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Trade: WAVES/USDT/480/SWMA/HILO/9683

Strategy
WAVES/USDT/480/SWMA/HILO/9683
Pair
WAVES_USDT
Interval
8h
Score
339794
Daily Profit
0.195428
Profit Factor
1.354529
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 23:08
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 386361.3078 372456.9656 13904.3423 7044.1126 264585.8395 -257541.7269
Total P&L (%) 386.3613 372.457 13.9043 7.0441 264.5858 -257.5417
Avg Daily Profit (%) 0.1954 0.1884 0.007 0.0034 0.0655 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143681 -137563 -162431 -378847 -216350 -403388
Profit Factor 1.3545 1.6912 1.0252 1.0036 1.3162 0.7686
Total Trades 222 111 111 222 111 111
Winning Trades 111 50 61 111 50 61
Losing Trades 111 61 50 111 61 50
Profitability (%) 50 45.045 54.955 50 45.045 54.955
Ratio Avg Win / Avg Loss 1.3545 2.0633 0.8404 1.0036 1.6057 0.63
Largest Winning Trade 93475 93475 64371 135298 96437 135298
Largest Losing Trade -74098 -40216 -74098 -292441 -120289 -292441
Avg Bars in Trades 26 21 30 26 21 30
Avg Bars in Winners 35 32 37 35 32 37
Avg Bars in Losers 17 13 22 17 13 22
Bars Traded 5819 2434 3385 5819 2434 3385
Profit Streak 0 0 494.1729 0 0 494.1729
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339794 317454 -421202 -569107 -106149 -579810

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549353600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917338874,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 55,
            "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": [
        [
            386361.3078168294,
            372456.9655576859,
            13904.3422591431,
            7044.1126284279,
            264585.8395382521,
            -257541.7269098241
        ],
        [
            386.361308,
            372.456966,
            13.904342,
            7.044113,
            264.58584,
            -257.541727
        ],
        [
            0.195428,
            0.188395,
            0.007033,
            0.003443,
            0.065453,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143681,
            -137563,
            -162431,
            -378847,
            -216350,
            -403388
        ],
        [
            1.354529,
            1.691198,
            1.025238,
            1.003612,
            1.316181,
            0.76863
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            111,
            50,
            61,
            111,
            50,
            61
        ],
        [
            111,
            61,
            50,
            111,
            61,
            50
        ],
        [
            50,
            45.045045,
            54.954955,
            50,
            45.045045,
            54.954955
        ],
        [
            1.354529,
            2.063261,
            0.840359,
            1.003612,
            1.605741,
            0.630024
        ],
        [
            93475,
            93475,
            64371,
            135298,
            96437,
            135298
        ],
        [
            -74098,
            -40216,
            -74098,
            -292441,
            -120289,
            -292441
        ],
        [
            26,
            21,
            30,
            26,
            21,
            30
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            17,
            13,
            22,
            17,
            13,
            22
        ],
        [
            5819,
            2434,
            3385,
            5819,
            2434,
            3385
        ],
        [
            0,
            0,
            494.172903,
            0,
            0,
            494.172904
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339794,
            317454,
            -421202,
            -569107,
            -106149,
            -579810
        ]
    ]
}
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": 1549353600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917338874,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 55,
            "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)