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Trade: WAVES/USDT/480/SWMA/MIDPOINT/7209

Strategy
WAVES/USDT/480/SWMA/MIDPOINT/7209
Pair
WAVES_USDT
Interval
8h
Score
318340
Daily Profit
0.254255
Profit Factor
1.623431
Profitability
42.148760
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-27 03:05
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 502662.299 446831.3362 55830.9627 301889.8876 114440.3388 187449.5489
Total P&L (%) 502.6623 446.8313 55.831 301.8899 114.4403 187.4495
Avg Daily Profit (%) 0.2543 0.226 0.0282 0.0704 0.0386 0.0534
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111043 -114170 -178269 -478293 -438013 -211951
Profit Factor 1.6234 2.0953 1.1402 1.1874 1.1213 1.2808
Total Trades 121 61 60 121 61 60
Winning Trades 51 24 27 51 24 27
Losing Trades 70 37 33 70 37 33
Profitability (%) 42.1488 39.3443 45 42.1488 39.3443 45
Ratio Avg Win / Avg Loss 2.2282 3.2303 1.3935 1.6297 1.7286 1.5654
Largest Winning Trade 128325 128325 68093 258263 213165 258263
Largest Losing Trade -51351 -38043 -51351 -199156 -199156 -96141
Avg Bars in Trades 47 46 49 47 46 49
Avg Bars in Winners 77 76 79 77 76 79
Avg Bars in Losers 25 26 25 25 26 25
Bars Traded 5789 2814 2975 5789 2814 2975
Profit Streak 0 0 547.0039 0 0 547.0039
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318340 -154274 -392988 -114998 -393453 -291040

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758931534733,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            502662.298954407,
            446831.3362309153,
            55830.9627234918,
            301889.887630615,
            114440.3387682751,
            187449.54886234
        ],
        [
            502.662299,
            446.831336,
            55.830963,
            301.889888,
            114.440339,
            187.449549
        ],
        [
            0.254255,
            0.226015,
            0.02824,
            0.070384,
            0.038594,
            0.053422
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111043,
            -114170,
            -178269,
            -478293,
            -438013,
            -211951
        ],
        [
            1.623431,
            2.095309,
            1.140161,
            1.187373,
            1.121284,
            1.280782
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            42.14876,
            39.344262,
            45,
            42.14876,
            39.344262,
            45
        ],
        [
            2.228238,
            3.230268,
            1.39353,
            1.629727,
            1.728646,
            1.5654
        ],
        [
            128325,
            128325,
            68093,
            258263,
            213165,
            258263
        ],
        [
            -51351,
            -38043,
            -51351,
            -199156,
            -199156,
            -96141
        ],
        [
            47,
            46,
            49,
            47,
            46,
            49
        ],
        [
            77,
            76,
            79,
            77,
            76,
            79
        ],
        [
            25,
            26,
            25,
            25,
            26,
            25
        ],
        [
            5789,
            2814,
            2975,
            5789,
            2814,
            2975
        ],
        [
            0,
            0,
            547.003874,
            0,
            0,
            547.003874
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318340,
            -154274,
            -392988,
            -114998,
            -393453,
            -291040
        ]
    ]
}
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": 1549497600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758931534733,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)