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Trade: WAVES/USDT/360/SWMA/SINWMA/3142

Strategy
WAVES/USDT/360/SWMA/SINWMA/3142
Pair
WAVES_USDT
Interval
6h
Score
467212
Daily Profit
0.161805
Profit Factor
2.313717
Profitability
59.523810
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-02 12:56
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411467.4499 319847.4258 91620.0241 507640.6405 61628.0333 446012.6072
Total P&L (%) 411.4675 319.8474 91.62 507.6406 61.628 446.0126
Avg Daily Profit (%) 0.2082 0.1618 0.0463 0.0913 0.0243 0.0859
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79011 -97037 -123960 -748297 -796195 -477543
Profit Factor 1.8342 2.3137 1.3668 1.19 1.0363 1.4571
Total Trades 84 42 42 84 42 42
Winning Trades 46 25 21 46 25 21
Losing Trades 38 17 21 38 17 21
Profitability (%) 54.7619 59.5238 50 54.7619 59.5238 50
Ratio Avg Win / Avg Loss 1.5152 1.5733 1.3668 0.983 0.7047 1.4571
Largest Winning Trade 129273 129273 65323 438675 307086 438675
Largest Losing Trade -41729 -41729 -27644 -463295 -463295 -147321
Avg Bars in Trades 91 81 101 91 81 101
Avg Bars in Winners 125 101 154 125 101 154
Avg Bars in Losers 49 51 48 49 51 48
Bars Traded 7674 3408 4266 7674 3408 4266
Profit Streak 0 0 667.1646 0 0 667.1646
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432465 467212 -129124 -83001 -341927 -75825
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550880000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759399017130,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "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": [
        [
            411467.4499144936,
            319847.4258083263,
            91620.0241061673,
            507640.6405124571,
            61628.0333446349,
            446012.6071678225
        ],
        [
            411.46745,
            319.847426,
            91.620024,
            507.640641,
            61.628033,
            446.012607
        ],
        [
            0.208154,
            0.161805,
            0.046349,
            0.091323,
            0.024292,
            0.085909
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79011,
            -97037,
            -123960,
            -748297,
            -796195,
            -477543
        ],
        [
            1.834242,
            2.313717,
            1.366838,
            1.189978,
            1.036331,
            1.45707
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            54.761905,
            59.52381,
            50,
            54.761905,
            59.52381,
            50
        ],
        [
            1.515243,
            1.573328,
            1.366838,
            0.983025,
            0.704705,
            1.45707
        ],
        [
            129273,
            129273,
            65323,
            438675,
            307086,
            438675
        ],
        [
            -41729,
            -41729,
            -27644,
            -463295,
            -463295,
            -147321
        ],
        [
            91,
            81,
            101,
            91,
            81,
            101
        ],
        [
            125,
            101,
            154,
            125,
            101,
            154
        ],
        [
            49,
            51,
            48,
            49,
            51,
            48
        ],
        [
            7674,
            3408,
            4266,
            7674,
            3408,
            4266
        ],
        [
            0,
            0,
            667.16455,
            0,
            0,
            667.16455
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432465,
            467212,
            -129124,
            -83001,
            -341927,
            -75825
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550880000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759399017130,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "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)