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Trade: WAVES/USDT/480/HILO/SINWMA/3866

Strategy
WAVES/USDT/480/HILO/SINWMA/3866
Pair
WAVES_USDT
Interval
8h
Score
321790
Daily Profit
0.367118
Profit Factor
1.591714
Profitability
36.184211
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-29 01:25
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 725792.6833 608228.4317 117564.2516 1539859.5945 713850.0239 826009.5706
Total P&L (%) 725.7927 608.2284 117.5643 1539.8596 713.85 826.0096
Avg Daily Profit (%) 0.3671 0.3077 0.0595 0.1416 0.1061 0.1126
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110219 -90586 -149123 -2387112 -1275062 -1502176
Profit Factor 1.5917 2.0232 1.186 1.157 1.1346 1.1834
Total Trades 304 152 152 304 152 152
Winning Trades 110 51 59 110 51 59
Losing Trades 194 101 93 194 101 93
Profitability (%) 36.1842 33.5526 38.8158 36.1842 33.5526 38.8158
Ratio Avg Win / Avg Loss 2.8072 4.0067 1.8694 2.0406 2.247 1.8653
Largest Winning Trade 218473 218473 63903 1083501 1083501 446837
Largest Losing Trade -27864 -18867 -27864 -306270 -306270 -284833
Avg Bars in Trades 19 19 18 19 19 18
Avg Bars in Winners 34 37 31 34 37 31
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 5844 2971 2873 5844 2971 2873
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321790 249315 -132194 -53812 -128118 -63744
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548403200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098324896,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 7,
            "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": [
        [
            725792.6832601652,
            608228.4316719197,
            117564.2515882459,
            1539859.594479029,
            713850.0239100234,
            826009.570569008
        ],
        [
            725.792683,
            608.228432,
            117.564252,
            1539.859594,
            713.850024,
            826.009571
        ],
        [
            0.367118,
            0.307652,
            0.059466,
            0.141587,
            0.106106,
            0.112644
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110219,
            -90586,
            -149123,
            -2387112,
            -1275062,
            -1502176
        ],
        [
            1.591714,
            2.023204,
            1.185973,
            1.157014,
            1.134627,
            1.183364
        ],
        [
            304,
            152,
            152,
            304,
            152,
            152
        ],
        [
            110,
            51,
            59,
            110,
            51,
            59
        ],
        [
            194,
            101,
            93,
            194,
            101,
            93
        ],
        [
            36.184211,
            33.552632,
            38.815789,
            36.184211,
            33.552632,
            38.815789
        ],
        [
            2.807205,
            4.006738,
            1.869415,
            2.040551,
            2.247006,
            1.865303
        ],
        [
            218473,
            218473,
            63903,
            1083501,
            1083501,
            446837
        ],
        [
            -27864,
            -18867,
            -27864,
            -306270,
            -306270,
            -284833
        ],
        [
            19,
            19,
            18,
            19,
            19,
            18
        ],
        [
            34,
            37,
            31,
            34,
            37,
            31
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            5844,
            2971,
            2873,
            5844,
            2971,
            2873
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321790,
            249315,
            -132194,
            -53812,
            -128118,
            -63744
        ]
    ]
}
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": 1548403200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098324896,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 7,
            "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)