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Trade: WAVES/USDT/480/HWMA/HL2/8599

Strategy
WAVES/USDT/480/HWMA/HL2/8599
Pair
WAVES_USDT
Interval
8h
Score
359058
Daily Profit
0.211219
Profit Factor
1.269868
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 10:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417580.8468 381358.8915 36221.9553 -34190.4693 135414.8852 -169605.3545
Total P&L (%) 417.5808 381.3589 36.222 -34.1905 135.4149 -169.6054
Avg Daily Profit (%) 0.2112 0.1929 0.0183 -0.0212 0.0433 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203512 -70478 -285064 -311925 -88761 -323837
Profit Factor 1.2699 1.5034 1.0459 0.9718 1.2499 0.7476
Total Trades 315 158 157 315 158 157
Winning Trades 168 76 92 168 76 92
Losing Trades 147 82 65 147 82 65
Profitability (%) 53.3333 48.1013 58.5987 53.3333 48.1013 58.5987
Ratio Avg Win / Avg Loss 1.1111 1.622 0.7389 0.8504 1.3485 0.5282
Largest Winning Trade 105716 105716 50035 114417 114417 63696
Largest Losing Trade -57835 -42517 -57835 -113892 -29977 -113892
Avg Bars in Trades 18 18 18 18 18 18
Avg Bars in Winners 18 18 18 18 18 18
Avg Bars in Losers 19 19 18 19 19 18
Bars Traded 5916 2970 2946 5916 2970 2946
Profit Streak 0 0 566.6305 0 0 566.6305
Trades During Streak 0 0 7 0 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359058 353150 -339614 -578420 -135462 -577717

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870476048,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.28754
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            417580.8467601324,
            381358.8914919867,
            36221.9552681459,
            -34190.4693268791,
            135414.8852215494,
            -169605.3545484286
        ],
        [
            417.580847,
            381.358891,
            36.221955,
            -34.190469,
            135.414885,
            -169.605355
        ],
        [
            0.211219,
            0.192898,
            0.018322,
            -0.021161,
            0.043316,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203512,
            -70478,
            -285064,
            -311925,
            -88761,
            -323837
        ],
        [
            1.269868,
            1.503356,
            1.045867,
            0.971837,
            1.249857,
            0.747631
        ],
        [
            315,
            158,
            157,
            315,
            158,
            157
        ],
        [
            168,
            76,
            92,
            168,
            76,
            92
        ],
        [
            147,
            82,
            65,
            147,
            82,
            65
        ],
        [
            53.333333,
            48.101266,
            58.598726,
            53.333333,
            48.101266,
            58.598726
        ],
        [
            1.111135,
            1.622043,
            0.738928,
            0.850357,
            1.34853,
            0.528217
        ],
        [
            105716,
            105716,
            50035,
            114417,
            114417,
            63696
        ],
        [
            -57835,
            -42517,
            -57835,
            -113892,
            -29977,
            -113892
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            18,
            18,
            18,
            18,
            18,
            18
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            5916,
            2970,
            2946,
            5916,
            2970,
            2946
        ],
        [
            0,
            0,
            566.63051,
            0,
            0,
            566.63051
        ],
        [
            0,
            0,
            7,
            0,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359058,
            353150,
            -339614,
            -578420,
            -135462,
            -577717
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758870476048,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.28754
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)