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Trade: WAVES/USDT/120/TEMA/HMA/5644

Strategy
WAVES/USDT/120/TEMA/HMA/5644
Pair
WAVES_USDT
Interval
2h
Score
499631
Daily Profit
0.167702
Profit Factor
2.260616
Profitability
55.339806
Streak
566.954434
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 05:54
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 276248.704 362748.2789 -86499.5749 -102556.8393 1404661.0491 -1507217.8885
Total P&L (%) 276.2487 362.7483 -86.4996 -102.5568 1404.661 -1507.2179
Avg Daily Profit (%) 0.1707 0.2242 -0.0535 0 0.1677 0
Buy And Hold Return (%) 24.2064 24.2064 24.2064 24.2064 24.2064 24.2064
Max Trade Drawdown -237858 -172251 -198047 -1175805 -467850 -1561810
Profit Factor 1.2312 1.6424 0.8627 0.9734 2.2606 0.4508
Total Trades 206 103 103 206 103 103
Winning Trades 98 45 53 108 57 51
Losing Trades 108 58 50 98 46 52
Profitability (%) 47.5728 43.6893 51.4563 52.4272 55.3398 49.5146
Ratio Avg Win / Avg Loss 1.3569 2.1169 0.8139 0.8833 1.8244 0.4597
Largest Winning Trade 86458 86458 47993 384482 384482 234406
Largest Losing Trade -102393 -70867 -102393 -677732 -112321 -677732
Avg Bars in Trades 92 99 85 92 99 85
Avg Bars in Winners 95 102 89 87 102 71
Avg Bars in Losers 90 97 81 98 96 100
Bars Traded 19120 10263 8857 19120 10263 8857
Profit Streak 480.3711 0 497.4544 0 566.9544 0
Trades During Streak 1 0 2 0 7 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 279122 295347 -579908 -579384 499631 -581246
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580097600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758941663057,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 144,
            "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": [
        [
            276248.7039770265,
            362748.2788968302,
            -86499.5749198036,
            -102556.8393205015,
            1404661.0491391227,
            -1507217.8884596243
        ],
        [
            276.248704,
            362.748279,
            -86.499575,
            -102.556839,
            1404.661049,
            -1507.217888
        ],
        [
            0.170735,
            0.224195,
            -0.053461,
            0,
            0.167702,
            0
        ],
        [
            24.206395,
            24.206395,
            24.206395,
            24.206395,
            24.206395,
            24.206395
        ],
        [
            -237858,
            -172251,
            -198047,
            -1175805,
            -467850,
            -1561810
        ],
        [
            1.231218,
            1.642418,
            0.862719,
            0.973422,
            2.260616,
            0.450812
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            98,
            45,
            53,
            108,
            57,
            51
        ],
        [
            108,
            58,
            50,
            98,
            46,
            52
        ],
        [
            47.572816,
            43.68932,
            51.456311,
            52.427184,
            55.339806,
            49.514563
        ],
        [
            1.356853,
            2.116894,
            0.813886,
            0.88329,
            1.824357,
            0.459651
        ],
        [
            86458,
            86458,
            47993,
            384482,
            384482,
            234406
        ],
        [
            -102393,
            -70867,
            -102393,
            -677732,
            -112321,
            -677732
        ],
        [
            92,
            99,
            85,
            92,
            99,
            85
        ],
        [
            95,
            102,
            89,
            87,
            102,
            71
        ],
        [
            90,
            97,
            81,
            98,
            96,
            100
        ],
        [
            19120,
            10263,
            8857,
            19120,
            10263,
            8857
        ],
        [
            480.3711,
            0,
            497.454433,
            0,
            566.954434,
            0
        ],
        [
            1,
            0,
            2,
            0,
            7,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            279122,
            295347,
            -579908,
            -579384,
            499631,
            -581246
        ]
    ]
}
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": 1580097600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758941663057,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 144,
            "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)