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Trade: WAVES/USDT/60/HMA/LINREG/3126

Strategy
WAVES/USDT/60/HMA/LINREG/3126
Pair
WAVES_USDT
Interval
1h
Score
339412
Daily Profit
0.270885
Profit Factor
1.245145
Profitability
52.836879
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-29 21:59
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 156322.1433 86583.7814 69738.3619 85954.9009 -20605.7532 106560.6541
Total P&L (%) 156.3221 86.5838 69.7384 85.9549 -20.6058 106.5607
Avg Daily Profit (%) 0.2709 0.15 0.1208 0.1076 -0.04 0.1258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124864 -71620 -98128 -158186 -165173 -66882
Profit Factor 1.2451 1.2598 1.2291 1.1115 0.9533 1.3234
Total Trades 282 141 141 282 141 141
Winning Trades 149 71 78 149 71 78
Losing Trades 133 70 63 133 70 63
Profitability (%) 52.8369 50.3546 55.3191 52.8369 50.3546 55.3191
Ratio Avg Win / Avg Loss 1.1114 1.2421 0.9927 0.9922 0.9399 1.0689
Largest Winning Trade 81902 81902 28051 46323 46323 41642
Largest Losing Trade -37190 -21897 -37190 -50441 -50441 -31097
Avg Bars in Trades 48 46 51 48 46 51
Avg Bars in Winners 41 38 44 41 38 44
Avg Bars in Losers 56 54 59 56 54 59
Bars Traded 13719 6515 7204 13719 6515 7204
Profit Streak 0 0 490.1249 0 0 490.1249
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339412 234273 -32220 -147443 -581302 -23375
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669132800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759172387477,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 113,
            "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": [
        [
            156322.1432955697,
            86583.7814249386,
            69738.361870631,
            85954.9009213673,
            -20605.7532223135,
            106560.6541436811
        ],
        [
            156.322143,
            86.583781,
            69.738362,
            85.954901,
            -20.605753,
            106.560654
        ],
        [
            0.270885,
            0.150038,
            0.120847,
            0.107553,
            -0.039977,
            0.125785
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124864,
            -71620,
            -98128,
            -158186,
            -165173,
            -66882
        ],
        [
            1.245145,
            1.259833,
            1.229068,
            1.111546,
            0.953282,
            1.323386
        ],
        [
            282,
            141,
            141,
            282,
            141,
            141
        ],
        [
            149,
            71,
            78,
            149,
            71,
            78
        ],
        [
            133,
            70,
            63,
            133,
            70,
            63
        ],
        [
            52.836879,
            50.35461,
            55.319149,
            52.836879,
            50.35461,
            55.319149
        ],
        [
            1.111438,
            1.242089,
            0.992709,
            0.992185,
            0.939855,
            1.068889
        ],
        [
            81902,
            81902,
            28051,
            46323,
            46323,
            41642
        ],
        [
            -37190,
            -21897,
            -37190,
            -50441,
            -50441,
            -31097
        ],
        [
            48,
            46,
            51,
            48,
            46,
            51
        ],
        [
            41,
            38,
            44,
            41,
            38,
            44
        ],
        [
            56,
            54,
            59,
            56,
            54,
            59
        ],
        [
            13719,
            6515,
            7204,
            13719,
            6515,
            7204
        ],
        [
            0,
            0,
            490.124855,
            0,
            0,
            490.124855
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339412,
            234273,
            -32220,
            -147443,
            -581302,
            -23375
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669132800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759172387477,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 113,
            "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)