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Trade: WAVES/USDT/720/MIDPOINT/HMA/6608

Strategy
WAVES/USDT/720/MIDPOINT/HMA/6608
Pair
WAVES_USDT
Interval
12h
Score
453797
Daily Profit
0.161685
Profit Factor
2.246268
Profitability
57.894737
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 05:08
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 337817.4344 319731.8902 18085.5441 22878.3981 3755.8013 19122.5967
Total P&L (%) 337.8174 319.7319 18.0855 22.8784 3.7558 19.1226
Avg Daily Profit (%) 0.1708 0.1617 0.0091 0.0104 0.0019 0.0088
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221819 -68351 -258831 -167096 -45527 -157638
Profit Factor 1.5516 2.2463 1.0508 1.0636 1.0247 1.092
Total Trades 75 38 37 75 38 37
Winning Trades 41 22 19 41 22 19
Losing Trades 34 16 18 34 16 18
Profitability (%) 54.6667 57.8947 51.3514 54.6667 57.8947 51.3514
Ratio Avg Win / Avg Loss 1.2867 1.6336 0.9955 0.882 0.7453 1.0346
Largest Winning Trade 95112 95112 74332 72779 26003 72779
Largest Losing Trade -64367 -56792 -64367 -75194 -39384 -75194
Avg Bars in Trades 50 36 65 50 36 65
Avg Bars in Winners 54 35 76 54 35 76
Avg Bars in Losers 46 38 52 46 38 52
Bars Traded 3802 1391 2412 3802 1391 2412
Profit Streak 0 0 570.0892 0 0 570.0892
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -51401 453797 -354313 -396484 -550040 -307004
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": 1552867200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758938907040,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 110,
            "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": [
        [
            337817.4343596862,
            319731.8902434325,
            18085.5441162535,
            22878.3980595572,
            3755.8013240009,
            19122.5967355563
        ],
        [
            337.817434,
            319.73189,
            18.085544,
            22.878398,
            3.755801,
            19.122597
        ],
        [
            0.170831,
            0.161685,
            0.009146,
            0.010419,
            0.001864,
            0.008849
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221819,
            -68351,
            -258831,
            -167096,
            -45527,
            -157638
        ],
        [
            1.551554,
            2.246268,
            1.050812,
            1.063626,
            1.024742,
            1.092036
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            54.666667,
            57.894737,
            51.351351,
            54.666667,
            57.894737,
            51.351351
        ],
        [
            1.286654,
            1.633649,
            0.995506,
            0.882032,
            0.745267,
            1.034561
        ],
        [
            95112,
            95112,
            74332,
            72779,
            26003,
            72779
        ],
        [
            -64367,
            -56792,
            -64367,
            -75194,
            -39384,
            -75194
        ],
        [
            50,
            36,
            65,
            50,
            36,
            65
        ],
        [
            54,
            35,
            76,
            54,
            35,
            76
        ],
        [
            46,
            38,
            52,
            46,
            38,
            52
        ],
        [
            3802,
            1391,
            2412,
            3802,
            1391,
            2412
        ],
        [
            0,
            0,
            570.089202,
            0,
            0,
            570.089202
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -51401,
            453797,
            -354313,
            -396484,
            -550040,
            -307004
        ]
    ]
}
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": 1552867200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758938907040,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 110,
            "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)