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Trade: WAVES/USDT/120/MIDPRICE/HMA/1972

Strategy
WAVES/USDT/120/MIDPRICE/HMA/1972
Pair
WAVES_USDT
Interval
2h
Score
446494
Daily Profit
0.325600
Profit Factor
1.561867
Profitability
49.079755
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 04:55
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 526821.389 479867.4851 46953.904 463790.9022 894325.261 -430534.3588
Total P&L (%) 526.8214 479.8675 46.9539 463.7909 894.3253 -430.5344
Avg Daily Profit (%) 0.3256 0.2966 0.029 0.1069 0.1421 0
Buy And Hold Return (%) 22.8731 22.8731 22.8731 22.8731 22.8731 22.8731
Max Trade Drawdown -135783 -163134 -130135 -1023008 -839794 -952677
Profit Factor 1.5619 2.0794 1.0952 1.0932 1.3878 0.8389
Total Trades 163 82 81 163 82 81
Winning Trades 80 41 39 80 41 39
Losing Trades 83 41 42 83 41 42
Profitability (%) 49.0798 50 48.1481 49.0798 50 48.1481
Ratio Avg Win / Avg Loss 1.6204 2.0794 1.1795 1.1341 1.3878 0.9035
Largest Winning Trade 132829 132829 68479 643848 643848 319249
Largest Losing Trade -49280 -43173 -49280 -354194 -354194 -308176
Avg Bars in Trades 116 96 136 116 96 136
Avg Bars in Winners 141 118 165 141 118 165
Avg Bars in Losers 92 74 110 92 74 110
Bars Traded 19020 7940 11080 19020 7940 11080
Profit Streak 0 0 552.2468 0 0 552.2468
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 446494 285911 -288147 -167773 -6814 -592497
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580169600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542922153,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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": [
        [
            526821.3890459496,
            479867.4850770466,
            46953.9039689031,
            463790.9022208775,
            894325.2610365498,
            -430534.3588156722
        ],
        [
            526.821389,
            479.867485,
            46.953904,
            463.790902,
            894.325261,
            -430.534359
        ],
        [
            0.3256,
            0.296581,
            0.02902,
            0.106949,
            0.14206,
            0
        ],
        [
            22.87313,
            22.87313,
            22.87313,
            22.87313,
            22.87313,
            22.87313
        ],
        [
            -135783,
            -163134,
            -130135,
            -1023008,
            -839794,
            -952677
        ],
        [
            1.561867,
            2.079445,
            1.095226,
            1.09315,
            1.387795,
            0.838921
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            80,
            41,
            39,
            80,
            41,
            39
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            49.079755,
            50,
            48.148148,
            49.079755,
            50,
            48.148148
        ],
        [
            1.620437,
            2.079445,
            1.179475,
            1.134143,
            1.387795,
            0.903453
        ],
        [
            132829,
            132829,
            68479,
            643848,
            643848,
            319249
        ],
        [
            -49280,
            -43173,
            -49280,
            -354194,
            -354194,
            -308176
        ],
        [
            116,
            96,
            136,
            116,
            96,
            136
        ],
        [
            141,
            118,
            165,
            141,
            118,
            165
        ],
        [
            92,
            74,
            110,
            92,
            74,
            110
        ],
        [
            19020,
            7940,
            11080,
            19020,
            7940,
            11080
        ],
        [
            0,
            0,
            552.246784,
            0,
            0,
            552.246784
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            446494,
            285911,
            -288147,
            -167773,
            -6814,
            -592497
        ]
    ]
}
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": 1580169600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542922153,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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)