← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/120/SWMA/DCL/9833

Strategy
WAVES/USDT/120/SWMA/DCL/9833
Pair
WAVES_USDT
Interval
2h
Score
366546
Daily Profit
0.372175
Profit Factor
1.803722
Profitability
41.958042
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 19:53
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 602179.5825 563619.5762 38560.0064 960180.8781 1139798.6228 -179617.7447
Total P&L (%) 602.1796 563.6196 38.56 960.1809 1139.7986 -179.6177
Avg Daily Profit (%) 0.3722 0.3483 0.0238 0.146 0.1557 0
Buy And Hold Return (%) 23.906 23.906 23.906 23.906 23.906 23.906
Max Trade Drawdown -149620 -96636 -184857 -659600 -512050 -692014
Profit Factor 1.8037 2.8888 1.0855 1.2764 1.8124 0.9132
Total Trades 143 72 71 143 72 71
Winning Trades 60 33 27 60 33 27
Losing Trades 83 39 44 83 39 44
Profitability (%) 41.958 45.8333 38.0282 41.958 45.8333 38.0282
Ratio Avg Win / Avg Loss 2.4951 3.4141 1.769 1.7657 2.1419 1.4883
Largest Winning Trade 194012 194012 74726 359487 359487 257212
Largest Losing Trade -47211 -36916 -47211 -201427 -201427 -187384
Avg Bars in Trades 131 68 195 131 68 195
Avg Bars in Winners 213 106 344 213 106 344
Avg Bars in Losers 72 36 104 72 36 104
Bars Traded 18839 4943 13896 18839 4943 13896
Profit Streak 0 0 572.9539 0 0 572.9539
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366546 -66257 -386488 22239 -69981 -669766

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580356800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905616445,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 37,
            "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": [
        [
            602179.5825117216,
            563619.5761597839,
            38560.0063519379,
            960180.8781105559,
            1139798.6227742252,
            -179617.7446636691
        ],
        [
            602.179583,
            563.619576,
            38.560006,
            960.180878,
            1139.798623,
            -179.617745
        ],
        [
            0.372175,
            0.348343,
            0.023832,
            0.146029,
            0.155717,
            0
        ],
        [
            23.906034,
            23.906034,
            23.906034,
            23.906034,
            23.906034,
            23.906034
        ],
        [
            -149620,
            -96636,
            -184857,
            -659600,
            -512050,
            -692014
        ],
        [
            1.803722,
            2.888835,
            1.085529,
            1.276436,
            1.812412,
            0.913247
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            60,
            33,
            27,
            60,
            33,
            27
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            41.958042,
            45.833333,
            38.028169,
            41.958042,
            45.833333,
            38.028169
        ],
        [
            2.495149,
            3.414078,
            1.76901,
            1.765737,
            2.141942,
            1.488254
        ],
        [
            194012,
            194012,
            74726,
            359487,
            359487,
            257212
        ],
        [
            -47211,
            -36916,
            -47211,
            -201427,
            -201427,
            -187384
        ],
        [
            131,
            68,
            195,
            131,
            68,
            195
        ],
        [
            213,
            106,
            344,
            213,
            106,
            344
        ],
        [
            72,
            36,
            104,
            72,
            36,
            104
        ],
        [
            18839,
            4943,
            13896,
            18839,
            4943,
            13896
        ],
        [
            0,
            0,
            572.953894,
            0,
            0,
            572.953894
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366546,
            -66257,
            -386488,
            22239,
            -69981,
            -669766
        ]
    ]
}
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": 1580356800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905616445,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 37,
            "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)