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Trade: WAVES/USDT/480/SWMA/FWMA/2407

Strategy
WAVES/USDT/480/SWMA/FWMA/2407
Pair
WAVES_USDT
Interval
8h
Score
332110
Daily Profit
0.465374
Profit Factor
2.495502
Profitability
34.090909
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-06 12:51
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 920044.334 699230.837 220813.497 13280473.8298 5112271.7674 8168202.0624
Total P&L (%) 920.0443 699.2308 220.8135 13280.4738 5112.2718 8168.2021
Avg Daily Profit (%) 0.4654 0.3537 0.1117 0.248 0.2002 0.2236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86569 -96261 -77580 -6209570 -6850852 -2184777
Profit Factor 2.4955 3.1191 1.7741 1.5795 1.3738 1.8841
Total Trades 132 66 66 132 66 66
Winning Trades 45 19 26 45 19 26
Losing Trades 87 47 40 87 47 40
Profitability (%) 34.0909 28.7879 39.3939 34.0909 28.7879 39.3939
Ratio Avg Win / Avg Loss 4.8246 7.7157 2.7294 3.0537 3.3983 2.8986
Largest Winning Trade 212321 212321 72453 4372583 3754204 4372583
Largest Losing Trade -28245 -23717 -28245 -2468398 -2468398 -1338598
Avg Bars in Trades 42 38 46 42 38 46
Avg Bars in Winners 94 98 92 94 98 92
Avg Bars in Losers 15 14 16 15 14 16
Bars Traded 5628 2544 3084 5628 2544 3084
Profit Streak 0 0 564.7443 0 0 564.7443
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332110 -122267 -168519 198497 -127893 -116183
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554883200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759744306013,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 247,
            "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": [
        [
            920044.3340302722,
            699230.8369883789,
            220813.4970418938,
            13280473.829761652,
            5112271.76735733,
            8168202.062404321
        ],
        [
            920.044334,
            699.230837,
            220.813497,
            13280.47383,
            5112.271767,
            8168.202062
        ],
        [
            0.465374,
            0.353683,
            0.111691,
            0.247974,
            0.20018,
            0.223568
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86569,
            -96261,
            -77580,
            -6209570,
            -6850852,
            -2184777
        ],
        [
            2.495502,
            3.119119,
            1.774119,
            1.579515,
            1.373778,
            1.884081
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            87,
            47,
            40,
            87,
            47,
            40
        ],
        [
            34.090909,
            28.787879,
            39.393939,
            34.090909,
            28.787879,
            39.393939
        ],
        [
            4.824637,
            7.715716,
            2.729414,
            3.05373,
            3.398292,
            2.898586
        ],
        [
            212321,
            212321,
            72453,
            4372583,
            3754204,
            4372583
        ],
        [
            -28245,
            -23717,
            -28245,
            -2468398,
            -2468398,
            -1338598
        ],
        [
            42,
            38,
            46,
            42,
            38,
            46
        ],
        [
            94,
            98,
            92,
            94,
            98,
            92
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            5628,
            2544,
            3084,
            5628,
            2544,
            3084
        ],
        [
            0,
            0,
            564.744282,
            0,
            0,
            564.744283
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332110,
            -122267,
            -168519,
            198497,
            -127893,
            -116183
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554883200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759744306013,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 247,
            "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)