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Trade: WAVES/USDT/120/SWMA/KCB/4904

Strategy
WAVES/USDT/120/SWMA/KCB/4904
Pair
WAVES_USDT
Interval
2h
Score
405340
Daily Profit
0.218717
Profit Factor
2.290597
Profitability
47.619048
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 327250.2758 353883.6214 -26633.3456 24354.8502 706463.9152 -682109.065
Total P&L (%) 327.2503 353.8836 -26.6333 24.3549 706.4639 -682.1091
Avg Daily Profit (%) 0.2023 0.2187 -0.0165 0.0135 0.1291 0
Buy And Hold Return (%) 18.437 18.437 18.437 18.437 18.437 18.437
Max Trade Drawdown -193980 -147542 -140103 -814798 -436083 -1036442
Profit Factor 1.5046 2.2906 0.9289 1.0109 1.9252 0.5393
Total Trades 83 42 41 83 42 41
Winning Trades 39 20 19 39 20 19
Losing Trades 44 22 22 44 22 22
Profitability (%) 46.988 47.619 46.3415 46.988 47.619 46.3415
Ratio Avg Win / Avg Loss 1.6975 2.5197 1.0755 1.1404 2.1177 0.6245
Largest Winning Trade 88214 88214 61943 368622 368622 200706
Largest Losing Trade -69594 -40003 -69594 -575487 -209909 -575487
Avg Bars in Trades 228 232 224 228 232 224
Avg Bars in Winners 311 303 320 311 303 320
Avg Bars in Losers 154 167 141 154 167 141
Bars Traded 18967 9758 9209 18967 9758 9209
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 274923 405340 -580498 -451800 -17483 -582165
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580587200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905615640,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "offset": 133
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            327250.275815377,
            353883.6213850281,
            -26633.3455696512,
            24354.8501923816,
            706463.9151890135,
            -682109.0649966314
        ],
        [
            327.250276,
            353.883621,
            -26.633346,
            24.35485,
            706.463915,
            -682.109065
        ],
        [
            0.202256,
            0.218717,
            -0.016461,
            0.013472,
            0.1291,
            0
        ],
        [
            18.436984,
            18.436984,
            18.436984,
            18.436984,
            18.436984,
            18.436984
        ],
        [
            -193980,
            -147542,
            -140103,
            -814798,
            -436083,
            -1036442
        ],
        [
            1.504604,
            2.290597,
            0.92885,
            1.010852,
            1.925178,
            0.539302
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            46.987952,
            47.619048,
            46.341463,
            46.987952,
            47.619048,
            46.341463
        ],
        [
            1.697502,
            2.519657,
            1.075511,
            1.140449,
            2.117696,
            0.624455
        ],
        [
            88214,
            88214,
            61943,
            368622,
            368622,
            200706
        ],
        [
            -69594,
            -40003,
            -69594,
            -575487,
            -209909,
            -575487
        ],
        [
            228,
            232,
            224,
            228,
            232,
            224
        ],
        [
            311,
            303,
            320,
            311,
            303,
            320
        ],
        [
            154,
            167,
            141,
            154,
            167,
            141
        ],
        [
            18967,
            9758,
            9209,
            18967,
            9758,
            9209
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            274923,
            405340,
            -580498,
            -451800,
            -17483,
            -582165
        ]
    ]
}
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": 1580587200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905615640,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "offset": 133
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 219,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)