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Trade: WAVES/USDT/720/HMA/WMA/4480

Strategy
WAVES/USDT/720/HMA/WMA/4480
Pair
WAVES_USDT
Interval
12h
Score
462930
Daily Profit
0.296308
Profit Factor
2.798968
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-10 18:34
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 671027.8472 585949.4641 85078.3831 548676.4874 43952.4386 504724.0488
Total P&L (%) 671.0278 585.9495 85.0784 548.6765 43.9524 504.724
Avg Daily Profit (%) 0.3393 0.2963 0.043 0.0946 0.0184 0.091
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88435 -90551 -115271 -631205 -721900 -370210
Profit Factor 2.186 2.799 1.3544 1.2264 1.0264 1.6666
Total Trades 59 30 29 59 30 29
Winning Trades 27 14 13 27 14 13
Losing Trades 32 16 16 32 16 16
Profitability (%) 45.7627 46.6667 44.8276 45.7627 46.6667 44.8276
Ratio Avg Win / Avg Loss 2.5909 3.1988 1.667 1.4535 1.173 2.0512
Largest Winning Trade 203800 203800 81321 395866 325546 395866
Largest Losing Trade -51495 -51495 -49737 -372781 -372781 -196175
Avg Bars in Trades 62 71 54 62 71 54
Avg Bars in Winners 89 91 87 89 91 87
Avg Bars in Losers 39 52 26 39 52 26
Bars Traded 3699 2133 1566 3699 2133 1566
Profit Streak 0 0 657.1491 0 0 657.1491
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167759 462930 -135023 -247774 -362973 -68948
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": 1557057600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760110478573,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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": [
        [
            671027.8472450123,
            585949.4641362465,
            85078.3831087661,
            548676.4873902608,
            43952.4386108382,
            504724.0487794225
        ],
        [
            671.027847,
            585.949464,
            85.078383,
            548.676487,
            43.952439,
            504.724049
        ],
        [
            0.339331,
            0.296308,
            0.043023,
            0.094597,
            0.018425,
            0.091045
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88435,
            -90551,
            -115271,
            -631205,
            -721900,
            -370210
        ],
        [
            2.186037,
            2.798968,
            1.354406,
            1.22636,
            1.026371,
            1.66658
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            45.762712,
            46.666667,
            44.827586,
            45.762712,
            46.666667,
            44.827586
        ],
        [
            2.590859,
            3.19882,
            1.666962,
            1.453464,
            1.172995,
            2.051175
        ],
        [
            203800,
            203800,
            81321,
            395866,
            325546,
            395866
        ],
        [
            -51495,
            -51495,
            -49737,
            -372781,
            -372781,
            -196175
        ],
        [
            62,
            71,
            54,
            62,
            71,
            54
        ],
        [
            89,
            91,
            87,
            89,
            91,
            87
        ],
        [
            39,
            52,
            26,
            39,
            52,
            26
        ],
        [
            3699,
            2133,
            1566,
            3699,
            2133,
            1566
        ],
        [
            0,
            0,
            657.149057,
            0,
            0,
            657.149058
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167759,
            462930,
            -135023,
            -247774,
            -362973,
            -68948
        ]
    ]
}
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": 1557057600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760110478573,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 203,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 28,
            "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)