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Trade: WAVES/USDT/240/SMA/HMA/4660

Strategy
WAVES/USDT/240/SMA/HMA/4660
Pair
WAVES_USDT
Interval
4h
Score
307282
Daily Profit
0.197468
Profit Factor
2.313691
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 01:12
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 406562.8502 390197.0221 16365.8281 84920.8858 101660.2554 -16739.3696
Total P&L (%) 406.5629 390.197 16.3658 84.9209 101.6603 -16.7394
Avg Daily Profit (%) 0.2058 0.1975 0.0083 0.0311 0.0355 -0.0093
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -252877 -169549 -94364 -3727243 -2950437 -1106198
Profit Factor 1.6338 2.3137 1.0475 1.011 1.0238 0.9951
Total Trades 77 39 38 77 39 38
Winning Trades 31 16 15 31 16 15
Losing Trades 46 23 23 46 23 23
Profitability (%) 40.2597 41.0256 39.4737 40.2597 41.0256 39.4737
Ratio Avg Win / Avg Loss 2.4243 3.3259 1.6062 1.5002 1.4717 1.5259
Largest Winning Trade 167496 167496 63767 1488166 1244254 1488166
Largest Losing Trade -54041 -48895 -54041 -1882706 -1882706 -582552
Avg Bars in Trades 150 135 165 150 135 165
Avg Bars in Winners 254 225 285 254 225 285
Avg Bars in Losers 79 72 87 79 72 87
Bars Traded 11561 5270 6291 11561 5270 6291
Profit Streak 0 0 589.5922 0 0 589.5922
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39301 307282 -361730 -408688 -343316 -581497

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549944000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838365928,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 131,
            "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": [
        [
            406562.8502355189,
            390197.0221265635,
            16365.8281089555,
            84920.8857994248,
            101660.2553673798,
            -16739.3695679556
        ],
        [
            406.56285,
            390.197022,
            16.365828,
            84.920886,
            101.660255,
            -16.73937
        ],
        [
            0.20575,
            0.197468,
            0.008282,
            0.031116,
            0.035503,
            -0.009271
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -252877,
            -169549,
            -94364,
            -3727243,
            -2950437,
            -1106198
        ],
        [
            1.633751,
            2.313691,
            1.047507,
            1.01101,
            1.023772,
            0.995129
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            40.25974,
            41.025641,
            39.473684,
            40.25974,
            41.025641,
            39.473684
        ],
        [
            2.424276,
            3.325931,
            1.606177,
            1.500208,
            1.471672,
            1.525864
        ],
        [
            167496,
            167496,
            63767,
            1488166,
            1244254,
            1488166
        ],
        [
            -54041,
            -48895,
            -54041,
            -1882706,
            -1882706,
            -582552
        ],
        [
            150,
            135,
            165,
            150,
            135,
            165
        ],
        [
            254,
            225,
            285,
            254,
            225,
            285
        ],
        [
            79,
            72,
            87,
            79,
            72,
            87
        ],
        [
            11561,
            5270,
            6291,
            11561,
            5270,
            6291
        ],
        [
            0,
            0,
            589.592198,
            0,
            0,
            589.592198
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39301,
            307282,
            -361730,
            -408688,
            -343316,
            -581497
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549944000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838365928,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 131,
            "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)