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Trade: WAVES/USDT/120/SWMA/WMA/3668

Strategy
WAVES/USDT/120/SWMA/WMA/3668
Pair
WAVES_USDT
Interval
2h
Score
316084
Daily Profit
0.331774
Profit Factor
1.629598
Profitability
40.145985
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:41
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 536810.018 517067.1591 19742.8589 352352.8423 437184.9901 -84832.1479
Total P&L (%) 536.81 517.0672 19.7429 352.3528 437.185 -84.8321
Avg Daily Profit (%) 0.3318 0.3196 0.0122 0.0933 0.104 -0.1165
Buy And Hold Return (%) 23.3096 23.3096 23.3096 23.3096 23.3096 23.3096
Max Trade Drawdown -94571 -111886 -166604 -299356 -235206 -295408
Profit Factor 1.6296 2.2439 1.0452 1.1795 1.464 0.9169
Total Trades 137 69 68 137 69 68
Winning Trades 55 26 29 55 26 29
Losing Trades 82 43 39 82 43 39
Profitability (%) 40.146 37.6812 42.6471 40.146 37.6812 42.6471
Ratio Avg Win / Avg Loss 2.4296 3.711 1.4056 1.7585 2.4213 1.2331
Largest Winning Trade 156506 156506 55385 243856 243856 117779
Largest Losing Trade -58860 -37280 -58860 -175628 -77052 -175628
Avg Bars in Trades 138 137 139 138 137 139
Avg Bars in Winners 234 251 220 234 251 220
Avg Bars in Losers 73 68 79 73 68 79
Bars Traded 18933 9458 9475 18933 9458 9475
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 316084 -93418 -625454 -93795 -158746 -691428
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579816800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196460933,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "offset": 43
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "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": [
        [
            536810.0179805007,
            517067.1590776003,
            19742.8589029003,
            352352.8422537884,
            437184.990132518,
            -84832.1478787295
        ],
        [
            536.810018,
            517.067159,
            19.742859,
            352.352842,
            437.18499,
            -84.832148
        ],
        [
            0.331774,
            0.319572,
            0.012202,
            0.093325,
            0.103958,
            -0.116495
        ],
        [
            23.309649,
            23.309649,
            23.309649,
            23.309649,
            23.309649,
            23.309649
        ],
        [
            -94571,
            -111886,
            -166604,
            -299356,
            -235206,
            -295408
        ],
        [
            1.629598,
            2.243857,
            1.045186,
            1.179512,
            1.464044,
            0.91689
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            40.145985,
            37.681159,
            42.647059,
            40.145985,
            37.681159,
            42.647059
        ],
        [
            2.429583,
            3.710994,
            1.405595,
            1.758545,
            2.421304,
            1.233059
        ],
        [
            156506,
            156506,
            55385,
            243856,
            243856,
            117779
        ],
        [
            -58860,
            -37280,
            -58860,
            -175628,
            -77052,
            -175628
        ],
        [
            138,
            137,
            139,
            138,
            137,
            139
        ],
        [
            234,
            251,
            220,
            234,
            251,
            220
        ],
        [
            73,
            68,
            79,
            73,
            68,
            79
        ],
        [
            18933,
            9458,
            9475,
            18933,
            9458,
            9475
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316084,
            -93418,
            -625454,
            -93795,
            -158746,
            -691428
        ]
    ]
}
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": 1579816800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196460933,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 109,
            "offset": 43
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 96,
            "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)