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Trade: WAVES/USDT/720/HMA/KCB/9785

Strategy
WAVES/USDT/720/HMA/KCB/9785
Pair
WAVES_USDT
Interval
12h
Score
321431
Daily Profit
0.313699
Profit Factor
2.031632
Profitability
39.285714
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-04 06:47
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 620339.4678 520119.6463 100219.8215 686833.5579 83846.405 602987.1529
Total P&L (%) 620.3395 520.1196 100.2198 686.8336 83.8464 602.9872
Avg Daily Profit (%) 0.3137 0.263 0.0507 0.1044 0.0308 0.0987
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110876 -122867 -138636 -604590 -733385 -250223
Profit Factor 2.0316 2.3599 1.4579 1.2972 1.0489 2.0111
Total Trades 84 42 42 84 42 42
Winning Trades 33 15 18 33 15 18
Losing Trades 51 27 24 51 27 24
Profitability (%) 39.2857 35.7143 42.8571 39.2857 35.7143 42.8571
Ratio Avg Win / Avg Loss 3.1398 4.2479 1.9439 2.0048 1.888 2.6815
Largest Winning Trade 194344 194344 68608 362848 349194 362848
Largest Losing Trade -46798 -46798 -46186 -417314 -417314 -95009
Avg Bars in Trades 43 47 39 43 47 39
Avg Bars in Winners 78 88 70 78 88 70
Avg Bars in Losers 20 24 16 20 24 16
Bars Traded 3649 1983 1666 3649 1983 1666
Profit Streak 0 0 594.658 0 0 594.658
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321431 272122 -125224 -55993 -322870 -59163
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1559131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759549647181,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            620339.4678040737,
            520119.6462939586,
            100219.8215101152,
            686833.5578638806,
            83846.4049755867,
            602987.1528882945
        ],
        [
            620.339468,
            520.119646,
            100.219822,
            686.833558,
            83.846405,
            602.987153
        ],
        [
            0.313699,
            0.263019,
            0.05068,
            0.10437,
            0.030798,
            0.098667
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110876,
            -122867,
            -138636,
            -604590,
            -733385,
            -250223
        ],
        [
            2.031632,
            2.359943,
            1.457914,
            1.29724,
            1.048909,
            2.011104
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            39.285714,
            35.714286,
            42.857143,
            39.285714,
            35.714286,
            42.857143
        ],
        [
            3.139795,
            4.247898,
            1.943885,
            2.004826,
            1.888036,
            2.681472
        ],
        [
            194344,
            194344,
            68608,
            362848,
            349194,
            362848
        ],
        [
            -46798,
            -46798,
            -46186,
            -417314,
            -417314,
            -95009
        ],
        [
            43,
            47,
            39,
            43,
            47,
            39
        ],
        [
            78,
            88,
            70,
            78,
            88,
            70
        ],
        [
            20,
            24,
            16,
            20,
            24,
            16
        ],
        [
            3649,
            1983,
            1666,
            3649,
            1983,
            1666
        ],
        [
            0,
            0,
            594.657953,
            0,
            0,
            594.657953
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321431,
            272122,
            -125224,
            -55993,
            -322870,
            -59163
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1559131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759549647181,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 5,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)