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Trade: WAVES/USDT/240/SWMA/HILO/5532

Strategy
WAVES/USDT/240/SWMA/HILO/5532
Pair
WAVES_USDT
Interval
4h
Score
453275
Daily Profit
0.309971
Profit Factor
1.682366
Profitability
48.309179
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-05 09:32
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 612502.4714 493466.3261 119036.1453 1259430.5751 925792.5634 333638.0117
Total P&L (%) 612.5025 493.4663 119.0361 1259.4306 925.7926 333.638
Avg Daily Profit (%) 0.31 0.2497 0.0602 0.1322 0.1179 0.0743
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121625 -117124 -145056 -2155310 -1827305 -877979
Profit Factor 1.6824 2.1278 1.2587 1.151 1.2167 1.082
Total Trades 207 104 103 207 104 103
Winning Trades 100 48 52 100 48 52
Losing Trades 107 56 51 107 56 51
Profitability (%) 48.3092 46.1538 50.4854 48.3092 46.1538 50.4854
Ratio Avg Win / Avg Loss 1.8001 2.4825 1.2345 1.2316 1.4195 1.0612
Largest Winning Trade 145712 145712 71688 1176588 973300 1176588
Largest Losing Trade -52363 -26544 -52363 -747975 -747975 -398807
Avg Bars in Trades 55 49 62 55 49 62
Avg Bars in Winners 82 76 88 82 76 88
Avg Bars in Losers 31 26 36 31 26 36
Bars Traded 11586 5142 6444 11586 5142 6444
Profit Streak 0 0 505.7729 0 0 505.7729
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453275 371525 -112285 -70155 -37406 -223699
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549598400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759645974356,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "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": [
        [
            612502.4714171818,
            493466.3261400383,
            119036.1452771439,
            1259430.5750551776,
            925792.5633669845,
            333638.011688193
        ],
        [
            612.502471,
            493.466326,
            119.036145,
            1259.430575,
            925.792563,
            333.638012
        ],
        [
            0.309971,
            0.24973,
            0.060241,
            0.132155,
            0.117886,
            0.07427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121625,
            -117124,
            -145056,
            -2155310,
            -1827305,
            -877979
        ],
        [
            1.682366,
            2.127822,
            1.258731,
            1.151026,
            1.216703,
            1.082036
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            100,
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            52,
            100,
            48,
            52
        ],
        [
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            51,
            107,
            56,
            51
        ],
        [
            48.309179,
            46.153846,
            50.485437,
            48.309179,
            46.153846,
            50.485437
        ],
        [
            1.800132,
            2.48246,
            1.234525,
            1.231598,
            1.419486,
            1.061227
        ],
        [
            145712,
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            71688,
            1176588,
            973300,
            1176588
        ],
        [
            -52363,
            -26544,
            -52363,
            -747975,
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            -398807
        ],
        [
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            62,
            55,
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        ],
        [
            82,
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            88,
            82,
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            88
        ],
        [
            31,
            26,
            36,
            31,
            26,
            36
        ],
        [
            11586,
            5142,
            6444,
            11586,
            5142,
            6444
        ],
        [
            0,
            0,
            505.772851,
            0,
            0,
            505.772851
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
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        ],
        [
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        ]
    ]
}
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": 1549598400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759645974356,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "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)