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Trade: WAVES/USDT/720/HWMA/DCM/5205

Strategy
WAVES/USDT/720/HWMA/DCM/5205
Pair
WAVES_USDT
Interval
12h
Score
449669
Daily Profit
0.280729
Profit Factor
1.517731
Profitability
55.000000
Streak
483.833896
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 555141.0339 460889.7658 94251.2682 205381.0827 653637.3605 -448256.2777
Total P&L (%) 555.141 460.8898 94.2513 205.3811 653.6374 -448.2563
Avg Daily Profit (%) 0.2807 0.2331 0.0477 0.0565 0.1022 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -254308 -148668 -154580 -5317063 -4297357 -2362901
Profit Factor 1.5177 1.8837 1.1711 1.0152 1.0923 0.9305
Total Trades 160 80 80 160 80 80
Winning Trades 88 41 47 88 41 47
Losing Trades 72 39 33 72 39 33
Profitability (%) 55 51.25 58.75 55 51.25 58.75
Ratio Avg Win / Avg Loss 1.2418 1.7918 0.8223 0.8306 1.039 0.6534
Largest Winning Trade 132243 132243 54550 1108449 1108449 936616
Largest Losing Trade -61138 -55310 -61138 -1355497 -1355497 -1322757
Avg Bars in Trades 23 23 23 23 23 23
Avg Bars in Winners 23 23 23 23 23 23
Avg Bars in Losers 23 23 23 23 23 23
Bars Traded 3759 1868 1891 3759 1868 1891
Profit Streak 483.8339 0 495.8339 483.8339 0 495.8339
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449669 -7538 -180372 -320664 -194136 -597962
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": 1555156800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758960048638,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03636,
            "nb": 0.1,
            "nc": 0.86932
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 172,
            "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": [
        [
            555141.0339268101,
            460889.7657573693,
            94251.268169441,
            205381.0827423926,
            653637.3604631838,
            -448256.2777207923
        ],
        [
            555.141034,
            460.889766,
            94.251268,
            205.381083,
            653.63736,
            -448.256278
        ],
        [
            0.280729,
            0.233067,
            0.047662,
            0.056471,
            0.102188,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -254308,
            -148668,
            -154580,
            -5317063,
            -4297357,
            -2362901
        ],
        [
            1.517731,
            1.883678,
            1.171148,
            1.015175,
            1.092316,
            0.93054
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            88,
            41,
            47,
            88,
            41,
            47
        ],
        [
            72,
            39,
            33,
            72,
            39,
            33
        ],
        [
            55,
            51.25,
            58.75,
            55,
            51.25,
            58.75
        ],
        [
            1.24178,
            1.791791,
            0.822296,
            0.830598,
            1.039033,
            0.653358
        ],
        [
            132243,
            132243,
            54550,
            1108449,
            1108449,
            936616
        ],
        [
            -61138,
            -55310,
            -61138,
            -1355497,
            -1355497,
            -1322757
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            23,
            23,
            23,
            23,
            23,
            23
        ],
        [
            3759,
            1868,
            1891,
            3759,
            1868,
            1891
        ],
        [
            483.833896,
            0,
            495.833896,
            483.833896,
            0,
            495.833896
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449669,
            -7538,
            -180372,
            -320664,
            -194136,
            -597962
        ]
    ]
}
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": 1555156800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758960048638,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.03636,
            "nb": 0.1,
            "nc": 0.86932
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 172,
            "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)