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Trade: WAVES/USDT/240/SWMA/BBM/7899

Strategy
WAVES/USDT/240/SWMA/BBM/7899
Pair
WAVES_USDT
Interval
4h
Score
332634
Daily Profit
0.185550
Profit Factor
2.214704
Profitability
43.589744
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 20:52
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 370610.547 366647.1859 3963.3612 43871.1252 854224.6069 -810353.4817
Total P&L (%) 370.6105 366.6472 3.9634 43.8711 854.2246 -810.3535
Avg Daily Profit (%) 0.1876 0.1856 0.002 0.0184 0.1142 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171626 -135963 -132798 -1368412 -936327 -1260798
Profit Factor 1.5912 2.2147 1.0122 1.0121 1.5171 0.5881
Total Trades 77 39 38 77 39 38
Winning Trades 31 17 14 31 17 14
Losing Trades 46 22 24 46 22 24
Profitability (%) 40.2597 43.5897 36.8421 40.2597 43.5897 36.8421
Ratio Avg Win / Avg Loss 2.3612 2.8661 1.7352 1.5019 1.9633 1.0082
Largest Winning Trade 169845 169845 67299 639263 639263 407769
Largest Losing Trade -52342 -52144 -52342 -770359 -599218 -770359
Avg Bars in Trades 150 136 164 150 136 164
Avg Bars in Winners 255 213 306 255 213 306
Avg Bars in Losers 79 76 82 79 76 82
Bars Traded 11568 5305 6263 11568 5305 6263
Profit Streak 0 0 542.2448 0 0 542.2448
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39575 332634 -566431 -426286 -40044 -583631

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550217600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758822747219,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 77,
            "offset": 0,
            "std": 1.11229
        }
    }
}
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": [
        [
            370610.5470351595,
            366647.1858700305,
            3963.3611651291,
            43871.1252488426,
            854224.6069204399,
            -810353.4816715966
        ],
        [
            370.610547,
            366.647186,
            3.963361,
            43.871125,
            854.224607,
            -810.353482
        ],
        [
            0.187556,
            0.18555,
            0.002006,
            0.01841,
            0.114222,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171626,
            -135963,
            -132798,
            -1368412,
            -936327,
            -1260798
        ],
        [
            1.591249,
            2.214704,
            1.012195,
            1.012121,
            1.517064,
            0.588129
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            40.25974,
            43.589744,
            36.842105,
            40.25974,
            43.589744,
            36.842105
        ],
        [
            2.361208,
            2.866088,
            1.735192,
            1.501856,
            1.963259,
            1.008222
        ],
        [
            169845,
            169845,
            67299,
            639263,
            639263,
            407769
        ],
        [
            -52342,
            -52144,
            -52342,
            -770359,
            -599218,
            -770359
        ],
        [
            150,
            136,
            164,
            150,
            136,
            164
        ],
        [
            255,
            213,
            306,
            255,
            213,
            306
        ],
        [
            79,
            76,
            82,
            79,
            76,
            82
        ],
        [
            11568,
            5305,
            6263,
            11568,
            5305,
            6263
        ],
        [
            0,
            0,
            542.244759,
            0,
            0,
            542.244759
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39575,
            332634,
            -566431,
            -426286,
            -40044,
            -583631
        ]
    ]
}
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": 1550217600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758822747219,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 77,
            "offset": 0,
            "std": 1.11229
        }
    }
}

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)