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Trade: WAVES/USDT/480/SWMA/HILO/9827

Strategy
WAVES/USDT/480/SWMA/HILO/9827
Pair
WAVES_USDT
Interval
8h
Score
499353
Daily Profit
0.180972
Profit Factor
3.089362
Profitability
53.658537
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-03 16:09
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 477749.4635 357781.7113 119967.7522 1522412.955 321478.784 1200934.171
Total P&L (%) 477.7495 357.7817 119.9678 1522.413 321.4788 1200.9342
Avg Daily Profit (%) 0.2417 0.181 0.0607 0.141 0.0728 0.1299
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77651 -81787 -101444 -1322344 -1254735 -469048
Profit Factor 2.1962 3.0894 1.5258 1.4677 1.1869 1.7822
Total Trades 81 41 40 81 41 40
Winning Trades 43 22 21 43 22 21
Losing Trades 38 19 19 38 19 19
Profitability (%) 53.0864 53.6585 52.5 53.0864 53.6585 52.5
Ratio Avg Win / Avg Loss 1.9408 2.6681 1.3805 1.297 1.0251 1.6124
Largest Winning Trade 119396 119396 68623 648646 308039 648646
Largest Losing Trade -29920 -28189 -29920 -425094 -370852 -425094
Avg Bars in Trades 70 57 83 70 57 83
Avg Bars in Winners 105 87 124 105 87 124
Avg Bars in Losers 31 24 37 31 24 37
Bars Traded 5703 2375 3329 5703 2375 3329
Profit Streak 0 0 709.2147 0 0 709.2147
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3721 499353 -108749 -19098 -110145 -14179
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551888000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759496950667,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            477749.4634903752,
            357781.711254933,
            119967.7522354422,
            1522412.954987909,
            321478.783984688,
            1200934.171003221
        ],
        [
            477.749463,
            357.781711,
            119.967752,
            1522.412955,
            321.478784,
            1200.934171
        ],
        [
            0.241654,
            0.180972,
            0.060682,
            0.141045,
            0.072793,
            0.12986
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77651,
            -81787,
            -101444,
            -1322344,
            -1254735,
            -469048
        ],
        [
            2.196184,
            3.089362,
            1.525817,
            1.467686,
            1.186928,
            1.782164
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            53.08642,
            53.658537,
            52.5,
            53.08642,
            53.658537,
            52.5
        ],
        [
            1.940814,
            2.668085,
            1.380501,
            1.297025,
            1.025074,
            1.612434
        ],
        [
            119396,
            119396,
            68623,
            648646,
            308039,
            648646
        ],
        [
            -29920,
            -28189,
            -29920,
            -425094,
            -370852,
            -425094
        ],
        [
            70,
            57,
            83,
            70,
            57,
            83
        ],
        [
            105,
            87,
            124,
            105,
            87,
            124
        ],
        [
            31,
            24,
            37,
            31,
            24,
            37
        ],
        [
            5703,
            2375,
            3329,
            5703,
            2375,
            3329
        ],
        [
            0,
            0,
            709.214707,
            0,
            0,
            709.214707
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3721,
            499353,
            -108749,
            -19098,
            -110145,
            -14179
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551888000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759496950667,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 143,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)