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Trade: WAVES/USDT/360/HWMA/SINWMA/3508

Strategy
WAVES/USDT/360/HWMA/SINWMA/3508
Pair
WAVES_USDT
Interval
6h
Score
342154
Daily Profit
0.167304
Profit Factor
1.224579
Profitability
51.176471
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-02 12:56
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 328079.8011 330719.1059 -2639.3048 -71108.3499 318743.41 -389851.7599
Total P&L (%) 328.0798 330.7191 -2.6393 -71.1084 318.7434 -389.8518
Avg Daily Profit (%) 0.166 0.1673 -0.0013 -0.0628 0.0725 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214797 -102384 -219126 -382976 -252170 -662793
Profit Factor 1.1161 1.2246 0.998 0.9855 1.1283 0.8397
Total Trades 1021 510 511 1021 510 511
Winning Trades 513 261 252 513 261 252
Losing Trades 508 249 259 508 249 259
Profitability (%) 50.2449 51.1765 49.3151 50.2449 51.1765 49.3151
Ratio Avg Win / Avg Loss 1.1053 1.1683 1.0258 0.9759 1.0764 0.863
Largest Winning Trade 81566 81566 31786 127907 127907 56513
Largest Losing Trade -55390 -51532 -55390 -153932 -105562 -153932
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 7 7 7 7 7 7
Avg Bars in Losers 7 7 7 7 7 7
Bars Traded 7687 3840 3847 7687 3840 3847
Profit Streak 475.1646 0 499.6646 475.1646 0 499.6646
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78850 342154 -575579 -574181 -173023 -577245
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": 1552413600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759399018367,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.49071,
            "nc": 0.63226
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "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": [
        [
            328079.801128462,
            330719.1059160209,
            -2639.3047875582,
            -71108.3499219506,
            318743.4100087605,
            -389851.7599307111
        ],
        [
            328.079801,
            330.719106,
            -2.639305,
            -71.10835,
            318.74341,
            -389.85176
        ],
        [
            0.165969,
            0.167304,
            -0.001335,
            -0.062791,
            0.072473,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214797,
            -102384,
            -219126,
            -382976,
            -252170,
            -662793
        ],
        [
            1.116137,
            1.224579,
            0.998048,
            0.985537,
            1.128309,
            0.839723
        ],
        [
            1021,
            510,
            511,
            1021,
            510,
            511
        ],
        [
            513,
            261,
            252,
            513,
            261,
            252
        ],
        [
            508,
            249,
            259,
            508,
            249,
            259
        ],
        [
            50.244858,
            51.176471,
            49.315068,
            50.244858,
            51.176471,
            49.315068
        ],
        [
            1.105258,
            1.168277,
            1.025772,
            0.975931,
            1.076433,
            0.863049
        ],
        [
            81566,
            81566,
            31786,
            127907,
            127907,
            56513
        ],
        [
            -55390,
            -51532,
            -55390,
            -153932,
            -105562,
            -153932
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            7687,
            3840,
            3847,
            7687,
            3840,
            3847
        ],
        [
            475.164564,
            0,
            499.664564,
            475.164564,
            0,
            499.664564
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78850,
            342154,
            -575579,
            -574181,
            -173023,
            -577245
        ]
    ]
}
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": 1552413600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759399018367,
    "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": 0.49071,
            "nc": 0.63226
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 215,
            "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)