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Trade: WAVES/USDT/240/SWMA/HILO/7470

Strategy
WAVES/USDT/240/SWMA/HILO/7470
Pair
WAVES_USDT
Interval
4h
Score
387032
Daily Profit
0.259574
Profit Factor
1.872903
Profitability
45.794393
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 14:31
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 512917.5645 452484.6821 60432.8824 472317.5085 918431.9265 -446114.418
Total P&L (%) 512.9176 452.4847 60.4329 472.3175 918.4319 -446.1144
Avg Daily Profit (%) 0.2596 0.229 0.0306 0.0883 0.1175 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105353 -89032 -140105 -1284807 -997093 -1072116
Profit Factor 1.8729 2.8281 1.1777 1.0992 1.4418 0.8336
Total Trades 107 54 53 107 54 53
Winning Trades 49 25 24 49 25 24
Losing Trades 58 29 29 58 29 29
Profitability (%) 45.7944 46.2963 45.283 45.7944 46.2963 45.283
Ratio Avg Win / Avg Loss 2.2169 3.2806 1.4231 1.3011 1.6725 1.0073
Largest Winning Trade 165801 165801 69501 670228 651829 670228
Largest Losing Trade -54724 -35706 -54724 -634702 -583649 -634702
Avg Bars in Trades 107 90 123 107 90 123
Avg Bars in Winners 158 124 194 158 124 194
Avg Bars in Losers 63 61 65 63 61 65
Bars Traded 11449 4882 6567 11449 4882 6567
Profit Streak 0 0 588.1472 0 0 588.1472
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 387032 -168228 -359032 -187765 -215129 -760417

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551326400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758886315442,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 246,
            "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": [
        [
            512917.5644749287,
            452484.6820774977,
            60432.8823974312,
            472317.5084911017,
            918431.9264929302,
            -446114.418001827
        ],
        [
            512.917564,
            452.484682,
            60.432882,
            472.317508,
            918.431926,
            -446.114418
        ],
        [
            0.259574,
            0.22899,
            0.030583,
            0.088325,
            0.117521,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105353,
            -89032,
            -140105,
            -1284807,
            -997093,
            -1072116
        ],
        [
            1.872903,
            2.828129,
            1.177698,
            1.099229,
            1.441771,
            0.833595
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            45.794393,
            46.296296,
            45.283019,
            45.794393,
            46.296296,
            45.283019
        ],
        [
            2.216906,
            3.28063,
            1.423052,
            1.301128,
            1.672455,
            1.007261
        ],
        [
            165801,
            165801,
            69501,
            670228,
            651829,
            670228
        ],
        [
            -54724,
            -35706,
            -54724,
            -634702,
            -583649,
            -634702
        ],
        [
            107,
            90,
            123,
            107,
            90,
            123
        ],
        [
            158,
            124,
            194,
            158,
            124,
            194
        ],
        [
            63,
            61,
            65,
            63,
            61,
            65
        ],
        [
            11449,
            4882,
            6567,
            11449,
            4882,
            6567
        ],
        [
            0,
            0,
            588.147169,
            0,
            0,
            588.147169
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387032,
            -168228,
            -359032,
            -187765,
            -215129,
            -760417
        ]
    ]
}
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": 1551326400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758886315442,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 246,
            "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)