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Trade: WAVES/USDT/360/SMA/HILO/4418

Strategy
WAVES/USDT/360/SMA/HILO/4418
Pair
WAVES_USDT
Interval
6h
Score
478786
Daily Profit
0.309314
Profit Factor
1.759601
Profitability
50.898204
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 16:45
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 611436.0132 514468.1832 96967.8299 702565.6782 -751414.9306 1453980.6088
Total P&L (%) 611.436 514.4682 96.9678 702.5657 -751.4149 1453.9806
Avg Daily Profit (%) 0.3093 0.2603 0.0491 0.1054 0 0.1389
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -204298 -148761 -87052 -8505670 -6389070 -2236498
Profit Factor 1.7596 2.2613 1.2442 1.04 0.9246 1.1911
Total Trades 167 84 83 167 84 83
Winning Trades 85 40 45 85 40 45
Losing Trades 82 44 38 82 44 38
Profitability (%) 50.8982 47.619 54.2169 50.8982 47.619 54.2169
Ratio Avg Win / Avg Loss 1.6975 2.4874 1.0507 1.0033 1.0171 1.0058
Largest Winning Trade 177582 177582 67517 3633455 2989497 3633455
Largest Losing Trade -53171 -42282 -53171 -3811778 -3811778 -1110852
Avg Bars in Trades 46 39 53 46 39 53
Avg Bars in Winners 63 54 70 63 54 70
Avg Bars in Losers 28 25 32 28 25 32
Bars Traded 7733 3296 4438 7733 3296 4438
Profit Streak 0 0 558.0735 0 0 558.0735
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478786 417670 -126108 -227421 -580366 -16035
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549692000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759671951955,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 89,
            "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": [
        [
            611436.0131601563,
            514468.1832248014,
            96967.8299353554,
            702565.6782251047,
            -751414.9305755899,
            1453980.6088006946
        ],
        [
            611.436013,
            514.468183,
            96.96783,
            702.565678,
            -751.414931,
            1453.980609
        ],
        [
            0.309314,
            0.26026,
            0.049054,
            0.105412,
            0,
            0.13888
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -204298,
            -148761,
            -87052,
            -8505670,
            -6389070,
            -2236498
        ],
        [
            1.759601,
            2.261266,
            1.244223,
            1.039959,
            0.924646,
            1.191054
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            85,
            40,
            45,
            85,
            40,
            45
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            50.898204,
            47.619048,
            54.216867,
            50.898204,
            47.619048,
            54.216867
        ],
        [
            1.697497,
            2.487393,
            1.050677,
            1.003255,
            1.017111,
            1.005779
        ],
        [
            177582,
            177582,
            67517,
            3633455,
            2989497,
            3633455
        ],
        [
            -53171,
            -42282,
            -53171,
            -3811778,
            -3811778,
            -1110852
        ],
        [
            46,
            39,
            53,
            46,
            39,
            53
        ],
        [
            63,
            54,
            70,
            63,
            54,
            70
        ],
        [
            28,
            25,
            32,
            28,
            25,
            32
        ],
        [
            7733,
            3296,
            4438,
            7733,
            3296,
            4438
        ],
        [
            0,
            0,
            558.073518,
            0,
            0,
            558.073518
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478786,
            417670,
            -126108,
            -227421,
            -580366,
            -16035
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549692000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759671951955,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 89,
            "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)