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Trade: WAVES/USDT/720/WMA/HMA/8624

Strategy
WAVES/USDT/720/WMA/HMA/8624
Pair
WAVES_USDT
Interval
12h
Score
342311
Daily Profit
0.233968
Profit Factor
2.560185
Profitability
41.463415
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 20:47
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519762.8471 462672.3497 57090.4974 317894.3387 815620.9151 -497726.5763
Total P&L (%) 519.7628 462.6724 57.0905 317.8943 815.6209 -497.7266
Avg Daily Profit (%) 0.2628 0.234 0.0289 0.0723 0.112 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208583 -160703 -117231 -2637176 -1992695 -1405194
Profit Factor 1.841 2.5602 1.1776 1.0541 1.2712 0.8268
Total Trades 82 41 41 82 41 41
Winning Trades 35 17 18 35 17 18
Losing Trades 47 24 23 47 24 23
Profitability (%) 42.6829 41.4634 43.9024 42.6829 41.4634 43.9024
Ratio Avg Win / Avg Loss 2.4722 3.6144 1.5047 1.4154 1.7946 1.0565
Largest Winning Trade 164748 164748 65854 1115711 1014438 1115711
Largest Losing Trade -62953 -43554 -62953 -1223852 -1223852 -1018272
Avg Bars in Trades 46 41 52 46 41 52
Avg Bars in Winners 79 71 87 79 71 87
Avg Bars in Losers 22 19 25 22 19 25
Bars Traded 3836 1683 2153 3836 1683 2153
Profit Streak 0 0 664.7413 0 0 664.7413
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 16025 342311 -180608 -269044 -45262 -580489

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758908851009,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 34,
            "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": [
        [
            519762.8470856324,
            462672.349672268,
            57090.4974133644,
            317894.3387231434,
            815620.9150587547,
            -497726.5763356111
        ],
        [
            519.762847,
            462.67235,
            57.090497,
            317.894339,
            815.620915,
            -497.726576
        ],
        [
            0.262838,
            0.233968,
            0.02887,
            0.072343,
            0.112044,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208583,
            -160703,
            -117231,
            -2637176,
            -1992695,
            -1405194
        ],
        [
            1.84103,
            2.560185,
            1.177599,
            1.05405,
            1.271209,
            0.826828
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            42.682927,
            41.463415,
            43.902439,
            42.682927,
            41.463415,
            43.902439
        ],
        [
            2.472241,
            3.614378,
            1.50471,
            1.415438,
            1.794647,
            1.056503
        ],
        [
            164748,
            164748,
            65854,
            1115711,
            1014438,
            1115711
        ],
        [
            -62953,
            -43554,
            -62953,
            -1223852,
            -1223852,
            -1018272
        ],
        [
            46,
            41,
            52,
            46,
            41,
            52
        ],
        [
            79,
            71,
            87,
            79,
            71,
            87
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            3836,
            1683,
            2153,
            3836,
            1683,
            2153
        ],
        [
            0,
            0,
            664.741331,
            0,
            0,
            664.741331
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            16025,
            342311,
            -180608,
            -269044,
            -45262,
            -580489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758908851009,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 34,
            "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)