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Trade: WAVES/USDT/60/HWMA/KCU/4117

Strategy
WAVES/USDT/60/HWMA/KCU/4117
Pair
WAVES_USDT
Interval
1h
Score
302794
Daily Profit
0.155281
Profit Factor
1.222732
Profitability
63.428571
Streak
510.215740
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-10 05:10
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 89609.4152 81816.8656 7792.5495 24106.9935 14439.4319 9667.5615
Total P&L (%) 89.6094 81.8169 7.7926 24.107 14.4394 9.6676
Avg Daily Profit (%) 0.1553 0.1418 0.0135 0.0374 0.0234 0.016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128815 -79713 -61151 -137052 -92786 -47483
Profit Factor 1.2227 1.2823 1.0692 1.0563 1.0442 1.0949
Total Trades 175 87 88 175 87 88
Winning Trades 111 59 52 111 59 52
Losing Trades 64 28 36 64 28 36
Profitability (%) 63.4286 67.8161 59.0909 63.4286 67.8161 59.0909
Ratio Avg Win / Avg Loss 0.705 0.6086 0.7402 0.609 0.4956 0.758
Largest Winning Trade 29410 29410 9151 38369 38369 9754
Largest Losing Trade -42025 -42025 -30332 -46911 -46911 -24936
Avg Bars in Trades 74 142 6 74 142 6
Avg Bars in Winners 38 67 5 38 67 5
Avg Bars in Losers 136 300 8 136 300 8
Bars Traded 12975 12404 571 12975 12404 571
Profit Streak 510.2157 512.8407 510.2157 510.2157 512.8407 510.2157
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302794 -2249 -485274 -304105 -359634 -453708
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": 1668924000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760062239957,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.55617,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            89609.4151618468,
            81816.8656364499,
            7792.5495253969,
            24106.9934840196,
            14439.4319385081,
            9667.5615455114
        ],
        [
            89.609415,
            81.816866,
            7.79255,
            24.106993,
            14.439432,
            9.667562
        ],
        [
            0.155281,
            0.141777,
            0.013503,
            0.037432,
            0.023375,
            0.015993
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128815,
            -79713,
            -61151,
            -137052,
            -92786,
            -47483
        ],
        [
            1.222732,
            1.28234,
            1.069244,
            1.056281,
            1.044227,
            1.094922
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            111,
            59,
            52,
            111,
            59,
            52
        ],
        [
            64,
            28,
            36,
            64,
            28,
            36
        ],
        [
            63.428571,
            67.816092,
            59.090909,
            63.428571,
            67.816092,
            59.090909
        ],
        [
            0.704999,
            0.608568,
            0.740246,
            0.609027,
            0.495566,
            0.758023
        ],
        [
            29410,
            29410,
            9151,
            38369,
            38369,
            9754
        ],
        [
            -42025,
            -42025,
            -30332,
            -46911,
            -46911,
            -24936
        ],
        [
            74,
            142,
            6,
            74,
            142,
            6
        ],
        [
            38,
            67,
            5,
            38,
            67,
            5
        ],
        [
            136,
            300,
            8,
            136,
            300,
            8
        ],
        [
            12975,
            12404,
            571,
            12975,
            12404,
            571
        ],
        [
            510.21574,
            512.84074,
            510.21574,
            510.21574,
            512.84074,
            510.21574
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302794,
            -2249,
            -485274,
            -304105,
            -359634,
            -453708
        ]
    ]
}
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": 1668924000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760062239957,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.55617,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 55,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)