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Trade: WAVES/USDT/60/SWMA/DEMA/1807

Strategy
WAVES/USDT/60/SWMA/DEMA/1807
Pair
WAVES_USDT
Interval
1h
Score
472700
Daily Profit
0.394819
Profit Factor
1.645524
Profitability
52.201258
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-27 15:43
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 227841.9415 134602.7911 93239.1503 363296.1155 183863.8341 179432.2814
Total P&L (%) 227.8419 134.6028 93.2392 363.2961 183.8638 179.4323
Avg Daily Profit (%) 0.3948 0.2332 0.1616 0.266 0.181 0.1782
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58946 -44931 -44731 -244572 -226020 -167690
Profit Factor 1.6455 1.6802 1.6013 1.3338 1.2953 1.3853
Total Trades 159 80 79 159 80 79
Winning Trades 83 42 41 83 42 41
Losing Trades 76 38 38 76 38 38
Profitability (%) 52.2013 52.5 51.8987 52.2013 52.5 51.8987
Ratio Avg Win / Avg Loss 1.5067 1.5202 1.4841 1.2213 1.1719 1.284
Largest Winning Trade 73170 73170 34657 238788 238788 123144
Largest Losing Trade -23174 -23174 -20762 -128957 -128957 -91682
Avg Bars in Trades 84 80 88 84 80 88
Avg Bars in Winners 90 93 87 90 93 87
Avg Bars in Losers 77 65 89 77 65 89
Bars Traded 13371 6417 6954 13371 6417 6954
Profit Streak 0 0 497.155 0 0 497.155
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472700 -8436 -16553 331348 -12011 -17725
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669485600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758976993802,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 93,
            "offset": 63
        }
    }
}
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": [
        [
            227841.9414573805,
            134602.7911231743,
            93239.1503342061,
            363296.1154843498,
            183863.834131098,
            179432.2813532517
        ],
        [
            227.841941,
            134.602791,
            93.23915,
            363.296115,
            183.863834,
            179.432281
        ],
        [
            0.394819,
            0.233248,
            0.161571,
            0.266035,
            0.180957,
            0.178226
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58946,
            -44931,
            -44731,
            -244572,
            -226020,
            -167690
        ],
        [
            1.645524,
            1.68017,
            1.601307,
            1.333803,
            1.295268,
            1.385335
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            52.201258,
            52.5,
            51.898734,
            52.201258,
            52.5,
            51.898734
        ],
        [
            1.506744,
            1.520153,
            1.484138,
            1.221314,
            1.171909,
            1.283969
        ],
        [
            73170,
            73170,
            34657,
            238788,
            238788,
            123144
        ],
        [
            -23174,
            -23174,
            -20762,
            -128957,
            -128957,
            -91682
        ],
        [
            84,
            80,
            88,
            84,
            80,
            88
        ],
        [
            90,
            93,
            87,
            90,
            93,
            87
        ],
        [
            77,
            65,
            89,
            77,
            65,
            89
        ],
        [
            13371,
            6417,
            6954,
            13371,
            6417,
            6954
        ],
        [
            0,
            0,
            497.155021,
            0,
            0,
            497.155021
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472700,
            -8436,
            -16553,
            331348,
            -12011,
            -17725
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669485600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758976993802,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 93,
            "offset": 63
        }
    }
}

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)