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Trade: WAVES/USDT/240/SWMA/HILO/6113

Strategy
WAVES/USDT/240/SWMA/HILO/6113
Pair
WAVES_USDT
Interval
4h
Score
451195
Daily Profit
0.321156
Profit Factor
1.857845
Profitability
47.741935
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 01:01
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 634603.8927 515557.77 119046.1227 752771.6266 1716215.9758 -963444.3492
Total P&L (%) 634.6039 515.5578 119.0461 752.7716 1716.216 -963.4443
Avg Daily Profit (%) 0.3212 0.2609 0.0602 0.1085 0.1468 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202429 -153477 -100773 -7423164 -5499344 -4079521
Profit Factor 1.8578 2.4666 1.3066 1.0335 1.1648 0.9202
Total Trades 155 78 77 155 78 77
Winning Trades 74 33 41 74 33 41
Losing Trades 81 45 36 81 45 36
Profitability (%) 47.7419 42.3077 53.2468 47.7419 42.3077 53.2468
Ratio Avg Win / Avg Loss 2.0336 3.3635 1.1473 1.1312 1.5884 0.808
Largest Winning Trade 186036 186036 63403 3004928 2701991 3004928
Largest Losing Trade -69587 -43801 -69587 -3503002 -3392150 -3503002
Avg Bars in Trades 74 64 85 74 64 85
Avg Bars in Winners 110 101 117 110 101 117
Avg Bars in Losers 42 36 48 42 36 48
Bars Traded 11550 5002 6548 11550 5002 6548
Profit Streak 0 0 673.9174 0 0 673.9174
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 451195 -24190 -152543 -231464 -72150 -620967
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759960862702,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 179,
            "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": [
        [
            634603.892699918,
            515557.7699513257,
            119046.122748592,
            752771.6265791991,
            1716215.9757924683,
            -963444.3492132691
        ],
        [
            634.603893,
            515.55777,
            119.046123,
            752.771627,
            1716.215976,
            -963.444349
        ],
        [
            0.321156,
            0.26091,
            0.060246,
            0.108527,
            0.146835,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202429,
            -153477,
            -100773,
            -7423164,
            -5499344,
            -4079521
        ],
        [
            1.857845,
            2.466593,
            1.306637,
            1.033469,
            1.164841,
            0.920244
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            74,
            33,
            41,
            74,
            33,
            41
        ],
        [
            81,
            45,
            36,
            81,
            45,
            36
        ],
        [
            47.741935,
            42.307692,
            53.246753,
            47.741935,
            42.307692,
            53.246753
        ],
        [
            2.033587,
            3.363535,
            1.147291,
            1.13123,
            1.588419,
            0.808019
        ],
        [
            186036,
            186036,
            63403,
            3004928,
            2701991,
            3004928
        ],
        [
            -69587,
            -43801,
            -69587,
            -3503002,
            -3392150,
            -3503002
        ],
        [
            74,
            64,
            85,
            74,
            64,
            85
        ],
        [
            110,
            101,
            117,
            110,
            101,
            117
        ],
        [
            42,
            36,
            48,
            42,
            36,
            48
        ],
        [
            11550,
            5002,
            6548,
            11550,
            5002,
            6548
        ],
        [
            0,
            0,
            673.917392,
            0,
            0,
            673.917392
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451195,
            -24190,
            -152543,
            -231464,
            -72150,
            -620967
        ]
    ]
}
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": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759960862702,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 179,
            "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)