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Trade: WAVES/USDT/360/SMA/HMA/9809

Strategy
WAVES/USDT/360/SMA/HMA/9809
Pair
WAVES_USDT
Interval
6h
Score
428226
Daily Profit
0.272227
Profit Factor
1.800108
Profitability
48.739496
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 04:09
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 538125.5904 445977.74 92147.8504 655373.6732 -554478.4435 1209852.1167
Total P&L (%) 538.1256 445.9777 92.1479 655.3737 -554.4784 1209.8521
Avg Daily Profit (%) 0.2722 0.2256 0.0466 0.1023 0 0.1302
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198747 -155880 -96738 -4782985 -3944166 -839887
Profit Factor 1.8001 2.2612 1.2889 1.0745 0.8979 1.3587
Total Trades 119 60 59 119 60 59
Winning Trades 58 27 31 58 27 31
Losing Trades 61 33 28 61 33 28
Profitability (%) 48.7395 45 52.5424 48.7395 45 52.5424
Ratio Avg Win / Avg Loss 1.8932 2.7637 1.1642 1.13 1.0974 1.2272
Largest Winning Trade 191957 191957 63739 2019453 1683095 2019453
Largest Losing Trade -48600 -48600 -39283 -2521275 -2521275 -550278
Avg Bars in Trades 64 60 69 64 60 69
Avg Bars in Winners 92 85 98 92 85 98
Avg Bars in Losers 38 39 37 38 39 37
Bars Traded 7710 3620 4089 7710 3620 4089
Profit Streak 0 0 541.7983 0 0 541.7983
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428226 -158980 -306402 -194725 -750236 -194083

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549972800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848974519,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 94,
            "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": [
        [
            538125.5904128448,
            445977.7399926054,
            92147.8504202391,
            655373.6731620592,
            -554478.4434892419,
            1209852.1166513
        ],
        [
            538.12559,
            445.97774,
            92.14785,
            655.373673,
            -554.478443,
            1209.852117
        ],
        [
            0.272227,
            0.225612,
            0.046616,
            0.102344,
            0,
            0.130223
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198747,
            -155880,
            -96738,
            -4782985,
            -3944166,
            -839887
        ],
        [
            1.800108,
            2.261227,
            1.288901,
            1.074461,
            0.897867,
            1.358729
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            48.739496,
            45,
            52.542373,
            48.739496,
            45,
            52.542373
        ],
        [
            1.893217,
            2.763722,
            1.164169,
            1.130036,
            1.097393,
            1.227239
        ],
        [
            191957,
            191957,
            63739,
            2019453,
            1683095,
            2019453
        ],
        [
            -48600,
            -48600,
            -39283,
            -2521275,
            -2521275,
            -550278
        ],
        [
            64,
            60,
            69,
            64,
            60,
            69
        ],
        [
            92,
            85,
            98,
            92,
            85,
            98
        ],
        [
            38,
            39,
            37,
            38,
            39,
            37
        ],
        [
            7710,
            3620,
            4089,
            7710,
            3620,
            4089
        ],
        [
            0,
            0,
            541.798316,
            0,
            0,
            541.798316
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428226,
            -158980,
            -306402,
            -194725,
            -750236,
            -194083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549972800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758848974519,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 32,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 94,
            "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)