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Trade: WAVES/USDT/120/EMA/HMA/2636

Strategy
WAVES/USDT/120/EMA/HMA/2636
Pair
WAVES_USDT
Interval
2h
Score
436589
Daily Profit
0.390290
Profit Factor
2.026144
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 18:24
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 631488.4313 546543.2879 84945.1434 1423785.3342 811952.9147 611832.4196
Total P&L (%) 631.4884 546.5433 84.9451 1423.7853 811.9529 611.8324
Avg Daily Profit (%) 0.3903 0.3378 0.0525 0.1685 0.1367 0.1214
Buy And Hold Return (%) 25.0436 25.0436 25.0436 25.0436 25.0436 25.0436
Max Trade Drawdown -139929 -137539 -106390 -2096898 -1962813 -873808
Profit Factor 2.0261 2.6741 1.294 1.233 1.2326 1.2335
Total Trades 105 53 52 105 53 52
Winning Trades 48 25 23 48 25 23
Losing Trades 57 28 29 57 28 29
Profitability (%) 45.7143 47.1698 44.2308 45.7143 47.1698 44.2308
Ratio Avg Win / Avg Loss 2.406 2.9949 1.6316 1.4642 1.3805 1.5553
Largest Winning Trade 138831 138831 63313 1000375 903010 1000375
Largest Losing Trade -68576 -33940 -68576 -875800 -875800 -722366
Avg Bars in Trades 180 174 186 180 174 186
Avg Bars in Winners 284 273 296 284 273 296
Avg Bars in Losers 92 87 98 92 87 98
Bars Traded 18949 9273 9676 18949 9273 9676
Profit Streak 0 0 548.8923 0 0 548.8923
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 436589 -166839 -306125 217989 -191596 -211481

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758900292250,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 177,
            "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": [
        [
            631488.4313050064,
            546543.2878869801,
            84945.1434180262,
            1423785.3342447642,
            811952.9146545102,
            611832.4195902532
        ],
        [
            631.488431,
            546.543288,
            84.945143,
            1423.785334,
            811.952915,
            611.83242
        ],
        [
            0.39029,
            0.337789,
            0.0525,
            0.168484,
            0.136708,
            0.121376
        ],
        [
            25.043579,
            25.043579,
            25.043579,
            25.043579,
            25.043579,
            25.043579
        ],
        [
            -139929,
            -137539,
            -106390,
            -2096898,
            -1962813,
            -873808
        ],
        [
            2.026144,
            2.67406,
            1.294008,
            1.232973,
            1.232568,
            1.233513
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            45.714286,
            47.169811,
            44.230769,
            45.714286,
            47.169811,
            44.230769
        ],
        [
            2.406046,
            2.994948,
            1.631575,
            1.464156,
            1.380476,
            1.555299
        ],
        [
            138831,
            138831,
            63313,
            1000375,
            903010,
            1000375
        ],
        [
            -68576,
            -33940,
            -68576,
            -875800,
            -875800,
            -722366
        ],
        [
            180,
            174,
            186,
            180,
            174,
            186
        ],
        [
            284,
            273,
            296,
            284,
            273,
            296
        ],
        [
            92,
            87,
            98,
            92,
            87,
            98
        ],
        [
            18949,
            9273,
            9676,
            18949,
            9273,
            9676
        ],
        [
            0,
            0,
            548.892271,
            0,
            0,
            548.892271
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436589,
            -166839,
            -306125,
            217989,
            -191596,
            -211481
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758900292250,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 177,
            "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)