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Trade: WAVES/USDT/120/SMA/HILO/9855

Strategy
WAVES/USDT/120/SMA/HILO/9855
Pair
WAVES_USDT
Interval
2h
Score
427143
Daily Profit
0.370677
Profit Factor
1.492287
Profitability
44.498778
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 15:44
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599754.6102 542345.2731 57409.3371 970066.4727 728889.0481 241177.4246
Total P&L (%) 599.7546 542.3453 57.4093 970.0665 728.889 241.1774
Avg Daily Profit (%) 0.3707 0.3352 0.0355 0.1466 0.1308 0.0759
Buy And Hold Return (%) 21.0485 21.0485 21.0485 21.0485 21.0485 21.0485
Max Trade Drawdown -158653 -110295 -149483 -974889 -809994 -512703
Profit Factor 1.4923 1.9212 1.0912 1.1358 1.1963 1.0703
Total Trades 409 205 204 409 205 204
Winning Trades 182 87 95 182 87 95
Losing Trades 227 118 109 227 118 109
Profitability (%) 44.4988 42.439 46.5686 44.4988 42.439 46.5686
Ratio Avg Win / Avg Loss 1.8613 2.6058 1.252 1.4167 1.6226 1.2281
Largest Winning Trade 180905 180905 49264 593367 593367 216460
Largest Losing Trade -46263 -19742 -46263 -390178 -390178 -167192
Avg Bars in Trades 46 43 49 46 43 49
Avg Bars in Winners 66 67 66 66 67 66
Avg Bars in Losers 30 26 35 30 26 35
Bars Traded 19066 8947 10119 19066 8947 10119
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 427143 375072 -269893 -68038 -23887 -235617
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579471200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754640893,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 104,
            "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": [
        [
            599754.6101760798,
            542345.2730798197,
            57409.33709626,
            970066.4727325204,
            728889.0481406577,
            241177.4245918628
        ],
        [
            599.75461,
            542.345273,
            57.409337,
            970.066473,
            728.889048,
            241.177425
        ],
        [
            0.370677,
            0.335195,
            0.035482,
            0.146603,
            0.130797,
            0.075878
        ],
        [
            21.048487,
            21.048487,
            21.048487,
            21.048487,
            21.048487,
            21.048487
        ],
        [
            -158653,
            -110295,
            -149483,
            -974889,
            -809994,
            -512703
        ],
        [
            1.492287,
            1.921225,
            1.091187,
            1.135827,
            1.196314,
            1.070334
        ],
        [
            409,
            205,
            204,
            409,
            205,
            204
        ],
        [
            182,
            87,
            95,
            182,
            87,
            95
        ],
        [
            227,
            118,
            109,
            227,
            118,
            109
        ],
        [
            44.498778,
            42.439024,
            46.568627,
            44.498778,
            42.439024,
            46.568627
        ],
        [
            1.861259,
            2.605799,
            1.251993,
            1.416663,
            1.622586,
            1.228067
        ],
        [
            180905,
            180905,
            49264,
            593367,
            593367,
            216460
        ],
        [
            -46263,
            -19742,
            -46263,
            -390178,
            -390178,
            -167192
        ],
        [
            46,
            43,
            49,
            46,
            43,
            49
        ],
        [
            66,
            67,
            66,
            66,
            67,
            66
        ],
        [
            30,
            26,
            35,
            30,
            26,
            35
        ],
        [
            19066,
            8947,
            10119,
            19066,
            8947,
            10119
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            427143,
            375072,
            -269893,
            -68038,
            -23887,
            -235617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579471200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754640893,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 104,
            "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)