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Trade: WAVES/USDT/120/HWMA/WMA/2760

Strategy
WAVES/USDT/120/HWMA/WMA/2760
Pair
WAVES_USDT
Interval
2h
Score
416455
Daily Profit
0.259627
Profit Factor
1.262826
Profitability
50.067843
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 10:19
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 427841.9292 420076.234 7765.6952 21672.5567 41341.1918 -19668.6352
Total P&L (%) 427.8419 420.0762 7.7657 21.6726 41.3412 -19.6686
Avg Daily Profit (%) 0.2644 0.2596 0.0048 0.0121 0.0214 -0.0135
Buy And Hold Return (%) 25 25 25 25 25 25
Max Trade Drawdown -202070 -112328 -204868 -1133704 -1017204 -755435
Profit Factor 1.1299 1.2628 1.0046 1.0019 1.0069 0.9965
Total Trades 1474 737 737 1474 737 737
Winning Trades 747 369 378 747 369 378
Losing Trades 727 368 359 727 368 359
Profitability (%) 50.6784 50.0678 51.289 50.6784 50.0678 51.289
Ratio Avg Win / Avg Loss 1.0996 1.2594 0.9541 0.975 1.0041 0.9464
Largest Winning Trade 70124 70124 31631 264604 264604 154576
Largest Losing Trade -48459 -28546 -48459 -264951 -264951 -240903
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 19287 9651 9636 19287 9651 9636
Profit Streak 467.8886 0 482.0553 467.8886 0 482.0553
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -61509 416455 -564196 -554558 -382874 -575631

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579521600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871174631,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19819,
            "nb": 0.1,
            "nc": 0.90262
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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": [
        [
            427841.9292199565,
            420076.2340179014,
            7765.6952020555,
            21672.5566689195,
            41341.1918242705,
            -19668.6351553523
        ],
        [
            427.841929,
            420.076234,
            7.765695,
            21.672557,
            41.341192,
            -19.668635
        ],
        [
            0.264426,
            0.259627,
            0.0048,
            0.012125,
            0.021387,
            -0.013535
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            -202070,
            -112328,
            -204868,
            -1133704,
            -1017204,
            -755435
        ],
        [
            1.12985,
            1.262826,
            1.004577,
            1.001856,
            1.006873,
            0.996524
        ],
        [
            1474,
            737,
            737,
            1474,
            737,
            737
        ],
        [
            747,
            369,
            378,
            747,
            369,
            378
        ],
        [
            727,
            368,
            359,
            727,
            368,
            359
        ],
        [
            50.678426,
            50.067843,
            51.289009,
            50.678426,
            50.067843,
            51.289009
        ],
        [
            1.0996,
            1.259404,
            0.954083,
            0.975033,
            1.004144,
            0.946434
        ],
        [
            70124,
            70124,
            31631,
            264604,
            264604,
            154576
        ],
        [
            -48459,
            -28546,
            -48459,
            -264951,
            -264951,
            -240903
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            19287,
            9651,
            9636,
            19287,
            9651,
            9636
        ],
        [
            467.888595,
            0,
            482.055262,
            467.888595,
            0,
            482.055262
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -61509,
            416455,
            -564196,
            -554558,
            -382874,
            -575631
        ]
    ]
}
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": 1579521600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871174631,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19819,
            "nb": 0.1,
            "nc": 0.90262
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 111,
            "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)