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Trade: WAVES/USDT/480/HWMA/KCL/2077

Strategy
WAVES/USDT/480/HWMA/KCL/2077
Pair
WAVES_USDT
Interval
8h
Score
560804
Daily Profit
0.203850
Profit Factor
2.779161
Profitability
65.306122
Streak
769.130134
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 06:07
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 -794788.1959 -58643.0493 -736145.1466 -2879731.7606 5503697.0394 -8383428.8
Total P&L (%) -794.7882 -58.643 -736.1451 -2879.7318 5503.697 -8383.4288
Avg Daily Profit (%) -0.402 -0.0297 -0.3724 0 0.2039 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -994949 -100897 -988676 -12789818 -961868 -16641058
Profit Factor 0.4244 0.6708 0.3879 0.8795 2.7792 0.597
Total Trades 98 49 49 98 49 49
Winning Trades 71 30 41 57 32 25
Losing Trades 27 19 8 41 17 24
Profitability (%) 72.449 61.2245 83.6735 58.1633 65.3061 51.0204
Ratio Avg Win / Avg Loss 0.1614 0.4248 0.0757 0.6326 1.4764 0.5731
Largest Winning Trade 42665 13760 42665 3765937 1904095 3765937
Largest Losing Trade -546435 -31217 -546435 -8531750 -889288 -8531750
Avg Bars in Trades 57 14 100 57 14 100
Avg Bars in Winners 24 10 34 58 13 116
Avg Bars in Losers 142 19 436 54 14 83
Bars Traded 5596 688 4908 5596 688 4908
Profit Streak 526.4635 0 541.1301 0 769.1301 0
Trades During Streak 1 0 2 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576745 -578948 -575476 -579458 560804 -580549
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550822400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806443569,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.24199,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            -794788.1959495851,
            -58643.0493240942,
            -736145.1466254911,
            -2879731.7606087173,
            5503697.039365904,
            -8383428.799974626
        ],
        [
            -794.788196,
            -58.643049,
            -736.145147,
            -2879.731761,
            5503.697039,
            -8383.4288
        ],
        [
            -0.402017,
            -0.029663,
            -0.372355,
            0,
            0.20385,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -994949,
            -100897,
            -988676,
            -12789818,
            -961868,
            -16641058
        ],
        [
            0.424417,
            0.670768,
            0.387932,
            0.879485,
            2.779161,
            0.596987
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            71,
            30,
            41,
            57,
            32,
            25
        ],
        [
            27,
            19,
            8,
            41,
            17,
            24
        ],
        [
            72.44898,
            61.22449,
            83.673469,
            58.163265,
            65.306122,
            51.020408
        ],
        [
            0.161398,
            0.42482,
            0.075694,
            0.632612,
            1.476429,
            0.573107
        ],
        [
            42665,
            13760,
            42665,
            3765937,
            1904095,
            3765937
        ],
        [
            -546435,
            -31217,
            -546435,
            -8531750,
            -889288,
            -8531750
        ],
        [
            57,
            14,
            100,
            57,
            14,
            100
        ],
        [
            24,
            10,
            34,
            58,
            13,
            116
        ],
        [
            142,
            19,
            436,
            54,
            14,
            83
        ],
        [
            5596,
            688,
            4908,
            5596,
            688,
            4908
        ],
        [
            526.463467,
            0,
            541.130134,
            0,
            769.130134,
            0
        ],
        [
            1,
            0,
            2,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576745,
            -578948,
            -575476,
            -579458,
            560804,
            -580549
        ]
    ]
}
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": 1550822400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806443569,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.24199,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)