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Trade: WAVES/USDT/360/SWMA/HILO/5755

Strategy
WAVES/USDT/360/SWMA/HILO/5755
Pair
WAVES_USDT
Interval
6h
Score
633238
Daily Profit
0.232085
Profit Factor
4.554367
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 12:46
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 627689.4297 458773.5369 168915.8928 6310124.3521 2831787.3488 3478337.0033
Total P&L (%) 627.6894 458.7735 168.9159 6310.1244 2831.7873 3478.337
Avg Daily Profit (%) 0.3175 0.2321 0.0855 0.2107 0.171 0.1811
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48428 -43680 -118177 -1485271 -1377548 -803580
Profit Factor 2.7647 4.5544 1.7454 2.2231 2.2118 2.2324
Total Trades 89 45 44 89 45 44
Winning Trades 55 30 25 55 30 25
Losing Trades 34 15 19 34 15 19
Profitability (%) 61.7978 66.6667 56.8182 61.7978 66.6667 56.8182
Ratio Avg Win / Avg Loss 1.7091 2.2772 1.3265 1.3743 1.1059 1.6966
Largest Winning Trade 114181 114181 78245 1405944 1112208 1405944
Largest Losing Trade -25236 -21614 -25236 -748833 -705664 -748833
Avg Bars in Trades 85 71 100 85 71 100
Avg Bars in Winners 107 82 138 107 82 138
Avg Bars in Losers 50 49 51 50 49 51
Bars Traded 7633 3207 4426 7633 3207 4426
Profit Streak 0 0 712.6572 0 0 712.6572
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 589066 633238 -74384 478561 472127 518919
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": 1552154400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759743980803,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 203,
            "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": [
        [
            627689.4297020382,
            458773.5369017035,
            168915.8928003347,
            6310124.352145148,
            2831787.348805899,
            3478337.00333925
        ],
        [
            627.68943,
            458.773537,
            168.915893,
            6310.124352,
            2831.787349,
            3478.337003
        ],
        [
            0.317536,
            0.232085,
            0.085451,
            0.210692,
            0.171043,
            0.181142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48428,
            -43680,
            -118177,
            -1485271,
            -1377548,
            -803580
        ],
        [
            2.764683,
            4.554367,
            1.745364,
            2.223061,
            2.211825,
            2.232365
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            55,
            30,
            25,
            55,
            30,
            25
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            61.797753,
            66.666667,
            56.818182,
            61.797753,
            66.666667,
            56.818182
        ],
        [
            1.709077,
            2.277184,
            1.326476,
            1.374256,
            1.105912,
            1.696597
        ],
        [
            114181,
            114181,
            78245,
            1405944,
            1112208,
            1405944
        ],
        [
            -25236,
            -21614,
            -25236,
            -748833,
            -705664,
            -748833
        ],
        [
            85,
            71,
            100,
            85,
            71,
            100
        ],
        [
            107,
            82,
            138,
            107,
            82,
            138
        ],
        [
            50,
            49,
            51,
            50,
            49,
            51
        ],
        [
            7633,
            3207,
            4426,
            7633,
            3207,
            4426
        ],
        [
            0,
            0,
            712.657185,
            0,
            0,
            712.657185
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            589066,
            633238,
            -74384,
            478561,
            472127,
            518919
        ]
    ]
}
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": 1552154400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759743980803,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 203,
            "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)