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Trade: WAVES/USDT/120/HWMA/DCU/6277

Strategy
WAVES/USDT/120/HWMA/DCU/6277
Pair
WAVES_USDT
Interval
2h
Score
310670
Daily Profit
0.178423
Profit Factor
1.274157
Profitability
61.274510
Streak
512.564932
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-10 02:33
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 135736.6945 288688.0536 -152951.359 -89291.1301 172540.9062 -261832.0363
Total P&L (%) 135.7367 288.6881 -152.9514 -89.2911 172.5409 -261.832
Avg Daily Profit (%) 0.0839 0.1784 -0.0945 -0.138 0.062 0
Buy And Hold Return (%) 20.8853 20.8853 20.8853 20.8853 20.8853 20.8853
Max Trade Drawdown -293659 -246839 -162408 -750034 -645266 -273344
Profit Factor 1.0947 1.2742 0.5976 0.9698 1.0762 0.6216
Total Trades 409 204 205 409 204 205
Winning Trades 231 125 106 231 125 106
Losing Trades 178 79 99 178 79 99
Profitability (%) 56.4792 61.2745 51.7073 56.4792 61.2745 51.7073
Ratio Avg Win / Avg Loss 0.8435 0.8053 0.5582 0.7473 0.6801 0.5806
Largest Winning Trade 67625 67625 8859 234593 234593 41237
Largest Losing Trade -71513 -71513 -26639 -495916 -495916 -67879
Avg Bars in Trades 45 88 3 45 88 3
Avg Bars in Winners 27 48 3 27 48 3
Avg Bars in Losers 69 151 3 69 151 3
Bars Traded 18769 17982 787 18769 17982 787
Profit Streak 511.9816 512.5649 511.9816 511.9816 512.5649 511.9816
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -195356 310670 -579177 -576840 -245619 -579177
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579053600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760052810126,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.46798,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 46,
            "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": [
        [
            135736.6945303091,
            288688.0535715167,
            -152951.3590412073,
            -89291.1300985744,
            172540.906215538,
            -261832.036314112
        ],
        [
            135.736695,
            288.688054,
            -152.951359,
            -89.29113,
            172.540906,
            -261.832036
        ],
        [
            0.083892,
            0.178423,
            -0.094531,
            -0.137982,
            0.061986,
            0
        ],
        [
            20.885294,
            20.885294,
            20.885294,
            20.885294,
            20.885294,
            20.885294
        ],
        [
            -293659,
            -246839,
            -162408,
            -750034,
            -645266,
            -273344
        ],
        [
            1.094713,
            1.274157,
            0.597646,
            0.969802,
            1.076181,
            0.621599
        ],
        [
            409,
            204,
            205,
            409,
            204,
            205
        ],
        [
            231,
            125,
            106,
            231,
            125,
            106
        ],
        [
            178,
            79,
            99,
            178,
            79,
            99
        ],
        [
            56.479218,
            61.27451,
            51.707317,
            56.479218,
            61.27451,
            51.707317
        ],
        [
            0.843545,
            0.805267,
            0.558178,
            0.747293,
            0.680146,
            0.58055
        ],
        [
            67625,
            67625,
            8859,
            234593,
            234593,
            41237
        ],
        [
            -71513,
            -71513,
            -26639,
            -495916,
            -495916,
            -67879
        ],
        [
            45,
            88,
            3,
            45,
            88,
            3
        ],
        [
            27,
            48,
            3,
            27,
            48,
            3
        ],
        [
            69,
            151,
            3,
            69,
            151,
            3
        ],
        [
            18769,
            17982,
            787,
            18769,
            17982,
            787
        ],
        [
            511.981599,
            512.564932,
            511.981599,
            511.981599,
            512.564932,
            511.981599
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -195356,
            310670,
            -579177,
            -576840,
            -245619,
            -579177
        ]
    ]
}
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": 1579053600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760052810126,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.46798,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 46,
            "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)