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Trade: WAVES/USDT/120/HWMA/HWMA/8216

Strategy
WAVES/USDT/120/HWMA/HWMA/8216
Pair
WAVES_USDT
Interval
2h
Score
353703
Daily Profit
0.205655
Profit Factor
1.291666
Profitability
54.038997
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 23:30
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 281741.5331 332750.3405 -51008.8075 -78064.4103 144516.7667 -222581.177
Total P&L (%) 281.7415 332.7503 -51.0088 -78.0644 144.5168 -222.5812
Avg Daily Profit (%) 0.1741 0.2057 -0.0315 -0.0937 0.0553 0
Buy And Hold Return (%) 31.4118 31.4118 31.4118 31.4118 31.4118 31.4118
Max Trade Drawdown -188279 -196699 -186221 -324350 -310376 -336610
Profit Factor 1.1203 1.2917 0.9575 0.9682 1.1225 0.8253
Total Trades 718 359 359 718 359 359
Winning Trades 390 194 196 390 194 196
Losing Trades 328 165 163 328 165 163
Profitability (%) 54.3175 54.039 54.5961 54.3175 54.039 54.5961
Ratio Avg Win / Avg Loss 0.9422 1.0986 0.7963 0.8143 0.9547 0.6863
Largest Winning Trade 54413 54413 33755 61945 61945 49488
Largest Losing Trade -70567 -47847 -70567 -141100 -141100 -118542
Avg Bars in Trades 27 26 27 27 26 27
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 29 30 29 29 30 29
Bars Traded 19396 9555 9841 19396 9555 9841
Profit Streak 475.6042 0 493.7708 475.6042 0 493.7708
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -77272 353703 -577229 -575605 -206106 -577229
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578729600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759437000405,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18369,
            "nb": 0.1,
            "nc": 0.06919
        }
    }
}
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": [
        [
            281741.5330626744,
            332750.3405350652,
            -51008.80747239,
            -78064.4103150609,
            144516.7667132159,
            -222581.1770282768
        ],
        [
            281.741533,
            332.750341,
            -51.008807,
            -78.06441,
            144.516767,
            -222.581177
        ],
        [
            0.17413,
            0.205655,
            -0.031526,
            -0.093717,
            0.055276,
            0
        ],
        [
            31.411822,
            31.411822,
            31.411822,
            31.411822,
            31.411822,
            31.411822
        ],
        [
            -188279,
            -196699,
            -186221,
            -324350,
            -310376,
            -336610
        ],
        [
            1.120317,
            1.291666,
            0.957521,
            0.968181,
            1.122507,
            0.825251
        ],
        [
            718,
            359,
            359,
            718,
            359,
            359
        ],
        [
            390,
            194,
            196,
            390,
            194,
            196
        ],
        [
            328,
            165,
            163,
            328,
            165,
            163
        ],
        [
            54.317549,
            54.038997,
            54.5961,
            54.317549,
            54.038997,
            54.5961
        ],
        [
            0.942215,
            1.098582,
            0.796306,
            0.814265,
            0.95471,
            0.686306
        ],
        [
            54413,
            54413,
            33755,
            61945,
            61945,
            49488
        ],
        [
            -70567,
            -47847,
            -70567,
            -141100,
            -141100,
            -118542
        ],
        [
            27,
            26,
            27,
            27,
            26,
            27
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            29,
            30,
            29,
            29,
            30,
            29
        ],
        [
            19396,
            9555,
            9841,
            19396,
            9555,
            9841
        ],
        [
            475.604171,
            0,
            493.770838,
            475.604171,
            0,
            493.770838
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77272,
            353703,
            -577229,
            -575605,
            -206106,
            -577229
        ]
    ]
}
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": 1578729600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759437000405,
    "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": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18369,
            "nb": 0.1,
            "nc": 0.06919
        }
    }
}

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)