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Trade: WAVES/USDT/240/MIDPOINT/SWMA/9011

Strategy
WAVES/USDT/240/MIDPOINT/SWMA/9011
Pair
WAVES_USDT
Interval
4h
Score
556698
Daily Profit
0.447483
Profit Factor
1.866774
Profitability
54.794521
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-29 00:07
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 884226.877 646108.6503 238118.2266 10565134.2363 6630305.6408 3934828.5956
Total P&L (%) 884.2269 646.1087 238.1182 10565.1342 6630.3056 3934.8286
Avg Daily Profit (%) 0.4475 0.327 0.1205 0.2366 0.2132 0.1873
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123865 -167712 -86139 -46189310 -49192157 -33001206
Profit Factor 1.8668 2.2296 1.4814 1.0577 1.0651 1.0484
Total Trades 219 110 109 219 110 109
Winning Trades 120 55 65 120 55 65
Losing Trades 99 55 44 99 55 44
Profitability (%) 54.7945 50 59.633 54.7945 50 59.633
Ratio Avg Win / Avg Loss 1.5401 2.2296 1.0028 0.8726 1.0651 0.7097
Largest Winning Trade 126328 126328 68139 30874653 30874653 16815935
Largest Losing Trade -44083 -44083 -42165 -19456258 -19456258 -11179485
Avg Bars in Trades 53 43 63 53 43 63
Avg Bars in Winners 61 50 71 61 50 71
Avg Bars in Losers 42 35 51 42 35 51
Bars Traded 11673 4730 6943 11673 4730 6943
Profit Streak 0 0 499.3799 0 0 499.3799
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 556698 471772 -29371 -148594 -140998 -159436
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549353600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759093622580,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "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": [
        [
            884226.8769558591,
            646108.6503358943,
            238118.2266199652,
            10565134.236330688,
            6630305.6407609135,
            3934828.5955697875
        ],
        [
            884.226877,
            646.10865,
            238.118227,
            10565.134236,
            6630.305641,
            3934.828596
        ],
        [
            0.447483,
            0.326978,
            0.120505,
            0.236593,
            0.213244,
            0.187298
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123865,
            -167712,
            -86139,
            -46189310,
            -49192157,
            -33001206
        ],
        [
            1.866774,
            2.229569,
            1.481378,
            1.05771,
            1.065127,
            1.048418
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            120,
            55,
            65,
            120,
            55,
            65
        ],
        [
            99,
            55,
            44,
            99,
            55,
            44
        ],
        [
            54.794521,
            50,
            59.633028,
            54.794521,
            50,
            59.633028
        ],
        [
            1.540089,
            2.229569,
            1.002779,
            0.872611,
            1.065127,
            0.709698
        ],
        [
            126328,
            126328,
            68139,
            30874653,
            30874653,
            16815935
        ],
        [
            -44083,
            -44083,
            -42165,
            -19456258,
            -19456258,
            -11179485
        ],
        [
            53,
            43,
            63,
            53,
            43,
            63
        ],
        [
            61,
            50,
            71,
            61,
            50,
            71
        ],
        [
            42,
            35,
            51,
            42,
            35,
            51
        ],
        [
            11673,
            4730,
            6943,
            11673,
            4730,
            6943
        ],
        [
            0,
            0,
            499.379891,
            0,
            0,
            499.379891
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            556698,
            471772,
            -29371,
            -148594,
            -140998,
            -159436
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549353600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759093622580,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "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)