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Trade: WAVES/USDT/120/SWMA/BBM/8202

Strategy
WAVES/USDT/120/SWMA/BBM/8202
Pair
WAVES_USDT
Interval
2h
Score
467676
Daily Profit
0.404678
Profit Factor
2.238256
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 06:23
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 654769.0593 530675.6965 124093.3629 3258668.3036 1534634.3501 1724033.9536
Total P&L (%) 654.7691 530.6757 124.0934 3258.6683 1534.6344 1724.034
Avg Daily Profit (%) 0.4047 0.328 0.0767 0.2174 0.1728 0.1796
Buy And Hold Return (%) 20.0491 20.0491 20.0491 20.0491 20.0491 20.0491
Max Trade Drawdown -124555 -122778 -70426 -3060716 -2710725 -772767
Profit Factor 2.2383 2.9011 1.4971 1.3702 1.2898 1.4916
Total Trades 90 45 45 90 45 45
Winning Trades 42 19 23 42 19 23
Losing Trades 48 26 22 48 26 22
Profitability (%) 46.6667 42.2222 51.1111 46.6667 42.2222 51.1111
Ratio Avg Win / Avg Loss 2.558 3.97 1.432 1.5659 1.765 1.4268
Largest Winning Trade 137452 137452 70340 1650546 1515484 1650546
Largest Losing Trade -45479 -30236 -45479 -966117 -966117 -618951
Avg Bars in Trades 207 201 213 207 201 213
Avg Bars in Winners 337 345 331 337 345 331
Avg Bars in Losers 92 95 90 92 95 90
Bars Traded 18646 9049 9597 18646 9049 9597
Profit Streak 0 0 559.1413 0 0 559.1413
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467676 421637 -89003 315160 215256 356836
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759807411659,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "offset": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 4.24565
        }
    }
}
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": [
        [
            654769.0593126977,
            530675.6964564051,
            124093.3628562927,
            3258668.303641228,
            1534634.3500560052,
            1724033.9535852224
        ],
        [
            654.769059,
            530.675696,
            124.093363,
            3258.668304,
            1534.63435,
            1724.033954
        ],
        [
            0.404678,
            0.327983,
            0.076696,
            0.217426,
            0.172832,
            0.179619
        ],
        [
            20.049091,
            20.049091,
            20.049091,
            20.049091,
            20.049091,
            20.049091
        ],
        [
            -124555,
            -122778,
            -70426,
            -3060716,
            -2710725,
            -772767
        ],
        [
            2.238256,
            2.901131,
            1.497077,
            1.370192,
            1.289783,
            1.491622
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            46.666667,
            42.222222,
            51.111111,
            46.666667,
            42.222222,
            51.111111
        ],
        [
            2.558007,
            3.969969,
            1.431986,
            1.565934,
            1.764966,
            1.426769
        ],
        [
            137452,
            137452,
            70340,
            1650546,
            1515484,
            1650546
        ],
        [
            -45479,
            -30236,
            -45479,
            -966117,
            -966117,
            -618951
        ],
        [
            207,
            201,
            213,
            207,
            201,
            213
        ],
        [
            337,
            345,
            331,
            337,
            345,
            331
        ],
        [
            92,
            95,
            90,
            92,
            95,
            90
        ],
        [
            18646,
            9049,
            9597,
            18646,
            9049,
            9597
        ],
        [
            0,
            0,
            559.141339,
            0,
            0,
            559.141339
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467676,
            421637,
            -89003,
            315160,
            215256,
            356836
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580522400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759807411659,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 249,
            "offset": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 4.24565
        }
    }
}

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)