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Trade: WAVES/USDT/120/SMA/HILO/4529

Strategy
WAVES/USDT/120/SMA/HILO/4529
Pair
WAVES_USDT
Interval
2h
Score
304641
Daily Profit
0.343225
Profit Factor
1.662210
Profitability
37.128713
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 555337.6719 541157.7575 14179.9144 367894.5586 551689.8141 -183795.2555
Total P&L (%) 555.3377 541.1578 14.1799 367.8946 551.6898 -183.7953
Avg Daily Profit (%) 0.3432 0.3345 0.0088 0.0954 0.1159 0
Buy And Hold Return (%) 23.7778 23.7778 23.7778 23.7778 23.7778 23.7778
Max Trade Drawdown -136753 -82843 -159416 -527263 -211897 -502200
Profit Factor 1.6622 2.3444 1.0325 1.1611 1.52 0.8496
Total Trades 202 101 101 202 101 101
Winning Trades 75 35 40 75 35 40
Losing Trades 127 66 61 127 66 61
Profitability (%) 37.1287 34.6535 39.604 37.1287 34.6535 39.604
Ratio Avg Win / Avg Loss 2.8147 4.4208 1.5746 1.9662 2.8663 1.2957
Largest Winning Trade 197888 197888 72700 267497 267497 145351
Largest Losing Trade -63237 -30030 -63237 -157234 -95879 -157234
Avg Bars in Trades 93 88 99 93 88 99
Avg Bars in Winners 174 185 165 174 185 165
Avg Bars in Losers 46 37 55 46 37 55
Bars Traded 18959 8948 10011 18959 8948 10011
Profit Streak 0 0 498.9473 0 0 498.9473
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 304641 266353 -534289 -111709 -41551 -582854
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754648345,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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": [
        [
            555337.6719073398,
            541157.7574801143,
            14179.9144272255,
            367894.5585897663,
            551689.8141010669,
            -183795.2555113004
        ],
        [
            555.337672,
            541.157757,
            14.179914,
            367.894559,
            551.689814,
            -183.795256
        ],
        [
            0.343225,
            0.334461,
            0.008764,
            0.095415,
            0.115914,
            0
        ],
        [
            23.777752,
            23.777752,
            23.777752,
            23.777752,
            23.777752,
            23.777752
        ],
        [
            -136753,
            -82843,
            -159416,
            -527263,
            -211897,
            -502200
        ],
        [
            1.66221,
            2.344375,
            1.032517,
            1.161128,
            1.519987,
            0.849629
        ],
        [
            202,
            101,
            101,
            202,
            101,
            101
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            127,
            66,
            61,
            127,
            66,
            61
        ],
        [
            37.128713,
            34.653465,
            39.60396,
            37.128713,
            34.653465,
            39.60396
        ],
        [
            2.814676,
            4.420822,
            1.574588,
            1.966176,
            2.86626,
            1.295685
        ],
        [
            197888,
            197888,
            72700,
            267497,
            267497,
            145351
        ],
        [
            -63237,
            -30030,
            -63237,
            -157234,
            -95879,
            -157234
        ],
        [
            93,
            88,
            99,
            93,
            88,
            99
        ],
        [
            174,
            185,
            165,
            174,
            185,
            165
        ],
        [
            46,
            37,
            55,
            46,
            37,
            55
        ],
        [
            18959,
            8948,
            10011,
            18959,
            8948,
            10011
        ],
        [
            0,
            0,
            498.947319,
            0,
            0,
            498.947319
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304641,
            266353,
            -534289,
            -111709,
            -41551,
            -582854
        ]
    ]
}
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": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754648345,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 228,
            "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)