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Trade: WAVES/USDT/480/MIDPOINT/HWMA/3778

Strategy
WAVES/USDT/480/MIDPOINT/HWMA/3778
Pair
WAVES_USDT
Interval
8h
Score
305103
Daily Profit
0.311240
Profit Factor
1.375686
Profitability
36.622391
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 10:07
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 615320.7162 571791.4067 43529.3095 239787.0994 150276.7804 89510.319
Total P&L (%) 615.3207 571.7914 43.5293 239.7871 150.2768 89.5103
Avg Daily Profit (%) 0.3112 0.2892 0.022 0.0619 0.0464 0.0323
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218458 -139741 -197954 -326104 -199103 -194239
Profit Factor 1.3757 1.7141 1.052 1.117 1.1447 1.0885
Total Trades 527 264 263 527 264 263
Winning Trades 193 91 102 193 91 102
Losing Trades 334 173 161 334 173 161
Profitability (%) 36.6224 34.4697 38.7833 36.6224 34.4697 38.7833
Ratio Avg Win / Avg Loss 2.3807 3.2586 1.6605 1.933 2.1761 1.7182
Largest Winning Trade 251017 251017 57529 176007 176007 66347
Largest Losing Trade -39779 -39779 -29501 -81360 -81360 -56531
Avg Bars in Trades 11 10 11 11 10 11
Avg Bars in Winners 18 17 19 18 17 19
Avg Bars in Losers 6 6 7 6 6 7
Bars Traded 5855 2706 3149 5855 2706 3149
Profit Streak 0 0 488.6305 0 0 488.6305
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305103 256052 -330254 -203192 -196131 -274389

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548604800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870470868,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.42141,
            "nb": 0.29696,
            "nc": 0.5618
        }
    }
}
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": [
        [
            615320.7161686217,
            571791.4066678131,
            43529.3095008087,
            239787.0993956921,
            150276.7803915934,
            89510.3190040992
        ],
        [
            615.320716,
            571.791407,
            43.52931,
            239.787099,
            150.27678,
            89.510319
        ],
        [
            0.31124,
            0.289222,
            0.022018,
            0.061888,
            0.046414,
            0.032341
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218458,
            -139741,
            -197954,
            -326104,
            -199103,
            -194239
        ],
        [
            1.375686,
            1.714082,
            1.051999,
            1.116985,
            1.144674,
            1.088537
        ],
        [
            527,
            264,
            263,
            527,
            264,
            263
        ],
        [
            193,
            91,
            102,
            193,
            91,
            102
        ],
        [
            334,
            173,
            161,
            334,
            173,
            161
        ],
        [
            36.622391,
            34.469697,
            38.78327,
            36.622391,
            34.469697,
            38.78327
        ],
        [
            2.38072,
            3.25864,
            1.660508,
            1.933021,
            2.176138,
            1.718181
        ],
        [
            251017,
            251017,
            57529,
            176007,
            176007,
            66347
        ],
        [
            -39779,
            -39779,
            -29501,
            -81360,
            -81360,
            -56531
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            6,
            6,
            7,
            6,
            6,
            7
        ],
        [
            5855,
            2706,
            3149,
            5855,
            2706,
            3149
        ],
        [
            0,
            0,
            488.63045,
            0,
            0,
            488.63045
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305103,
            256052,
            -330254,
            -203192,
            -196131,
            -274389
        ]
    ]
}
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": 1548604800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870470868,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.42141,
            "nb": 0.29696,
            "nc": 0.5618
        }
    }
}

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)