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Trade: WAVES/USDT/720/HMA/EMA/1976

Strategy
WAVES/USDT/720/HMA/EMA/1976
Pair
WAVES_USDT
Interval
12h
Score
468337
Daily Profit
0.234094
Profit Factor
2.376669
Profitability
63.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-11 00:18
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 497580.8454 462921.6659 34659.1795 -82719.1434 13190.8363 -95909.9797
Total P&L (%) 497.5808 462.9217 34.6592 -82.7191 13.1908 -95.91
Avg Daily Profit (%) 0.2516 0.2341 0.0175 -0.0887 0.0063 -0.1615
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109799 -141146 -186810 -168639 -115071 -203007
Profit Factor 1.754 2.3767 1.1071 0.7964 1.0721 0.5709
Total Trades 60 30 30 60 30 30
Winning Trades 35 19 16 35 19 16
Losing Trades 25 11 14 25 11 14
Profitability (%) 58.3333 63.3333 53.3333 58.3333 63.3333 53.3333
Ratio Avg Win / Avg Loss 1.2528 1.376 0.9687 0.5689 0.6207 0.4995
Largest Winning Trade 148223 148223 57463 40960 36368 40960
Largest Losing Trade -95844 -70868 -95844 -160317 -115071 -160317
Avg Bars in Trades 62 74 51 62 74 51
Avg Bars in Winners 58 57 59 58 57 59
Avg Bars in Losers 68 104 41 68 104 41
Bars Traded 3766 2229 1537 3766 2229 1537
Profit Streak 0 0 657.3879 0 0 657.3879
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162142 468337 -275203 -753197 -392119 -579435
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553860800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760131117916,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 32,
            "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": [
        [
            497580.8453856211,
            462921.6659186576,
            34659.1794669636,
            -82719.1434228405,
            13190.8362965734,
            -95909.9797194139
        ],
        [
            497.580845,
            462.921666,
            34.659179,
            -82.719143,
            13.190836,
            -95.90998
        ],
        [
            0.251621,
            0.234094,
            0.017527,
            -0.088738,
            0.006266,
            -0.161519
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109799,
            -141146,
            -186810,
            -168639,
            -115071,
            -203007
        ],
        [
            1.753963,
            2.376669,
            1.107075,
            0.796436,
            1.072139,
            0.570874
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            58.333333,
            63.333333,
            53.333333,
            58.333333,
            63.333333,
            53.333333
        ],
        [
            1.252831,
            1.375966,
            0.96869,
            0.568883,
            0.620712,
            0.499515
        ],
        [
            148223,
            148223,
            57463,
            40960,
            36368,
            40960
        ],
        [
            -95844,
            -70868,
            -95844,
            -160317,
            -115071,
            -160317
        ],
        [
            62,
            74,
            51,
            62,
            74,
            51
        ],
        [
            58,
            57,
            59,
            58,
            57,
            59
        ],
        [
            68,
            104,
            41,
            68,
            104,
            41
        ],
        [
            3766,
            2229,
            1537,
            3766,
            2229,
            1537
        ],
        [
            0,
            0,
            657.387939,
            0,
            0,
            657.387939
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162142,
            468337,
            -275203,
            -753197,
            -392119,
            -579435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553860800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760131117916,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 32,
            "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)