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Trade: WAVES/USDT/480/MIDPRICE/HMA/8466

Strategy
WAVES/USDT/480/MIDPRICE/HMA/8466
Pair
WAVES_USDT
Interval
8h
Score
555932
Daily Profit
0.257415
Profit Factor
3.253270
Profitability
55.263158
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-03 09:24
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 676391.6046 508910.1378 167481.4668 5148507.9007 1655174.3428 3493333.5579
Total P&L (%) 676.3916 508.9101 167.4815 5148.5079 1655.1743 3493.3336
Avg Daily Profit (%) 0.3421 0.2574 0.0847 0.2005 0.145 0.1813
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -62800 -58923 -140478 -600939 -972742 -562647
Profit Factor 2.4829 3.2533 1.7273 2.3621 1.6565 3.7754
Total Trades 76 38 38 76 38 38
Winning Trades 37 21 16 37 21 16
Losing Trades 39 17 22 39 17 22
Profitability (%) 48.6842 55.2632 42.1053 48.6842 55.2632 42.1053
Ratio Avg Win / Avg Loss 2.6171 2.6336 2.3751 2.4898 1.341 5.1912
Largest Winning Trade 112342 112342 76947 1748654 1045961 1748654
Largest Losing Trade -41273 -41273 -33026 -513307 -513307 -406902
Avg Bars in Trades 75 54 97 75 54 97
Avg Bars in Winners 118 75 175 118 75 175
Avg Bars in Losers 34 27 40 34 27 40
Bars Traded 5750 2057 3693 5750 2057 3693
Profit Streak 0 0 704.2668 0 0 704.2668
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40304 555932 -78679 -41747 133341 456296
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551859200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759472653518,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 70,
            "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": [
        [
            676391.6046467283,
            508910.1378372071,
            167481.4668095213,
            5148507.900697472,
            1655174.3427898812,
            3493333.5579075906
        ],
        [
            676.391605,
            508.910138,
            167.481467,
            5148.507901,
            1655.174343,
            3493.333558
        ],
        [
            0.34213,
            0.257415,
            0.084715,
            0.200531,
            0.145029,
            0.181331
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -62800,
            -58923,
            -140478,
            -600939,
            -972742,
            -562647
        ],
        [
            2.482927,
            3.25327,
            1.727341,
            2.362109,
            1.656523,
            3.775388
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            39,
            17,
            22,
            39,
            17,
            22
        ],
        [
            48.684211,
            55.263158,
            42.105263,
            48.684211,
            55.263158,
            42.105263
        ],
        [
            2.617139,
            2.633599,
            2.375094,
            2.489791,
            1.340995,
            5.191159
        ],
        [
            112342,
            112342,
            76947,
            1748654,
            1045961,
            1748654
        ],
        [
            -41273,
            -41273,
            -33026,
            -513307,
            -513307,
            -406902
        ],
        [
            75,
            54,
            97,
            75,
            54,
            97
        ],
        [
            118,
            75,
            175,
            118,
            75,
            175
        ],
        [
            34,
            27,
            40,
            34,
            27,
            40
        ],
        [
            5750,
            2057,
            3693,
            5750,
            2057,
            3693
        ],
        [
            0,
            0,
            704.266823,
            0,
            0,
            704.266823
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40304,
            555932,
            -78679,
            -41747,
            133341,
            456296
        ]
    ]
}
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": 1551859200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759472653518,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 70,
            "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)