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Trade: WAVES/USDT/240/SWMA/HILO/4637

Strategy
WAVES/USDT/240/SWMA/HILO/4637
Pair
WAVES_USDT
Interval
4h
Score
441610
Daily Profit
0.299076
Profit Factor
1.810235
Profitability
48.920863
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 17:55
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 590973.9133 495575.7603 95398.1531 514826.4694 1213975.6181 -699149.1487
Total P&L (%) 590.9739 495.5758 95.3982 514.8265 1213.9756 -699.1491
Avg Daily Profit (%) 0.2991 0.2508 0.0483 0.092 0.1304 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203322 -150262 -93172 -5791958 -4350437 -2512387
Profit Factor 1.8102 2.4651 1.2439 1.0309 1.1548 0.9205
Total Trades 139 70 69 139 70 69
Winning Trades 68 35 33 68 35 33
Losing Trades 71 35 36 71 35 36
Profitability (%) 48.9209 50 47.8261 48.9209 50 47.8261
Ratio Avg Win / Avg Loss 1.8901 2.4651 1.357 1.0764 1.1548 1.0042
Largest Winning Trade 181899 181899 63970 2355352 2099131 2355352
Largest Losing Trade -70339 -42915 -70339 -2590911 -2590911 -2080769
Avg Bars in Trades 83 70 95 83 70 95
Avg Bars in Winners 120 98 143 120 98 143
Avg Bars in Losers 47 42 51 47 42 51
Bars Traded 11552 4962 6590 11552 4962 6590
Profit Streak 0 0 593.1218 0 0 593.1218
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441610 -81705 -230539 -256319 -163184 -680956
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550462400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759071321257,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 186,
            "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": [
        [
            590973.9133414723,
            495575.7602729551,
            95398.1530685172,
            514826.4694356084,
            1213975.618103752,
            -699149.1486681458
        ],
        [
            590.973913,
            495.57576,
            95.398153,
            514.826469,
            1213.975618,
            -699.149149
        ],
        [
            0.299076,
            0.250797,
            0.048278,
            0.091954,
            0.130431,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203322,
            -150262,
            -93172,
            -5791958,
            -4350437,
            -2512387
        ],
        [
            1.810235,
            2.465143,
            1.243897,
            1.030949,
            1.154802,
            0.920483
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            68,
            35,
            33,
            68,
            35,
            33
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            48.920863,
            50,
            47.826087,
            48.920863,
            50,
            47.826087
        ],
        [
            1.890098,
            2.465143,
            1.356978,
            1.076432,
            1.154802,
            1.004164
        ],
        [
            181899,
            181899,
            63970,
            2355352,
            2099131,
            2355352
        ],
        [
            -70339,
            -42915,
            -70339,
            -2590911,
            -2590911,
            -2080769
        ],
        [
            83,
            70,
            95,
            83,
            70,
            95
        ],
        [
            120,
            98,
            143,
            120,
            98,
            143
        ],
        [
            47,
            42,
            51,
            47,
            42,
            51
        ],
        [
            11552,
            4962,
            6590,
            11552,
            4962,
            6590
        ],
        [
            0,
            0,
            593.121774,
            0,
            0,
            593.121774
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            441610,
            -81705,
            -230539,
            -256319,
            -163184,
            -680956
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550462400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759071321257,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 186,
            "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)