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Trade: WAVES/USDT/60/HMA/SMA/1692

Strategy
WAVES/USDT/60/HMA/SMA/1692
Pair
WAVES_USDT
Interval
1h
Score
428172
Daily Profit
0.178702
Profit Factor
2.251791
Profitability
48.837209
Streak
506.765300
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-07 07:22
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 226040.5506 122914.9193 103125.6313 407378.174 205816.5839 201561.5901
Total P&L (%) 226.0406 122.9149 103.1256 407.3782 205.8166 201.5616
Avg Daily Profit (%) 0.3917 0.213 0.1787 0.2818 0.1939 0.1915
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46264 -38287 -23649 -216365 -168236 -112574
Profit Factor 2.0841 1.9746 2.2518 1.6115 1.5326 1.7206
Total Trades 86 43 43 86 43 43
Winning Trades 40 19 21 40 19 21
Losing Trades 46 24 22 46 24 22
Profitability (%) 46.5116 44.186 48.8372 46.5116 44.186 48.8372
Ratio Avg Win / Avg Loss 2.3967 2.4942 2.359 1.8533 1.9359 1.8025
Largest Winning Trade 69025 69025 49471 168266 168216 168266
Largest Losing Trade -15571 -15571 -14858 -80640 -73130 -80640
Avg Bars in Trades 154 155 153 154 155 153
Avg Bars in Winners 213 228 200 213 228 200
Avg Bars in Losers 102 97 108 102 97 108
Bars Traded 13290 6680 6610 13290 6680 6610
Profit Streak 0 0 506.7653 0 0 506.7653
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 421380 319788 428172 354742 273059 395194
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": 1670004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759810921931,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 160,
            "offset": 184
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "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": [
        [
            226040.5506025227,
            122914.9192767378,
            103125.631325785,
            407378.1740127849,
            205816.5838923588,
            201561.590120426
        ],
        [
            226.040551,
            122.914919,
            103.125631,
            407.378174,
            205.816584,
            201.56159
        ],
        [
            0.391697,
            0.212995,
            0.178702,
            0.281828,
            0.19389,
            0.191457
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46264,
            -38287,
            -23649,
            -216365,
            -168236,
            -112574
        ],
        [
            2.084119,
            1.974593,
            2.251791,
            1.611543,
            1.532603,
            1.720603
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            46.511628,
            44.186047,
            48.837209,
            46.511628,
            44.186047,
            48.837209
        ],
        [
            2.396737,
            2.494223,
            2.359019,
            1.853275,
            1.935919,
            1.802537
        ],
        [
            69025,
            69025,
            49471,
            168266,
            168216,
            168266
        ],
        [
            -15571,
            -15571,
            -14858,
            -80640,
            -73130,
            -80640
        ],
        [
            154,
            155,
            153,
            154,
            155,
            153
        ],
        [
            213,
            228,
            200,
            213,
            228,
            200
        ],
        [
            102,
            97,
            108,
            102,
            97,
            108
        ],
        [
            13290,
            6680,
            6610,
            13290,
            6680,
            6610
        ],
        [
            0,
            0,
            506.7653,
            0,
            0,
            506.7653
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421380,
            319788,
            428172,
            354742,
            273059,
            395194
        ]
    ]
}
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": 1670004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759810921931,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 160,
            "offset": 184
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "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)