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Trade: WAVES/USDT/120/MIDPOINT/HMA/5453

Strategy
WAVES/USDT/120/MIDPOINT/HMA/5453
Pair
WAVES_USDT
Interval
2h
Score
487621
Daily Profit
0.368119
Profit Factor
1.687176
Profitability
50.314465
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:20
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 595617.2596 517524.2054 78093.0541 976440.7364 2247209.1951 -1270768.4587
Total P&L (%) 595.6173 517.5242 78.0931 976.4407 2247.2092 -1270.7685
Avg Daily Profit (%) 0.3681 0.3199 0.0483 0.147 0.1952 0
Buy And Hold Return (%) 21.4995 21.4995 21.4995 21.4995 21.4995 21.4995
Max Trade Drawdown -113524 -162642 -71975 -5803364 -5306003 -3453676
Profit Factor 1.6872 2.1495 1.1875 1.047 1.2026 0.8687
Total Trades 159 80 79 159 80 79
Winning Trades 80 40 40 80 40 40
Losing Trades 79 40 39 79 40 39
Profitability (%) 50.3145 50 50.6329 50.3145 50 50.6329
Ratio Avg Win / Avg Loss 1.6661 2.1495 1.1578 1.0339 1.2026 0.847
Largest Winning Trade 126086 126086 67830 3707309 3707309 1822269
Largest Losing Trade -49050 -43522 -49050 -2070300 -2070300 -1930655
Avg Bars in Trades 119 104 135 119 104 135
Avg Bars in Winners 150 133 167 150 133 167
Avg Bars in Losers 88 75 101 88 75 101
Bars Traded 19013 8347 10666 19013 8347 10666
Profit Streak 0 0 543.9309 0 0 543.9309
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 487621 -6307 -171211 -164365 -11972 -606694

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580248800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925230139,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            595617.2595736587,
            517524.2054486368,
            78093.0541250215,
            976440.7364488109,
            2247209.1951463073,
            -1270768.4586974983
        ],
        [
            595.61726,
            517.524205,
            78.093054,
            976.440736,
            2247.209195,
            -1270.768459
        ],
        [
            0.368119,
            0.319854,
            0.048265,
            0.146971,
            0.195234,
            0
        ],
        [
            21.499548,
            21.499548,
            21.499548,
            21.499548,
            21.499548,
            21.499548
        ],
        [
            -113524,
            -162642,
            -71975,
            -5803364,
            -5306003,
            -3453676
        ],
        [
            1.687176,
            2.149458,
            1.187486,
            1.047015,
            1.202628,
            0.868703
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            50.314465,
            50,
            50.632911,
            50.314465,
            50,
            50.632911
        ],
        [
            1.666086,
            2.149458,
            1.157798,
            1.033927,
            1.202628,
            0.846985
        ],
        [
            126086,
            126086,
            67830,
            3707309,
            3707309,
            1822269
        ],
        [
            -49050,
            -43522,
            -49050,
            -2070300,
            -2070300,
            -1930655
        ],
        [
            119,
            104,
            135,
            119,
            104,
            135
        ],
        [
            150,
            133,
            167,
            150,
            133,
            167
        ],
        [
            88,
            75,
            101,
            88,
            75,
            101
        ],
        [
            19013,
            8347,
            10666,
            19013,
            8347,
            10666
        ],
        [
            0,
            0,
            543.930904,
            0,
            0,
            543.930904
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487621,
            -6307,
            -171211,
            -164365,
            -11972,
            -606694
        ]
    ]
}
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": 1580248800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925230139,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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)