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Trade: WAVES/USDT/360/SWMA/HILO/3806

Strategy
WAVES/USDT/360/SWMA/HILO/3806
Pair
WAVES_USDT
Interval
6h
Score
608694
Daily Profit
0.224891
Profit Factor
4.189370
Profitability
63.829787
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-09 07:30
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 616349.2141 444553.9261 171795.288 6221744.621 2645427.4868 3576317.1341
Total P&L (%) 616.3492 444.5539 171.7953 6221.7446 2645.4275 3576.3171
Avg Daily Profit (%) 0.3118 0.2249 0.0869 0.21 0.1677 0.1825
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46537 -55973 -83820 -1840834 -2044754 -861345
Profit Factor 2.8414 4.1894 1.8795 2.0529 1.9276 2.1697
Total Trades 93 47 46 93 47 46
Winning Trades 55 30 25 55 30 25
Losing Trades 38 17 21 38 17 21
Profitability (%) 59.1398 63.8298 54.3478 59.1398 63.8298 54.3478
Ratio Avg Win / Avg Loss 1.9631 2.374 1.5788 1.4184 1.0923 1.8226
Largest Winning Trade 130823 130823 76008 1784004 1298324 1784004
Largest Losing Trade -26722 -25721 -26722 -711892 -711892 -694959
Avg Bars in Trades 81 68 95 81 68 95
Avg Bars in Winners 109 85 138 109 85 138
Avg Bars in Losers 41 38 44 41 38 44
Bars Traded 7601 3223 4379 7601 3223 4379
Profit Streak 0 0 502.188 0 0 502.188
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 570600 608694 -72139 444494 438662 476548
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": 1552564800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759984242056,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 222,
            "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": [
        [
            616349.2141087455,
            444553.9261319848,
            171795.2879767607,
            6221744.620958771,
            2645427.4868427636,
            3576317.134116007
        ],
        [
            616.349214,
            444.553926,
            171.795288,
            6221.744621,
            2645.427487,
            3576.317134
        ],
        [
            0.311799,
            0.224891,
            0.086908,
            0.209988,
            0.167715,
            0.182511
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46537,
            -55973,
            -83820,
            -1840834,
            -2044754,
            -861345
        ],
        [
            2.841381,
            4.18937,
            1.87949,
            2.052881,
            1.927597,
            2.169746
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            59.139785,
            63.829787,
            54.347826,
            59.139785,
            63.829787,
            54.347826
        ],
        [
            1.963136,
            2.373976,
            1.578772,
            1.418354,
            1.092305,
            1.822587
        ],
        [
            130823,
            130823,
            76008,
            1784004,
            1298324,
            1784004
        ],
        [
            -26722,
            -25721,
            -26722,
            -711892,
            -711892,
            -694959
        ],
        [
            81,
            68,
            95,
            81,
            68,
            95
        ],
        [
            109,
            85,
            138,
            109,
            85,
            138
        ],
        [
            41,
            38,
            44,
            41,
            38,
            44
        ],
        [
            7601,
            3223,
            4379,
            7601,
            3223,
            4379
        ],
        [
            0,
            0,
            502.187987,
            0,
            0,
            502.187987
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            570600,
            608694,
            -72139,
            444494,
            438662,
            476548
        ]
    ]
}
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": 1552564800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759984242056,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 222,
            "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)