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Trade: WAVES/USDT/120/SMA/HMA/1671

Strategy
WAVES/USDT/120/SMA/HMA/1671
Pair
WAVES_USDT
Interval
2h
Score
344155
Daily Profit
0.372868
Profit Factor
1.739327
Profitability
39.160839
Streak
506.777646
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 21:39
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 603299.6878 547662.1497 55637.5381 925951.0167 889476.8299 36474.1869
Total P&L (%) 603.2997 547.6622 55.6375 925.951 889.4768 36.4742
Avg Daily Profit (%) 0.3729 0.3385 0.0344 0.144 0.1418 0.0192
Buy And Hold Return (%) 25.848 25.848 25.848 25.848 25.848 25.848
Max Trade Drawdown -91567 -89991 -163182 -802206 -528119 -716208
Profit Factor 1.7393 2.4292 1.1285 1.2108 1.4298 1.0157
Total Trades 143 72 71 143 72 71
Winning Trades 56 27 29 56 27 29
Losing Trades 87 45 42 87 45 42
Profitability (%) 39.1608 37.5 40.8451 39.1608 37.5 40.8451
Ratio Avg Win / Avg Loss 2.7022 4.0487 1.6344 1.881 2.383 1.471
Largest Winning Trade 150059 150059 58160 563576 563576 241189
Largest Losing Trade -53463 -35793 -53463 -496769 -228361 -496769
Avg Bars in Trades 132 130 134 132 130 134
Avg Bars in Winners 222 234 211 222 234 211
Avg Bars in Losers 74 68 80 74 68 80
Bars Traded 18929 9412 9517 18929 9412 9517
Profit Streak 506.7776 512.0276 0 506.7776 512.0276 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344155 -69885 -321360 -2995 -85127 -498838
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579960800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759689588629,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 161,
            "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": [
        [
            603299.6878004703,
            547662.1497081827,
            55637.5380922871,
            925951.0167455965,
            889476.8298572771,
            36474.1868883183
        ],
        [
            603.299688,
            547.66215,
            55.637538,
            925.951017,
            889.47683,
            36.474187
        ],
        [
            0.372868,
            0.338481,
            0.034387,
            0.143998,
            0.141757,
            0.019221
        ],
        [
            25.847953,
            25.847953,
            25.847953,
            25.847953,
            25.847953,
            25.847953
        ],
        [
            -91567,
            -89991,
            -163182,
            -802206,
            -528119,
            -716208
        ],
        [
            1.739327,
            2.429191,
            1.128548,
            1.210752,
            1.429812,
            1.015694
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            39.160839,
            37.5,
            40.84507,
            39.160839,
            37.5,
            40.84507
        ],
        [
            2.702168,
            4.048651,
            1.634449,
            1.880989,
            2.38302,
            1.471005
        ],
        [
            150059,
            150059,
            58160,
            563576,
            563576,
            241189
        ],
        [
            -53463,
            -35793,
            -53463,
            -496769,
            -228361,
            -496769
        ],
        [
            132,
            130,
            134,
            132,
            130,
            134
        ],
        [
            222,
            234,
            211,
            222,
            234,
            211
        ],
        [
            74,
            68,
            80,
            74,
            68,
            80
        ],
        [
            18929,
            9412,
            9517,
            18929,
            9412,
            9517
        ],
        [
            506.777646,
            512.027646,
            0,
            506.777646,
            512.027646,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344155,
            -69885,
            -321360,
            -2995,
            -85127,
            -498838
        ]
    ]
}
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": 1579960800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759689588629,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 161,
            "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)