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Trade: WAVES/USDT/480/SWMA/HWMA/2066

Strategy
WAVES/USDT/480/SWMA/HWMA/2066
Pair
WAVES_USDT
Interval
8h
Score
303799
Daily Profit
0.370233
Profit Factor
1.576600
Profitability
34.920635
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 22:17
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 731950.9072 600017.9347 131932.9725 2054203.9676 1223539.7964 830664.1712
Total P&L (%) 731.9509 600.0179 131.933 2054.204 1223.5398 830.6642
Avg Daily Profit (%) 0.3702 0.3035 0.0667 0.1554 0.1307 0.1129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117420 -102395 -125617 -1559272 -1139361 -1137633
Profit Factor 1.5766 1.9515 1.2065 1.2184 1.2436 1.1895
Total Trades 315 158 157 315 158 157
Winning Trades 110 47 63 110 47 63
Losing Trades 205 111 94 205 111 94
Profitability (%) 34.9206 29.7468 40.1274 34.9206 29.7468 40.1274
Ratio Avg Win / Avg Loss 2.9382 4.6088 1.8002 2.2706 2.937 1.7748
Largest Winning Trade 162329 162329 63903 1128007 1128007 494326
Largest Losing Trade -39292 -20233 -39292 -349459 -349459 -319171
Avg Bars in Trades 18 17 19 18 17 19
Avg Bars in Winners 34 35 32 34 35 32
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 5822 2827 2996 5822 2827 2996
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 303799 154276 -106498 158889 -25572 -56140
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548576000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759864661400,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38794,
            "nb": 0.15686,
            "nc": 0.1
        }
    }
}
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": [
        [
            731950.9071923228,
            600017.9347046348,
            131932.9724876879,
            2054203.9676088216,
            1223539.7963654727,
            830664.1712433496
        ],
        [
            731.950907,
            600.017935,
            131.932972,
            2054.203968,
            1223.539796,
            830.664171
        ],
        [
            0.370233,
            0.303499,
            0.066734,
            0.155407,
            0.130733,
            0.112898
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117420,
            -102395,
            -125617,
            -1559272,
            -1139361,
            -1137633
        ],
        [
            1.5766,
            1.951494,
            1.206526,
            1.218372,
            1.243588,
            1.189481
        ],
        [
            315,
            158,
            157,
            315,
            158,
            157
        ],
        [
            110,
            47,
            63,
            110,
            47,
            63
        ],
        [
            205,
            111,
            94,
            205,
            111,
            94
        ],
        [
            34.920635,
            29.746835,
            40.127389,
            34.920635,
            29.746835,
            40.127389
        ],
        [
            2.938209,
            4.608848,
            1.800214,
            2.270603,
            2.936985,
            1.774781
        ],
        [
            162329,
            162329,
            63903,
            1128007,
            1128007,
            494326
        ],
        [
            -39292,
            -20233,
            -39292,
            -349459,
            -349459,
            -319171
        ],
        [
            18,
            17,
            19,
            18,
            17,
            19
        ],
        [
            34,
            35,
            32,
            34,
            35,
            32
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            5822,
            2827,
            2996,
            5822,
            2827,
            2996
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303799,
            154276,
            -106498,
            158889,
            -25572,
            -56140
        ]
    ]
}
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": 1548576000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759864661400,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.38794,
            "nb": 0.15686,
            "nc": 0.1
        }
    }
}

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)