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Trade: WAVES/USDT/360/MIDPOINT/HMA/6749

Strategy
WAVES/USDT/360/MIDPOINT/HMA/6749
Pair
WAVES_USDT
Interval
6h
Score
337313
Daily Profit
0.205705
Profit Factor
2.495844
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-01 06:04
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 517355.5242 406627.0248 110728.4994 1016229.2925 404506.4499 611722.8426
Total P&L (%) 517.3555 406.627 110.7285 1016.2293 404.5065 611.7228
Avg Daily Profit (%) 0.2617 0.2057 0.056 0.1221 0.0819 0.0993
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85812 -65210 -176772 -344318 -422019 -500425
Profit Factor 1.9804 2.4958 1.4328 1.4801 1.3277 1.6933
Total Trades 75 38 37 75 38 37
Winning Trades 38 16 22 38 16 22
Losing Trades 37 22 15 37 22 15
Profitability (%) 50.6667 42.1053 59.4595 50.6667 42.1053 59.4595
Ratio Avg Win / Avg Loss 1.9283 3.4318 0.9769 1.4412 1.8256 1.1545
Largest Winning Trade 107817 107817 78459 346203 218073 346203
Largest Losing Trade -42355 -42355 -40937 -162394 -162394 -153409
Avg Bars in Trades 101 79 124 101 79 124
Avg Bars in Winners 154 126 174 154 126 174
Avg Bars in Losers 47 44 52 47 44 52
Bars Traded 7630 3018 4612 7630 3018 4612
Profit Streak 0 0 827.1282 0 0 827.1282
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -48863 337313 -116314 -89569 -85291 -55277
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759287872934,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 95,
            "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": [
        [
            517355.5241579812,
            406627.0247569702,
            110728.499401011,
            1016229.2924964163,
            404506.4498770508,
            611722.8426193653
        ],
        [
            517.355524,
            406.627025,
            110.728499,
            1016.229292,
            404.50645,
            611.722843
        ],
        [
            0.26172,
            0.205705,
            0.056015,
            0.12212,
            0.081906,
            0.099329
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85812,
            -65210,
            -176772,
            -344318,
            -422019,
            -500425
        ],
        [
            1.980402,
            2.495844,
            1.432771,
            1.4801,
            1.327702,
            1.693303
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            37,
            22,
            15,
            37,
            22,
            15
        ],
        [
            50.666667,
            42.105263,
            59.459459,
            50.666667,
            42.105263,
            59.459459
        ],
        [
            1.928286,
            3.431785,
            0.976889,
            1.44115,
            1.82559,
            1.154525
        ],
        [
            107817,
            107817,
            78459,
            346203,
            218073,
            346203
        ],
        [
            -42355,
            -42355,
            -40937,
            -162394,
            -162394,
            -153409
        ],
        [
            101,
            79,
            124,
            101,
            79,
            124
        ],
        [
            154,
            126,
            174,
            154,
            126,
            174
        ],
        [
            47,
            44,
            52,
            47,
            44,
            52
        ],
        [
            7630,
            3018,
            4612,
            7630,
            3018,
            4612
        ],
        [
            0,
            0,
            827.128159,
            0,
            0,
            827.128159
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -48863,
            337313,
            -116314,
            -89569,
            -85291,
            -55277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759287872934,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 95,
            "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)