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Trade: WAVES/USDT/480/SINWMA/HILO/4468

Strategy
WAVES/USDT/480/SINWMA/HILO/4468
Pair
WAVES_USDT
Interval
8h
Score
544649
Daily Profit
0.187858
Profit Factor
3.548455
Profitability
56.756757
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-09 22:52
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 490705.9292 371395.6892 119310.24 2032024.3488 974811.1568 1057213.192
Total P&L (%) 490.7059 371.3957 119.3102 2032.0243 974.8112 1057.2132
Avg Daily Profit (%) 0.2482 0.1879 0.0603 0.1549 0.1202 0.1239
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55038 -57919 -111631 -751058 -697240 -348663
Profit Factor 2.436 3.5485 1.6088 1.9634 1.9744 1.9535
Total Trades 73 37 36 73 37 36
Winning Trades 39 21 18 39 21 18
Losing Trades 34 16 18 34 16 18
Profitability (%) 53.4247 56.7568 50 53.4247 56.7568 50
Ratio Avg Win / Avg Loss 2.1237 2.7036 1.6088 1.7117 1.5043 1.9535
Largest Winning Trade 107815 107815 77394 666168 437168 666168
Largest Losing Trade -27152 -27152 -26405 -326047 -267498 -326047
Avg Bars in Trades 78 65 91 78 65 91
Avg Bars in Winners 104 87 125 104 87 125
Avg Bars in Losers 47 35 57 47 35 57
Bars Traded 5701 2410 3291 5701 2410 3291
Profit Streak 0 0 715.4948 0 0 715.4948
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -62881 544649 -107950 -64174 -27504 -22092
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552291200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760039548095,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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": [
        [
            490705.9292139799,
            371395.6891903458,
            119310.2400236344,
            2032024.3487858893,
            974811.1567924151,
            1057213.1919934743
        ],
        [
            490.705929,
            371.395689,
            119.31024,
            2032.024349,
            974.811157,
            1057.213192
        ],
        [
            0.248207,
            0.187858,
            0.060349,
            0.154882,
            0.12019,
            0.123931
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55038,
            -57919,
            -111631,
            -751058,
            -697240,
            -348663
        ],
        [
            2.436027,
            3.548455,
            1.608796,
            1.963444,
            1.974411,
            1.953548
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            53.424658,
            56.756757,
            50,
            53.424658,
            56.756757,
            50
        ],
        [
            2.123715,
            2.703585,
            1.608796,
            1.71172,
            1.504313,
            1.953548
        ],
        [
            107815,
            107815,
            77394,
            666168,
            437168,
            666168
        ],
        [
            -27152,
            -27152,
            -26405,
            -326047,
            -267498,
            -326047
        ],
        [
            78,
            65,
            91,
            78,
            65,
            91
        ],
        [
            104,
            87,
            125,
            104,
            87,
            125
        ],
        [
            47,
            35,
            57,
            47,
            35,
            57
        ],
        [
            5701,
            2410,
            3291,
            5701,
            2410,
            3291
        ],
        [
            0,
            0,
            715.49477,
            0,
            0,
            715.49477
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -62881,
            544649,
            -107950,
            -64174,
            -27504,
            -22092
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552291200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760039548095,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 157,
            "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)