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Trade: WAVES/USDT/120/SINWMA/HMA/4970

Strategy
WAVES/USDT/120/SINWMA/HMA/4970
Pair
WAVES_USDT
Interval
2h
Score
528367
Daily Profit
0.323634
Profit Factor
2.908917
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 07:10
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 635005.553 523639.6144 111365.9387 2286869.8294 925732.7015 1361137.1278
Total P&L (%) 635.0056 523.6396 111.3659 2286.8698 925.7327 1361.1371
Avg Daily Profit (%) 0.3925 0.3236 0.0688 0.1963 0.144 0.1659
Buy And Hold Return (%) 20.4253 20.4253 20.4253 20.4253 20.4253 20.4253
Max Trade Drawdown -118079 -126748 -83370 -3042822 -2928570 -767448
Profit Factor 2.2006 2.9089 1.4374 1.2891 1.1855 1.4662
Total Trades 80 40 40 80 40 40
Winning Trades 38 20 18 38 20 18
Losing Trades 42 20 22 42 20 22
Profitability (%) 47.5 50 45 47.5 50 45
Ratio Avg Win / Avg Loss 2.4322 2.9089 1.7568 1.4248 1.1855 1.792
Largest Winning Trade 154801 154801 65089 1557902 1454122 1557902
Largest Losing Trade -53927 -44365 -53927 -1753060 -1753060 -600367
Avg Bars in Trades 233 226 239 233 226 239
Avg Bars in Winners 365 342 392 365 342 392
Avg Bars in Losers 112 111 114 112 111 114
Bars Traded 18647 9067 9580 18647 9067 9580
Profit Streak 0 0 547.5905 0 0 547.5905
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -10879 528367 -101363 -16726 -16840 310469
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580515200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946216724,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 235,
            "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": [
        [
            635005.5530499032,
            523639.6143875374,
            111365.9386623657,
            2286869.8293658593,
            925732.701539383,
            1361137.1278264758
        ],
        [
            635.005553,
            523.639614,
            111.365939,
            2286.869829,
            925.732702,
            1361.137128
        ],
        [
            0.392463,
            0.323634,
            0.068829,
            0.196272,
            0.143984,
            0.165885
        ],
        [
            20.425294,
            20.425294,
            20.425294,
            20.425294,
            20.425294,
            20.425294
        ],
        [
            -118079,
            -126748,
            -83370,
            -3042822,
            -2928570,
            -767448
        ],
        [
            2.200585,
            2.908917,
            1.437414,
            1.28912,
            1.185518,
            1.466178
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            47.5,
            50,
            45,
            47.5,
            50,
            45
        ],
        [
            2.432226,
            2.908917,
            1.756839,
            1.424817,
            1.185518,
            1.791995
        ],
        [
            154801,
            154801,
            65089,
            1557902,
            1454122,
            1557902
        ],
        [
            -53927,
            -44365,
            -53927,
            -1753060,
            -1753060,
            -600367
        ],
        [
            233,
            226,
            239,
            233,
            226,
            239
        ],
        [
            365,
            342,
            392,
            365,
            342,
            392
        ],
        [
            112,
            111,
            114,
            112,
            111,
            114
        ],
        [
            18647,
            9067,
            9580,
            18647,
            9067,
            9580
        ],
        [
            0,
            0,
            547.590471,
            0,
            0,
            547.590471
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -10879,
            528367,
            -101363,
            -16726,
            -16840,
            310469
        ]
    ]
}
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": 1580515200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946216724,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 235,
            "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)