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Trade: WAVES/USDT/120/SINWMA/HWMA/3257

Strategy
WAVES/USDT/120/SINWMA/HWMA/3257
Pair
WAVES_USDT
Interval
2h
Score
454861
Daily Profit
0.488105
Profit Factor
1.738826
Profitability
37.715180
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 06:47
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 789753.6338 673220.9704 116532.6634 6917173.4454 3625796.5693 3291376.8761
Total P&L (%) 789.7536 673.221 116.5327 6917.1734 3625.7966 3291.3769
Avg Daily Profit (%) 0.4881 0.4161 0.072 0.2631 0.2239 0.218
Buy And Hold Return (%) 23.6782 23.6782 23.6782 23.6782 23.6782 23.6782
Max Trade Drawdown -90724 -71733 -124391 -4932748 -3748420 -4491359
Profit Factor 1.7388 2.2565 1.2186 1.2038 1.1985 1.2101
Total Trades 639 320 319 639 320 319
Winning Trades 241 129 112 241 129 112
Losing Trades 398 191 207 398 191 207
Profitability (%) 37.7152 40.3125 35.1097 37.7152 40.3125 35.1097
Ratio Avg Win / Avg Loss 2.8716 3.3411 2.2522 1.9881 1.7745 2.2365
Largest Winning Trade 227326 227326 84247 3356417 3356417 1938186
Largest Losing Trade -16126 -14162 -16126 -884427 -884427 -787208
Avg Bars in Trades 29 29 30 29 29 30
Avg Bars in Winners 59 54 64 59 54 64
Avg Bars in Losers 11 11 11 11 11 11
Bars Traded 18948 9316 9632 18948 9316 9632
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 454861 425091 -102159 288823 172180 149737

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580472000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758858473682,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6521,
            "nc": 0.25998
        }
    }
}
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": [
        [
            789753.6337587391,
            673220.9703900755,
            116532.6633686645,
            6917173.445407761,
            3625796.569268289,
            3291376.876139479
        ],
        [
            789.753634,
            673.22097,
            116.532663,
            6917.173445,
            3625.796569,
            3291.376876
        ],
        [
            0.488105,
            0.416082,
            0.072023,
            0.263074,
            0.223851,
            0.218026
        ],
        [
            23.678161,
            23.678161,
            23.678161,
            23.678161,
            23.678161,
            23.678161
        ],
        [
            -90724,
            -71733,
            -124391,
            -4932748,
            -3748420,
            -4491359
        ],
        [
            1.738826,
            2.256523,
            1.218574,
            1.203848,
            1.198481,
            1.210107
        ],
        [
            639,
            320,
            319,
            639,
            320,
            319
        ],
        [
            241,
            129,
            112,
            241,
            129,
            112
        ],
        [
            398,
            191,
            207,
            398,
            191,
            207
        ],
        [
            37.71518,
            40.3125,
            35.109718,
            37.71518,
            40.3125,
            35.109718
        ],
        [
            2.871588,
            3.341054,
            2.252186,
            1.988098,
            1.774495,
            2.236538
        ],
        [
            227326,
            227326,
            84247,
            3356417,
            3356417,
            1938186
        ],
        [
            -16126,
            -14162,
            -16126,
            -884427,
            -884427,
            -787208
        ],
        [
            29,
            29,
            30,
            29,
            29,
            30
        ],
        [
            59,
            54,
            64,
            59,
            54,
            64
        ],
        [
            11,
            11,
            11,
            11,
            11,
            11
        ],
        [
            18948,
            9316,
            9632,
            18948,
            9316,
            9632
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454861,
            425091,
            -102159,
            288823,
            172180,
            149737
        ]
    ]
}
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": 1580472000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758858473682,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.6521,
            "nc": 0.25998
        }
    }
}

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)