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Trade: WAVES/USDT/720/MIDPOINT/HMA/2514

Strategy
WAVES/USDT/720/MIDPOINT/HMA/2514
Pair
WAVES_USDT
Interval
12h
Score
505207
Daily Profit
0.212003
Profit Factor
2.555199
Profitability
61.111111
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-01 21:40
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 528433.9629 419235.6685 109198.2944 828890.5758 284494.9551 544395.6207
Total P&L (%) 528.434 419.2357 109.1983 828.8906 284.495 544.3956
Avg Daily Profit (%) 0.2672 0.212 0.0552 0.1128 0.0681 0.0943
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125397 -79419 -164726 -1337700 -1334364 -665332
Profit Factor 1.9789 2.5552 1.4041 1.2185 1.1114 1.4394
Total Trades 72 36 36 72 36 36
Winning Trades 43 22 21 43 22 21
Losing Trades 29 14 15 29 14 15
Profitability (%) 59.7222 61.1111 58.3333 59.7222 61.1111 58.3333
Ratio Avg Win / Avg Loss 1.3346 1.626 1.0029 0.8218 0.7072 1.0282
Largest Winning Trade 124140 124140 75121 565014 565014 345072
Largest Losing Trade -61129 -61129 -40434 -940976 -940976 -193324
Avg Bars in Trades 53 41 65 53 41 65
Avg Bars in Winners 60 47 74 60 47 74
Avg Bars in Losers 42 32 52 42 32 52
Bars Traded 3850 1501 2349 3850 1501 2349
Profit Streak 0 0 704.278 0 0 704.278
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -70978 505207 -116050 -126345 -200216 -63363
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": 1551268800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759344014963,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 75,
            "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": [
        [
            528433.9628968481,
            419235.6685143664,
            109198.2943824816,
            828890.5757601758,
            284494.9551088793,
            544395.6206512961
        ],
        [
            528.433963,
            419.235669,
            109.198294,
            828.890576,
            284.494955,
            544.395621
        ],
        [
            0.267223,
            0.212003,
            0.05522,
            0.112773,
            0.068127,
            0.094261
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125397,
            -79419,
            -164726,
            -1337700,
            -1334364,
            -665332
        ],
        [
            1.978942,
            2.555199,
            1.404093,
            1.218512,
            1.111372,
            1.439421
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            59.722222,
            61.111111,
            58.333333,
            59.722222,
            61.111111,
            58.333333
        ],
        [
            1.334635,
            1.626036,
            1.002923,
            0.821787,
            0.707237,
            1.028158
        ],
        [
            124140,
            124140,
            75121,
            565014,
            565014,
            345072
        ],
        [
            -61129,
            -61129,
            -40434,
            -940976,
            -940976,
            -193324
        ],
        [
            53,
            41,
            65,
            53,
            41,
            65
        ],
        [
            60,
            47,
            74,
            60,
            47,
            74
        ],
        [
            42,
            32,
            52,
            42,
            32,
            52
        ],
        [
            3850,
            1501,
            2349,
            3850,
            1501,
            2349
        ],
        [
            0,
            0,
            704.277951,
            0,
            0,
            704.277951
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -70978,
            505207,
            -116050,
            -126345,
            -200216,
            -63363
        ]
    ]
}
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": 1551268800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759344014963,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 75,
            "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)