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Trade: WAVES/USDT/480/WMA/HMA/5433

Strategy
WAVES/USDT/480/WMA/HMA/5433
Pair
WAVES_USDT
Interval
8h
Score
343341
Daily Profit
0.188228
Profit Factor
2.434635
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 13:44
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 388965.4894 372126.8579 16838.6315 100717.6955 459719.3536 -359001.6581
Total P&L (%) 388.9655 372.1269 16.8386 100.7177 459.7194 -359.0017
Avg Daily Profit (%) 0.1967 0.1882 0.0085 0.0352 0.0872 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -185845 -146700 -140984 -1167841 -1020739 -881746
Profit Factor 1.6686 2.4346 1.0522 1.0341 1.3182 0.762
Total Trades 74 37 37 74 37 37
Winning Trades 31 16 15 31 16 15
Losing Trades 43 21 22 43 21 22
Profitability (%) 41.8919 43.2432 40.5405 41.8919 43.2432 40.5405
Ratio Avg Win / Avg Loss 2.3145 3.1955 1.5433 1.4344 1.7301 1.1177
Largest Winning Trade 152198 152198 64568 491141 460901 491141
Largest Losing Trade -58207 -46025 -58207 -583888 -583888 -546646
Avg Bars in Trades 77 68 87 77 68 87
Avg Bars in Winners 130 108 154 130 108 154
Avg Bars in Losers 39 37 41 39 37 41
Bars Traded 5754 2519 3235 5754 2519 3235
Profit Streak 0 0 663.1143 0 0 663.1143
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61176 343341 -355120 -400754 -77918 -581827

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551398400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758883471252,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "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": [
        [
            388965.4894252612,
            372126.8579008824,
            16838.6315243788,
            100717.6955122172,
            459719.3536055962,
            -359001.6580933796
        ],
        [
            388.965489,
            372.126858,
            16.838632,
            100.717696,
            459.719354,
            -359.001658
        ],
        [
            0.196745,
            0.188228,
            0.008517,
            0.035248,
            0.087153,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -185845,
            -146700,
            -140984,
            -1167841,
            -1020739,
            -881746
        ],
        [
            1.66861,
            2.434635,
            1.052235,
            1.034102,
            1.318183,
            0.762036
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            41.891892,
            43.243243,
            40.540541,
            41.891892,
            43.243243,
            40.540541
        ],
        [
            2.314524,
            3.195459,
            1.543278,
            1.434399,
            1.730115,
            1.117653
        ],
        [
            152198,
            152198,
            64568,
            491141,
            460901,
            491141
        ],
        [
            -58207,
            -46025,
            -58207,
            -583888,
            -583888,
            -546646
        ],
        [
            77,
            68,
            87,
            77,
            68,
            87
        ],
        [
            130,
            108,
            154,
            130,
            108,
            154
        ],
        [
            39,
            37,
            41,
            39,
            37,
            41
        ],
        [
            5754,
            2519,
            3235,
            5754,
            2519,
            3235
        ],
        [
            0,
            0,
            663.114251,
            0,
            0,
            663.114251
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61176,
            343341,
            -355120,
            -400754,
            -77918,
            -581827
        ]
    ]
}
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": 1551398400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758883471252,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 69,
            "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)