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Trade: WAVES/USDT/720/HMA/FWMA/6630

Strategy
WAVES/USDT/720/HMA/FWMA/6630
Pair
WAVES_USDT
Interval
12h
Score
305516
Daily Profit
0.283769
Profit Factor
1.831552
Profitability
39.772727
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-29 05:25
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 561152.6349 490993.5826 70159.0523 319071.2396 36458.7542 282612.4855
Total P&L (%) 561.1526 490.9936 70.1591 319.0712 36.4588 282.6125
Avg Daily Profit (%) 0.2838 0.2483 0.0355 0.0725 0.0157 0.0679
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129785 -122647 -161833 -371150 -465179 -211556
Profit Factor 1.8316 2.1842 1.2696 1.1996 1.0324 1.5994
Total Trades 88 44 44 88 44 44
Winning Trades 35 15 20 35 15 20
Losing Trades 53 29 24 53 29 24
Profitability (%) 39.7727 34.0909 45.4545 39.7727 34.0909 45.4545
Ratio Avg Win / Avg Loss 2.7735 4.2228 1.5235 1.8166 1.9959 1.9193
Largest Winning Trade 194344 194344 68608 227560 218996 227560
Largest Losing Trade -46186 -45471 -46186 -254297 -254297 -74292
Avg Bars in Trades 41 44 37 41 44 37
Avg Bars in Winners 72 83 64 72 83 64
Avg Bars in Losers 20 24 15 20 24 15
Bars Traded 3650 1979 1671 3650 1979 1671
Profit Streak 0 0 649.1007 0 0 649.1007
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305516 218200 -145243 -99731 -364338 -100027
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": 1559044800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759112702435,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 211,
            "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": [
        [
            561152.6349185626,
            490993.58263907,
            70159.0522794926,
            319071.2396265742,
            36458.7541511915,
            282612.4854753825
        ],
        [
            561.152635,
            490.993583,
            70.159052,
            319.07124,
            36.458754,
            282.612485
        ],
        [
            0.283769,
            0.24829,
            0.035479,
            0.072485,
            0.015721,
            0.067879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129785,
            -122647,
            -161833,
            -371150,
            -465179,
            -211556
        ],
        [
            1.831552,
            2.184225,
            1.26962,
            1.199624,
            1.032353,
            1.59942
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            53,
            29,
            24,
            53,
            29,
            24
        ],
        [
            39.772727,
            34.090909,
            45.454545,
            39.772727,
            34.090909,
            45.454545
        ],
        [
            2.773493,
            4.222836,
            1.523544,
            1.816573,
            1.995883,
            1.919304
        ],
        [
            194344,
            194344,
            68608,
            227560,
            218996,
            227560
        ],
        [
            -46186,
            -45471,
            -46186,
            -254297,
            -254297,
            -74292
        ],
        [
            41,
            44,
            37,
            41,
            44,
            37
        ],
        [
            72,
            83,
            64,
            72,
            83,
            64
        ],
        [
            20,
            24,
            15,
            20,
            24,
            15
        ],
        [
            3650,
            1979,
            1671,
            3650,
            1979,
            1671
        ],
        [
            0,
            0,
            649.100722,
            0,
            0,
            649.100723
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305516,
            218200,
            -145243,
            -99731,
            -364338,
            -100027
        ]
    ]
}
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": 1559044800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759112702435,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 211,
            "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)