27,
            45,
            18,
            27
        ],
        [
            74.860335,
            79.775281,
            70,
            74.860335,
            79.775281,
            70
        ],
        [
            0.453973,
            0.361861,
            0.523576,
            0.394343,
            0.282732,
            0.565512
        ],
        [
            25731,
            25731,
            8938,
            51884,
            51884,
            16854
        ],
        [
            -41604,
            -41604,
            -34834,
            -75854,
            -75854,
            -26359
        ],
        [
            72,
            117,
            27,
            72,
            117,
            27
        ],
        [
            29,
            39,
            16,
            29,
            39,
            16
        ],
        [
            202,
            425,
            53,
            202,
            425,
            53
        ],
        [
            12993,
            10490,
            2503,
            12993,
            10490,
            2503
        ],
        [
            506.818379,
            510.651712,
            506.818379,
            506.818379,
            510.651712,
            506.818379
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            405746,
            394373,
            -126592,
            -81880,
            -211990,
            -110988
        ]
    ]
}
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": 1669392000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759898307938,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 185,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)