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Trade: WAVES/USDT/120/EMA/HILO/7711

Strategy
WAVES/USDT/120/EMA/HILO/7711
Pair
WAVES_USDT
Interval
2h
Score
303919
Daily Profit
0.243835
Profit Factor
1.512388
Profitability
41.390728
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 15:49
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 271721.1858 394525.8087 -122804.6228 -69929.1919 27015.1943 -96944.3863
Total P&L (%) 271.7212 394.5258 -122.8046 -69.9292 27.0152 -96.9444
Avg Daily Profit (%) 0.1679 0.2438 -0.0759 -0.0742 0.0148 -0.2154
Buy And Hold Return (%) 21.527 21.527 21.527 21.527 21.527 21.527
Max Trade Drawdown -163640 -88881 -279597 -169417 -93904 -143666
Profit Factor 1.163 1.5124 0.8631 0.9196 1.0644 0.7849
Total Trades 604 302 302 604 302 302
Winning Trades 254 125 129 254 125 129
Losing Trades 350 177 173 350 177 173
Profitability (%) 42.053 41.3907 42.7152 42.053 41.3907 42.7152
Ratio Avg Win / Avg Loss 1.6025 2.1415 1.1575 1.2672 1.5072 1.0526
Largest Winning Trade 172845 172845 67324 48490 48490 26914
Largest Losing Trade -62093 -20400 -62093 -26866 -26866 -17963
Avg Bars in Trades 31 27 35 31 27 35
Avg Bars in Winners 43 40 45 43 40 45
Avg Bars in Losers 22 17 28 22 17 28
Bars Traded 19083 8222 10861 19083 8222 10861
Profit Streak 0 0 490.2012 0 0 490.2012
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32716 303919 -580336 -579046 -410153 -580336
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579284000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759063783434,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            271721.1858325658,
            394525.8086639749,
            -122804.6228314085,
            -69929.1919260709,
            27015.1943439858,
            -96944.3862700568
        ],
        [
            271.721186,
            394.525809,
            -122.804623,
            -69.929192,
            27.015194,
            -96.944386
        ],
        [
            0.167936,
            0.243835,
            -0.075899,
            -0.074238,
            0.014781,
            -0.215354
        ],
        [
            21.526993,
            21.526993,
            21.526993,
            21.526993,
            21.526993,
            21.526993
        ],
        [
            -163640,
            -88881,
            -279597,
            -169417,
            -93904,
            -143666
        ],
        [
            1.162989,
            1.512388,
            0.863115,
            0.919622,
            1.064426,
            0.784893
        ],
        [
            604,
            302,
            302,
            604,
            302,
            302
        ],
        [
            254,
            125,
            129,
            254,
            125,
            129
        ],
        [
            350,
            177,
            173,
            350,
            177,
            173
        ],
        [
            42.05298,
            41.390728,
            42.715232,
            42.05298,
            41.390728,
            42.715232
        ],
        [
            1.602544,
            2.141541,
            1.157511,
            1.267195,
            1.507227,
            1.052608
        ],
        [
            172845,
            172845,
            67324,
            48490,
            48490,
            26914
        ],
        [
            -62093,
            -20400,
            -62093,
            -26866,
            -26866,
            -17963
        ],
        [
            31,
            27,
            35,
            31,
            27,
            35
        ],
        [
            43,
            40,
            45,
            43,
            40,
            45
        ],
        [
            22,
            17,
            28,
            22,
            17,
            28
        ],
        [
            19083,
            8222,
            10861,
            19083,
            8222,
            10861
        ],
        [
            0,
            0,
            490.201197,
            0,
            0,
            490.201197
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32716,
            303919,
            -580336,
            -579046,
            -410153,
            -580336
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579284000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759063783434,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)