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Trade: WAVES/USDT/60/HWMA/KCB/1643

Strategy
WAVES/USDT/60/HWMA/KCB/1643
Pair
WAVES_USDT
Interval
1h
Score
346468
Daily Profit
0.280680
Profit Factor
1.311105
Profitability
45.287356
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-06 02:05
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 161975.0581 85241.8208 76733.2372 130425.9147 87110.2648 43315.6499
Total P&L (%) 161.9751 85.2418 76.7332 130.4259 87.1103 43.3157
Avg Daily Profit (%) 0.2807 0.1477 0.133 0.1448 0.1086 0.0624
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86284 -65668 -45413 -209263 -145422 -125704
Profit Factor 1.3111 1.31 1.3123 1.1421 1.1844 1.0973
Total Trades 435 218 217 435 218 217
Winning Trades 197 101 96 197 101 96
Losing Trades 238 117 121 238 117 121
Profitability (%) 45.2874 46.3303 44.2396 45.2874 46.3303 44.2396
Ratio Avg Win / Avg Loss 1.584 1.5175 1.6541 1.3798 1.3721 1.383
Largest Winning Trade 63833 63833 46655 111059 111059 64278
Largest Losing Trade -22607 -22596 -22607 -76504 -65374 -76504
Avg Bars in Trades 31 31 31 31 31 31
Avg Bars in Winners 40 41 38 40 41 38
Avg Bars in Losers 23 22 24 23 22 24
Bars Traded 13574 6843 6731 13574 6843 6731
Profit Streak 0 0 494.7952 0 0 494.7952
Trades During Streak 0 0 6 0 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346468 150023 -14906 -63933 -66846 -225763
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": 1669543200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759705507798,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 209,
            "na": 0.5934,
            "nb": 0.11912,
            "nc": 0.69757
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 227,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            161975.0580700733,
            85241.8208485114,
            76733.237221562,
            130425.914657321,
            87110.2647679601,
            43315.6498893608
        ],
        [
            161.975058,
            85.241821,
            76.733237,
            130.425915,
            87.110265,
            43.31565
        ],
        [
            0.28068,
            0.147712,
            0.132968,
            0.144757,
            0.108628,
            0.062382
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86284,
            -65668,
            -45413,
            -209263,
            -145422,
            -125704
        ],
        [
            1.311105,
            1.310011,
            1.31233,
            1.142127,
            1.184438,
            1.097257
        ],
        [
            435,
            218,
            217,
            435,
            218,
            217
        ],
        [
            197,
            101,
            96,
            197,
            101,
            96
        ],
        [
            238,
            117,
            121,
            238,
            117,
            121
        ],
        [
            45.287356,
            46.330275,
            44.239631,
            45.287356,
            46.330275,
            44.239631
        ],
        [
            1.583975,
            1.517538,
            1.654083,
            1.379828,
            1.372072,
            1.383001
        ],
        [
            63833,
            63833,
            46655,
            111059,
            111059,
            64278
        ],
        [
            -22607,
            -22596,
            -22607,
            -76504,
            -65374,
            -76504
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            40,
            41,
            38,
            40,
            41,
            38
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            13574,
            6843,
            6731,
            13574,
            6843,
            6731
        ],
        [
            0,
            0,
            494.795229,
            0,
            0,
            494.795229
        ],
        [
            0,
            0,
            6,
            0,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346468,
            150023,
            -14906,
            -63933,
            -66846,
            -225763
        ]
    ]
}
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": 1669543200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759705507798,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 209,
            "na": 0.5934,
            "nb": 0.11912,
            "nc": 0.69757
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 227,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)