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Trade: WAVES/USDT/480/HWMA/DCU/7249

Strategy
WAVES/USDT/480/HWMA/DCU/7249
Pair
WAVES_USDT
Interval
8h
Score
528725
Daily Profit
0.296015
Profit Factor
2.009528
Profitability
64.485981
Streak
584.676111
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-02 19:13
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 585221.0574 571568.9379 13652.1195 94893.0742 628148.594 -533255.5198
Total P&L (%) 585.2211 571.5689 13.6521 94.8931 628.1486 -533.2555
Avg Daily Profit (%) 0.296 0.2891 0.0069 0.0338 0.1005 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -223170 -212367 -44677 -2179324 -1821034 -701417
Profit Factor 2.0095 2.2203 1.1227 1.0176 1.1437 0.4697
Total Trades 107 53 54 107 53 54
Winning Trades 69 37 32 69 37 32
Losing Trades 38 16 22 38 16 22
Profitability (%) 64.486 69.8113 59.2593 64.486 69.8113 59.2593
Ratio Avg Win / Avg Loss 1.1067 0.9601 0.7718 0.5604 0.4946 0.3229
Largest Winning Trade 174079 174079 12517 1030054 1030054 91991
Largest Losing Trade -84680 -84680 -18952 -1582016 -1582016 -367303
Avg Bars in Trades 51 101 2 51 101 2
Avg Bars in Winners 29 52 2 29 52 2
Avg Bars in Losers 92 216 2 92 216 2
Bars Traded 5538 5399 139 5538 5399 139
Profit Streak 584.6761 595.3428 584.6761 584.6761 595.3428 584.6761
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 528725 -165906 -501011 -347454 -298703 -758771
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549468800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759421615997,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18393,
            "nb": 0.87006,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 59,
            "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": [
        [
            585221.057393279,
            571568.937884553,
            13652.1195087262,
            94893.074240299,
            628148.5939907331,
            -533255.5197504339
        ],
        [
            585.221057,
            571.568938,
            13.65212,
            94.893074,
            628.148594,
            -533.25552
        ],
        [
            0.296015,
            0.289109,
            0.006905,
            0.033758,
            0.100472,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -223170,
            -212367,
            -44677,
            -2179324,
            -1821034,
            -701417
        ],
        [
            2.009528,
            2.220251,
            1.122666,
            1.017649,
            1.143701,
            0.469696
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            64.485981,
            69.811321,
            59.259259,
            64.485981,
            69.811321,
            59.259259
        ],
        [
            1.106696,
            0.960108,
            0.771833,
            0.560444,
            0.494573,
            0.322916
        ],
        [
            174079,
            174079,
            12517,
            1030054,
            1030054,
            91991
        ],
        [
            -84680,
            -84680,
            -18952,
            -1582016,
            -1582016,
            -367303
        ],
        [
            51,
            101,
            2,
            51,
            101,
            2
        ],
        [
            29,
            52,
            2,
            29,
            52,
            2
        ],
        [
            92,
            216,
            2,
            92,
            216,
            2
        ],
        [
            5538,
            5399,
            139,
            5538,
            5399,
            139
        ],
        [
            584.676111,
            595.342778,
            584.676111,
            584.676111,
            595.342778,
            584.676111
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            528725,
            -165906,
            -501011,
            -347454,
            -298703,
            -758771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549468800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759421615997,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.18393,
            "nb": 0.87006,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 59,
            "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)