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Trade: WAVES/USDT/480/HMA/HILO/2268

Strategy
WAVES/USDT/480/HMA/HILO/2268
Pair
WAVES_USDT
Interval
8h
Score
335843
Daily Profit
0.221905
Profit Factor
1.442840
Profitability
51.369863
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-12 17:15
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 438705.348 436856.7397 1848.6083 -103994.1885 475252.9802 -579247.1687
Total P&L (%) 438.7053 436.8567 1.8486 -103.9942 475.253 -579.2472
Avg Daily Profit (%) 0.2219 0.221 0.0009 0 0.0885 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -193620 -202954 -178085 -740514 -210053 -649270
Profit Factor 1.4428 1.7976 1.0042 0.9116 2.3394 0.2947
Total Trades 146 73 73 146 73 73
Winning Trades 75 34 41 76 45 31
Losing Trades 71 39 32 70 28 42
Profitability (%) 51.3699 46.5753 56.1644 52.0548 61.6438 42.4658
Ratio Avg Win / Avg Loss 1.3659 2.0619 0.7837 0.8396 1.4556 0.3993
Largest Winning Trade 210878 210878 54948 192864 192864 91446
Largest Losing Trade -101566 -64325 -101566 -510489 -198208 -510489
Avg Bars in Trades 38 42 35 38 42 35
Avg Bars in Winners 43 41 45 40 46 32
Avg Bars in Losers 33 42 21 36 35 37
Bars Traded 5635 3074 2560 5635 3074 2560
Profit Streak 0 0 582.2611 530.9278 582.5944 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335843 -62080 -645238 -579541 -140622 -655666
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760278558713,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            438705.3480353105,
            436856.7397105832,
            1848.6083247271,
            -103994.1885401384,
            475252.9801862845,
            -579247.168726423
        ],
        [
            438.705348,
            436.85674,
            1.848608,
            -103.994189,
            475.25298,
            -579.247169
        ],
        [
            0.221905,
            0.22097,
            0.000935,
            0,
            0.088539,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -193620,
            -202954,
            -178085,
            -740514,
            -210053,
            -649270
        ],
        [
            1.44284,
            1.79759,
            1.004173,
            0.911577,
            2.339367,
            0.294688
        ],
        [
            146,
            73,
            73,
            146,
            73,
            73
        ],
        [
            75,
            34,
            41,
            76,
            45,
            31
        ],
        [
            71,
            39,
            32,
            70,
            28,
            42
        ],
        [
            51.369863,
            46.575342,
            56.164384,
            52.054795,
            61.643836,
            42.465753
        ],
        [
            1.365888,
            2.061941,
            0.783745,
            0.83961,
            1.455606,
            0.399254
        ],
        [
            210878,
            210878,
            54948,
            192864,
            192864,
            91446
        ],
        [
            -101566,
            -64325,
            -101566,
            -510489,
            -198208,
            -510489
        ],
        [
            38,
            42,
            35,
            38,
            42,
            35
        ],
        [
            43,
            41,
            45,
            40,
            46,
            32
        ],
        [
            33,
            42,
            21,
            36,
            35,
            37
        ],
        [
            5635,
            3074,
            2560,
            5635,
            3074,
            2560
        ],
        [
            0,
            0,
            582.261096,
            530.927763,
            582.59443,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            335843,
            -62080,
            -645238,
            -579541,
            -140622,
            -655666
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554249600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760278558713,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)