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Trade: WAVES/USDT/60/HMA/EMA/5670

Strategy
WAVES/USDT/60/HMA/EMA/5670
Pair
WAVES_USDT
Interval
1h
Score
345239
Daily Profit
0.314209
Profit Factor
1.742493
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-05 12:47
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 181323.7285 99569.8895 81753.839 218110.9537 104469.8484 113641.1053
Total P&L (%) 181.3237 99.5699 81.7538 218.111 104.4698 113.6411
Avg Daily Profit (%) 0.3142 0.1725 0.1417 0.2007 0.124 0.1316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52938 -43389 -33224 -125823 -131698 -47369
Profit Factor 1.7425 1.7967 1.6857 1.4587 1.4197 1.5014
Total Trades 90 45 45 90 45 45
Winning Trades 40 18 22 40 18 22
Losing Trades 50 27 23 50 27 23
Profitability (%) 44.4444 40 48.8889 44.4444 40 48.8889
Ratio Avg Win / Avg Loss 2.1781 2.6951 1.7623 1.8233 2.1296 1.5696
Largest Winning Trade 66286 66286 48383 118567 118567 109537
Largest Losing Trade -20629 -20629 -15481 -65245 -65245 -34203
Avg Bars in Trades 147 145 150 147 145 150
Avg Bars in Winners 207 216 200 207 216 200
Avg Bars in Losers 99 98 101 99 98 101
Bars Traded 13305 6544 6761 13305 6544 6761
Profit Streak 0 0 506.0748 0 0 506.0748
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345239 236923 -518 269327 -29732 -14666
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669996800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759657658442,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 129,
            "offset": 214
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 183,
            "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": [
        [
            181323.7284842414,
            99569.8894875816,
            81753.8389966596,
            218110.9537244379,
            104469.8484314674,
            113641.1052929706
        ],
        [
            181.323728,
            99.569889,
            81.753839,
            218.110954,
            104.469848,
            113.641105
        ],
        [
            0.314209,
            0.172541,
            0.141668,
            0.200733,
            0.12402,
            0.131633
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52938,
            -43389,
            -33224,
            -125823,
            -131698,
            -47369
        ],
        [
            1.742493,
            1.796725,
            1.685651,
            1.458653,
            1.419736,
            1.50139
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            50,
            27,
            23,
            50,
            27,
            23
        ],
        [
            44.444444,
            40,
            48.888889,
            44.444444,
            40,
            48.888889
        ],
        [
            2.178116,
            2.695088,
            1.762272,
            1.823317,
            2.129604,
            1.569635
        ],
        [
            66286,
            66286,
            48383,
            118567,
            118567,
            109537
        ],
        [
            -20629,
            -20629,
            -15481,
            -65245,
            -65245,
            -34203
        ],
        [
            147,
            145,
            150,
            147,
            145,
            150
        ],
        [
            207,
            216,
            200,
            207,
            216,
            200
        ],
        [
            99,
            98,
            101,
            99,
            98,
            101
        ],
        [
            13305,
            6544,
            6761,
            13305,
            6544,
            6761
        ],
        [
            0,
            0,
            506.07475,
            0,
            0,
            506.07475
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345239,
            236923,
            -518,
            269327,
            -29732,
            -14666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669996800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759657658442,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 129,
            "offset": 214
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 183,
            "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)