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Trade: WAVES/USDT/480/MIDPOINT/HWMA/2428

Strategy
WAVES/USDT/480/MIDPOINT/HWMA/2428
Pair
WAVES_USDT
Interval
8h
Score
445361
Daily Profit
0.503424
Profit Factor
2.228810
Profitability
41.317365
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 13:44
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 995268.445 739646.3359 255622.1092 18983038.6267 10296729.924 8686308.7027
Total P&L (%) 995.2684 739.6463 255.6221 18983.0386 10296.7299 8686.3087
Avg Daily Profit (%) 0.5034 0.3741 0.1293 0.266 0.2352 0.2266
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63588 -71603 -72489 -12851680 -8398699 -6620472
Profit Factor 2.2288 2.7297 1.6686 1.4786 1.4589 1.5042
Total Trades 167 84 83 167 84 83
Winning Trades 69 29 40 69 29 40
Losing Trades 98 55 43 98 55 43
Profitability (%) 41.3174 34.5238 48.1928 41.3174 34.5238 48.1928
Ratio Avg Win / Avg Loss 3.1656 5.1771 1.7937 2.1 2.767 1.617
Largest Winning Trade 192706 192706 73262 8860269 8860269 4470243
Largest Losing Trade -38328 -22677 -38328 -6478139 -4772875 -6478139
Avg Bars in Trades 34 29 39 34 29 39
Avg Bars in Winners 60 57 62 60 57 62
Avg Bars in Losers 16 15 18 16 15 18
Bars Traded 5814 2515 3299 5814 2515 3299
Profit Streak 0 0 498.4476 0 0 498.4476
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445361 311919 -17698 301907 159646 369287

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549238400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758883476800,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            995268.4450462423,
            739646.3358684306,
            255622.1091778125,
            18983038.626659002,
            10296729.923996123,
            8686308.702662885
        ],
        [
            995.268445,
            739.646336,
            255.622109,
            18983.038627,
            10296.729924,
            8686.308703
        ],
        [
            0.503424,
            0.374126,
            0.129298,
            0.265977,
            0.235181,
            0.226649
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63588,
            -71603,
            -72489,
            -12851680,
            -8398699,
            -6620472
        ],
        [
            2.22881,
            2.729747,
            1.668571,
            1.478605,
            1.458939,
            1.504216
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            69,
            29,
            40,
            69,
            29,
            40
        ],
        [
            98,
            55,
            43,
            98,
            55,
            43
        ],
        [
            41.317365,
            34.52381,
            48.192771,
            41.317365,
            34.52381,
            48.192771
        ],
        [
            3.165556,
            5.177107,
            1.793714,
            2.100048,
            2.766954,
            1.617032
        ],
        [
            192706,
            192706,
            73262,
            8860269,
            8860269,
            4470243
        ],
        [
            -38328,
            -22677,
            -38328,
            -6478139,
            -4772875,
            -6478139
        ],
        [
            34,
            29,
            39,
            34,
            29,
            39
        ],
        [
            60,
            57,
            62,
            60,
            57,
            62
        ],
        [
            16,
            15,
            18,
            16,
            15,
            18
        ],
        [
            5814,
            2515,
            3299,
            5814,
            2515,
            3299
        ],
        [
            0,
            0,
            498.447648,
            0,
            0,
            498.447648
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445361,
            311919,
            -17698,
            301907,
            159646,
            369287
        ]
    ]
}
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": 1549238400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758883476800,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)