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Trade: WAVES/USDT/120/HLC3/SINWMA/2763

Strategy
WAVES/USDT/120/HLC3/SINWMA/2763
Pair
WAVES_USDT
Interval
2h
Score
302825
Daily Profit
0.169228
Profit Factor
1.216364
Profitability
45.522388
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 04:06
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 93847.2843 273811.4693 -179964.185 -102438.6684 588281.31 -690719.9784
Total P&L (%) 93.8473 273.8115 -179.9642 -102.4387 588.2813 -690.72
Avg Daily Profit (%) 0.058 0.1692 -0.1112 0 0.1193 0
Buy And Hold Return (%) 27.277 27.277 27.277 27.277 27.277 27.277
Max Trade Drawdown -360503 -208377 -287106 -857773 -596141 -714988
Profit Factor 1.036 1.2164 0.8659 0.9793 1.2482 0.7319
Total Trades 1340 670 670 1340 670 670
Winning Trades 600 305 295 668 342 326
Losing Trades 740 365 375 672 328 344
Profitability (%) 44.7761 45.5224 44.0299 49.8507 51.0448 48.6567
Ratio Avg Win / Avg Loss 1.2777 1.4556 1.1007 0.9852 1.1971 0.7723
Largest Winning Trade 66434 66434 46913 316751 316751 83650
Largest Losing Trade -118085 -46891 -118085 -285483 -144164 -285483
Avg Bars in Trades 14 15 13 14 15 13
Avg Bars in Winners 16 17 15 15 16 14
Avg Bars in Losers 12 13 11 13 14 12
Bars Traded 19217 10188 9029 19217 10188 9029
Profit Streak 468.4626 0 471.2959 0 469.8793 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -293639 302825 -576855 -573899 -29621 -578078
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579910400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021568299,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 99
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "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": [
        [
            93847.2843275769,
            273811.4693073022,
            -179964.1849797247,
            -102438.6684031977,
            588281.3100197682,
            -690719.9784229675
        ],
        [
            93.847284,
            273.811469,
            -179.964185,
            -102.438668,
            588.28131,
            -690.719978
        ],
        [
            0.058002,
            0.169228,
            -0.111226,
            0,
            0.119294,
            0
        ],
        [
            27.277029,
            27.277029,
            27.277029,
            27.277029,
            27.277029,
            27.277029
        ],
        [
            -360503,
            -208377,
            -287106,
            -857773,
            -596141,
            -714988
        ],
        [
            1.035989,
            1.216364,
            0.865916,
            0.979292,
            1.248185,
            0.731922
        ],
        [
            1340,
            670,
            670,
            1340,
            670,
            670
        ],
        [
            600,
            305,
            295,
            668,
            342,
            326
        ],
        [
            740,
            365,
            375,
            672,
            328,
            344
        ],
        [
            44.776119,
            45.522388,
            44.029851,
            49.850746,
            51.044776,
            48.656716
        ],
        [
            1.277719,
            1.455648,
            1.100741,
            0.985156,
            1.197089,
            0.772335
        ],
        [
            66434,
            66434,
            46913,
            316751,
            316751,
            83650
        ],
        [
            -118085,
            -46891,
            -118085,
            -285483,
            -144164,
            -285483
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            16,
            17,
            15,
            15,
            16,
            14
        ],
        [
            12,
            13,
            11,
            13,
            14,
            12
        ],
        [
            19217,
            10188,
            9029,
            19217,
            10188,
            9029
        ],
        [
            468.462596,
            0,
            471.295929,
            0,
            469.879263,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -293639,
            302825,
            -576855,
            -573899,
            -29621,
            -578078
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579910400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021568299,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 99
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 165,
            "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)