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Trade: WAVES/USDT/720/SMA/HILO/4402

Strategy
WAVES/USDT/720/SMA/HILO/4402
Pair
WAVES_USDT
Interval
12h
Score
490284
Daily Profit
0.182899
Profit Factor
2.786447
Profitability
56.097561
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-02 05:14
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 511650.7113 361683.614 149967.0974 1884626.5545 157177.0871 1727449.4674
Total P&L (%) 511.6507 361.6836 149.9671 1884.6266 157.1771 1727.4495
Avg Daily Profit (%) 0.2587 0.1829 0.0758 0.1512 0.0478 0.147
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -44970 -61944 -107402 -1055660 -1071607 -464143
Profit Factor 2.1552 2.7864 1.6236 1.4383 1.0545 2.222
Total Trades 82 41 41 82 41 41
Winning Trades 47 23 24 47 23 24
Losing Trades 35 18 17 35 18 17
Profitability (%) 57.3171 56.0976 58.5366 57.3171 56.0976 58.5366
Ratio Avg Win / Avg Loss 1.6049 2.1807 1.1501 1.0711 0.8252 1.5739
Largest Winning Trade 115587 115587 66144 720486 720486 597598
Largest Losing Trade -34722 -34722 -32326 -1055660 -1055660 -255457
Avg Bars in Trades 46 36 57 46 36 57
Avg Bars in Winners 62 54 69 62 54 69
Avg Bars in Losers 26 13 40 26 13 40
Bars Traded 3839 1493 2346 3839 1493 2346
Profit Streak 0 0 706.5934 0 0 706.5934
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 173172 490284 -87253 25946 -290563 372979
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": 1551225600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759371266938,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 81,
            "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": [
        [
            511650.7113404688,
            361683.6139529352,
            149967.0973875336,
            1884626.5544886342,
            157177.0870532338,
            1727449.4674354
        ],
        [
            511.650711,
            361.683614,
            149.967097,
            1884.626554,
            157.177087,
            1727.449467
        ],
        [
            0.258736,
            0.182899,
            0.075837,
            0.151215,
            0.047779,
            0.147036
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -44970,
            -61944,
            -107402,
            -1055660,
            -1071607,
            -464143
        ],
        [
            2.155155,
            2.786447,
            1.623645,
            1.438301,
            1.054459,
            2.221959
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            57.317073,
            56.097561,
            58.536585,
            57.317073,
            56.097561,
            58.536585
        ],
        [
            1.604902,
            2.180697,
            1.150082,
            1.071075,
            0.825228,
            1.573888
        ],
        [
            115587,
            115587,
            66144,
            720486,
            720486,
            597598
        ],
        [
            -34722,
            -34722,
            -32326,
            -1055660,
            -1055660,
            -255457
        ],
        [
            46,
            36,
            57,
            46,
            36,
            57
        ],
        [
            62,
            54,
            69,
            62,
            54,
            69
        ],
        [
            26,
            13,
            40,
            26,
            13,
            40
        ],
        [
            3839,
            1493,
            2346,
            3839,
            1493,
            2346
        ],
        [
            0,
            0,
            706.593367,
            0,
            0,
            706.593367
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            173172,
            490284,
            -87253,
            25946,
            -290563,
            372979
        ]
    ]
}
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": 1551225600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759371266938,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 81,
            "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)