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Trade: WAVES/USDT/60/MIDPRICE/HMA/3287

Strategy
WAVES/USDT/60/MIDPRICE/HMA/3287
Pair
WAVES_USDT
Interval
1h
Score
404031
Daily Profit
0.356425
Profit Factor
1.523775
Profitability
46.808511
Streak
479.964220
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-26 21:08
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 205685.904 126919.6686 78766.2354 238782.6083 160022.864 78759.7442
Total P&L (%) 205.6859 126.9197 78.7662 238.7826 160.0229 78.7597
Avg Daily Profit (%) 0.3564 0.2199 0.1365 0.2117 0.1657 0.1007
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -93343 -54076 -69944 -330126 -179259 -261066
Profit Factor 1.5238 1.586 1.4473 1.2084 1.2552 1.1518
Total Trades 141 71 70 141 71 70
Winning Trades 66 31 35 66 31 35
Losing Trades 75 40 35 75 40 35
Profitability (%) 46.8085 43.662 50 46.8085 43.662 50
Ratio Avg Win / Avg Loss 1.7316 2.0464 1.4473 1.3732 1.6197 1.1518
Largest Winning Trade 89570 89570 27180 188331 188331 63665
Largest Losing Trade -22655 -18095 -22655 -117477 -68745 -117477
Avg Bars in Trades 94 79 108 94 79 108
Avg Bars in Winners 114 97 129 114 97 129
Avg Bars in Losers 76 65 88 76 65 88
Bars Traded 13295 5669 7625 13295 5669 7625
Profit Streak 479.9642 479.9642 498.7976 479.9642 479.9642 498.7976
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404031 -78494 -103346 250105 -80979 -205601

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669572000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758910108626,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 159,
            "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": [
        [
            205685.9040014473,
            126919.6686072459,
            78766.2353942012,
            238782.6082620714,
            160022.8640317395,
            78759.7442303319
        ],
        [
            205.685904,
            126.919669,
            78.766235,
            238.782608,
            160.022864,
            78.759744
        ],
        [
            0.356425,
            0.219934,
            0.136491,
            0.211666,
            0.165729,
            0.100708
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -93343,
            -54076,
            -69944,
            -330126,
            -179259,
            -261066
        ],
        [
            1.523775,
            1.585956,
            1.447291,
            1.20839,
            1.255234,
            1.151788
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            46.808511,
            43.661972,
            50,
            46.808511,
            43.661972,
            50
        ],
        [
            1.731563,
            2.046395,
            1.447291,
            1.37317,
            1.619656,
            1.151788
        ],
        [
            89570,
            89570,
            27180,
            188331,
            188331,
            63665
        ],
        [
            -22655,
            -18095,
            -22655,
            -117477,
            -68745,
            -117477
        ],
        [
            94,
            79,
            108,
            94,
            79,
            108
        ],
        [
            114,
            97,
            129,
            114,
            97,
            129
        ],
        [
            76,
            65,
            88,
            76,
            65,
            88
        ],
        [
            13295,
            5669,
            7625,
            13295,
            5669,
            7625
        ],
        [
            479.96422,
            479.96422,
            498.797553,
            479.96422,
            479.96422,
            498.797554
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404031,
            -78494,
            -103346,
            250105,
            -80979,
            -205601
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669572000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758910108626,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 159,
            "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)