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Trade: WAVES/USDT/720/HMA/DCM/4894

Strategy
WAVES/USDT/720/HMA/DCM/4894
Pair
WAVES_USDT
Interval
12h
Score
303776
Daily Profit
0.307138
Profit Factor
1.859861
Profitability
38.947368
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 11:00
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 607364.8578 549228.3279 58136.5299 240805.5232 256952.1033 -16146.5801
Total P&L (%) 607.3649 549.2283 58.1365 240.8055 256.9521 -16.1466
Avg Daily Profit (%) 0.3071 0.2777 0.0294 0.062 0.0644 -0.0089
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132439 -140223 -102335 -516737 -652657 -455839
Profit Factor 1.8599 2.2823 1.2091 1.1127 1.2022 0.9814
Total Trades 95 48 47 95 48 47
Winning Trades 37 18 19 37 18 19
Losing Trades 58 30 28 58 30 28
Profitability (%) 38.9474 37.5 40.4255 38.9474 37.5 40.4255
Ratio Avg Win / Avg Loss 2.9155 3.8039 1.7818 1.7442 2.0037 1.4462
Largest Winning Trade 233679 233679 75899 301289 301289 278293
Largest Losing Trade -50156 -50156 -49953 -292719 -154949 -292719
Avg Bars in Trades 38 45 32 38 45 32
Avg Bars in Winners 58 63 54 58 63 54
Avg Bars in Losers 26 34 16 26 34 16
Bars Traded 3699 2193 1506 3699 2193 1506
Profit Streak 0 0 644.3339 0 0 644.3339
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303776 297893 -156069 -209643 -111159 -581421
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1555977600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758960046866,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 14,
            "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": [
        [
            607364.8577993771,
            549228.3279358887,
            58136.5298634885,
            240805.5232183652,
            256952.1032698371,
            -16146.580051472
        ],
        [
            607.364858,
            549.228328,
            58.13653,
            240.805523,
            256.952103,
            -16.14658
        ],
        [
            0.307138,
            0.277739,
            0.029399,
            0.062024,
            0.064366,
            -0.008905
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132439,
            -140223,
            -102335,
            -516737,
            -652657,
            -455839
        ],
        [
            1.859861,
            2.282314,
            1.209093,
            1.112659,
            1.202235,
            0.981375
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            38.947368,
            37.5,
            40.425532,
            38.947368,
            37.5,
            40.425532
        ],
        [
            2.915458,
            3.803857,
            1.781821,
            1.744168,
            2.003725,
            1.446236
        ],
        [
            233679,
            233679,
            75899,
            301289,
            301289,
            278293
        ],
        [
            -50156,
            -50156,
            -49953,
            -292719,
            -154949,
            -292719
        ],
        [
            38,
            45,
            32,
            38,
            45,
            32
        ],
        [
            58,
            63,
            54,
            58,
            63,
            54
        ],
        [
            26,
            34,
            16,
            26,
            34,
            16
        ],
        [
            3699,
            2193,
            1506,
            3699,
            2193,
            1506
        ],
        [
            0,
            0,
            644.333876,
            0,
            0,
            644.333876
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303776,
            297893,
            -156069,
            -209643,
            -111159,
            -581421
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1555977600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758960046866,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 14,
            "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)