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Trade: WAVES/USDT/120/MIDPRICE/HWMA/3194

Strategy
WAVES/USDT/120/MIDPRICE/HWMA/3194
Pair
WAVES_USDT
Interval
2h
Score
357137
Daily Profit
0.419931
Profit Factor
1.435821
Profitability
33.905013
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 04:06
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 679448.2528 674120.2565 5327.9963 511881.8279 391824.4868 120057.3411
Total P&L (%) 679.4483 674.1203 5.328 511.8818 391.8245 120.0573
Avg Daily Profit (%) 0.4199 0.4166 0.0033 0.112 0.0985 0.0488
Buy And Hold Return (%) 22.8731 22.8731 22.8731 22.8731 22.8731 22.8731
Max Trade Drawdown -121458 -93377 -232330 -322498 -346709 -292498
Profit Factor 1.4358 1.8981 1.0066 1.1456 1.2247 1.0678
Total Trades 758 379 379 758 379 379
Winning Trades 257 131 126 257 131 126
Losing Trades 501 248 253 501 248 253
Profitability (%) 33.905 34.5646 33.2454 33.905 34.5646 33.2454
Ratio Avg Win / Avg Loss 2.799 3.5934 2.0212 2.2333 2.3185 2.144
Largest Winning Trade 347269 347269 66670 234364 234364 141663
Largest Losing Trade -19135 -13937 -19135 -83253 -83253 -69668
Avg Bars in Trades 25 20 29 25 20 29
Avg Bars in Winners 49 39 60 49 39 60
Avg Bars in Losers 12 10 13 12 10 13
Bars Traded 18972 7834 11138 18972 7834 11138
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357137 330977 -571171 -104300 -65037 -278645
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580169600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021565711,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19196,
            "nb": 0.63964,
            "nc": 0.24028
        }
    }
}
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": [
        [
            679448.252836211,
            674120.2565289258,
            5327.9963072854,
            511881.8278803311,
            391824.4868178696,
            120057.3410624626
        ],
        [
            679.448253,
            674.120257,
            5.327996,
            511.881828,
            391.824487,
            120.057341
        ],
        [
            0.419931,
            0.416638,
            0.003293,
            0.112014,
            0.0985,
            0.048758
        ],
        [
            22.87313,
            22.87313,
            22.87313,
            22.87313,
            22.87313,
            22.87313
        ],
        [
            -121458,
            -93377,
            -232330,
            -322498,
            -346709,
            -292498
        ],
        [
            1.435821,
            1.898117,
            1.006591,
            1.145614,
            1.224701,
            1.067769
        ],
        [
            758,
            379,
            379,
            758,
            379,
            379
        ],
        [
            257,
            131,
            126,
            257,
            131,
            126
        ],
        [
            501,
            248,
            253,
            501,
            248,
            253
        ],
        [
            33.905013,
            34.564644,
            33.245383,
            33.905013,
            34.564644,
            33.245383
        ],
        [
            2.799014,
            3.593382,
            2.02117,
            2.233279,
            2.318519,
            2.144011
        ],
        [
            347269,
            347269,
            66670,
            234364,
            234364,
            141663
        ],
        [
            -19135,
            -13937,
            -19135,
            -83253,
            -83253,
            -69668
        ],
        [
            25,
            20,
            29,
            25,
            20,
            29
        ],
        [
            49,
            39,
            60,
            49,
            39,
            60
        ],
        [
            12,
            10,
            13,
            12,
            10,
            13
        ],
        [
            18972,
            7834,
            11138,
            18972,
            7834,
            11138
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357137,
            330977,
            -571171,
            -104300,
            -65037,
            -278645
        ]
    ]
}
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": 1580169600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021565711,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19196,
            "nb": 0.63964,
            "nc": 0.24028
        }
    }
}

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)