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Trade: WAVES/USDT/120/HMA/HMA/3536

Strategy
WAVES/USDT/120/HMA/HMA/3536
Pair
WAVES_USDT
Interval
2h
Score
451428
Daily Profit
0.460527
Profit Factor
1.640888
Profitability
41.960784
Streak
499.122041
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 19:55
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 745133.0561 604642.5631 140490.493 1947827.1329 4147215.6443 -2199388.5114
Total P&L (%) 745.1331 604.6426 140.4905 1947.8271 4147.2156 -2199.3885
Avg Daily Profit (%) 0.4605 0.3737 0.0868 0.1868 0.232 0
Buy And Hold Return (%) 22.6071 22.6071 22.6071 22.6071 22.6071 22.6071
Max Trade Drawdown -134473 -98759 -138222 -10224581 -6902124 -8037114
Profit Factor 1.6409 2.072 1.2347 1.0472 1.2036 0.8948
Total Trades 255 127 128 255 127 128
Winning Trades 107 52 55 107 52 55
Losing Trades 148 75 73 148 75 73
Profitability (%) 41.9608 40.9449 42.9688 41.9608 40.9449 42.9688
Ratio Avg Win / Avg Loss 2.2696 2.9884 1.6388 1.4485 1.7359 1.1876
Largest Winning Trade 148756 148756 53897 2965328 2965328 2296225
Largest Losing Trade -58891 -30063 -58891 -3649763 -1459870 -3649763
Avg Bars in Trades 74 76 71 74 76 71
Avg Bars in Winners 105 112 98 105 112 98
Avg Bars in Losers 51 52 51 51 52 51
Bars Traded 18891 9757 9134 18891 9757 9134
Profit Streak 499.122 505.5387 499.122 499.122 505.5387 499.122
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451428 371054 -79125 -161520 207436 -581475

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905744343,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 92,
            "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": [
        [
            745133.0560535663,
            604642.5630624166,
            140490.4929911491,
            1947827.1329004667,
            4147215.644278422,
            -2199388.5113779567
        ],
        [
            745.133056,
            604.642563,
            140.490493,
            1947.827133,
            4147.215644,
            -2199.388511
        ],
        [
            0.460527,
            0.373698,
            0.08683,
            0.186785,
            0.231965,
            0
        ],
        [
            22.60711,
            22.60711,
            22.60711,
            22.60711,
            22.60711,
            22.60711
        ],
        [
            -134473,
            -98759,
            -138222,
            -10224581,
            -6902124,
            -8037114
        ],
        [
            1.640888,
            2.071967,
            1.234696,
            1.047195,
            1.20355,
            0.894754
        ],
        [
            255,
            127,
            128,
            255,
            127,
            128
        ],
        [
            107,
            52,
            55,
            107,
            52,
            55
        ],
        [
            148,
            75,
            73,
            148,
            75,
            73
        ],
        [
            41.960784,
            40.944882,
            42.96875,
            41.960784,
            40.944882,
            42.96875
        ],
        [
            2.26964,
            2.988414,
            1.638778,
            1.448456,
            1.73589,
            1.187583
        ],
        [
            148756,
            148756,
            53897,
            2965328,
            2965328,
            2296225
        ],
        [
            -58891,
            -30063,
            -58891,
            -3649763,
            -1459870,
            -3649763
        ],
        [
            74,
            76,
            71,
            74,
            76,
            71
        ],
        [
            105,
            112,
            98,
            105,
            112,
            98
        ],
        [
            51,
            52,
            51,
            51,
            52,
            51
        ],
        [
            18891,
            9757,
            9134,
            18891,
            9757,
            9134
        ],
        [
            499.122041,
            505.538708,
            499.122041,
            499.122041,
            505.538708,
            499.122041
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451428,
            371054,
            -79125,
            -161520,
            207436,
            -581475
        ]
    ]
}
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": 1580392800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905744343,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 219,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 92,
            "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)