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Trade: WAVES/USDT/360/HWMA/HLC3/6244

Strategy
WAVES/USDT/360/HWMA/HLC3/6244
Pair
WAVES_USDT
Interval
6h
Score
536727
Daily Profit
0.420250
Profit Factor
1.444195
Profitability
51.978417
Streak
480.772408
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 21:32
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 830730.0395 595273.5217 235456.5177 4693322.2974 2571077.2748 2122245.0227
Total P&L (%) 830.73 595.2735 235.4565 4693.3223 2571.0773 2122.245
Avg Daily Profit (%) 0.4203 0.3011 0.1191 0.196 0.1663 0.157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143847 -113344 -116867 -13556063 -5004649 -13265758
Profit Factor 1.4442 1.593 1.2718 1.0758 1.0825 1.069
Total Trades 556 278 278 556 278 278
Winning Trades 289 145 144 289 145 144
Losing Trades 267 133 134 267 133 134
Profitability (%) 51.9784 52.1583 51.7986 51.9784 52.1583 51.7986
Ratio Avg Win / Avg Loss 1.3343 1.4611 1.1835 0.9939 0.9929 0.9948
Largest Winning Trade 129884 129884 44476 2675302 2675302 2112501
Largest Losing Trade -53139 -43009 -53139 -8968490 -2226536 -8968490
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 7897 3952 3945 7897 3952 3945
Profit Streak 480.7724 0 505.5224 480.7724 0 505.5224
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 536727 440368 -31314 -126753 -122199 -135822
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1547791200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759689136110,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.69326
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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": [
        [
            830730.0394766025,
            595273.5217385722,
            235456.5177380302,
            4693322.297427526,
            2571077.2747578705,
            2122245.022669663
        ],
        [
            830.730039,
            595.273522,
            235.456518,
            4693.322297,
            2571.077275,
            2122.245023
        ],
        [
            0.42025,
            0.301137,
            0.119113,
            0.195958,
            0.166323,
            0.157002
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143847,
            -113344,
            -116867,
            -13556063,
            -5004649,
            -13265758
        ],
        [
            1.444195,
            1.592954,
            1.271802,
            1.07583,
            1.082535,
            1.069035
        ],
        [
            556,
            278,
            278,
            556,
            278,
            278
        ],
        [
            289,
            145,
            144,
            289,
            145,
            144
        ],
        [
            267,
            133,
            134,
            267,
            133,
            134
        ],
        [
            51.978417,
            52.158273,
            51.798561,
            51.978417,
            52.158273,
            51.798561
        ],
        [
            1.334256,
            1.461123,
            1.183482,
            0.993933,
            0.992946,
            0.994797
        ],
        [
            129884,
            129884,
            44476,
            2675302,
            2675302,
            2112501
        ],
        [
            -53139,
            -43009,
            -53139,
            -8968490,
            -2226536,
            -8968490
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            7897,
            3952,
            3945,
            7897,
            3952,
            3945
        ],
        [
            480.772408,
            0,
            505.522408,
            480.772409,
            0,
            505.522409
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            536727,
            440368,
            -31314,
            -126753,
            -122199,
            -135822
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1547791200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759689136110,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.69326
        }
    },
    "second_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "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)