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Trade: WAVES/USDT/720/SWMA/HMA/1673

Strategy
WAVES/USDT/720/SWMA/HMA/1673
Pair
WAVES_USDT
Interval
12h
Score
379106
Daily Profit
0.212325
Profit Factor
2.678250
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 10:52
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 460861.6034 419872.2527 40989.3507 206974.1774 420643.8758 -213669.6984
Total P&L (%) 460.8616 419.8723 40.9894 206.9742 420.6439 -213.6697
Avg Daily Profit (%) 0.2331 0.2123 0.0207 0.0567 0.0835 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -201284 -148951 -108475 -2305268 -1959983 -1137556
Profit Factor 1.8109 2.6783 1.1288 1.0426 1.165 0.9076
Total Trades 68 34 34 68 34 34
Winning Trades 30 15 15 30 15 15
Losing Trades 38 19 19 38 19 19
Profitability (%) 44.1176 44.1176 44.1176 44.1176 44.1176 44.1176
Ratio Avg Win / Avg Loss 2.2938 3.3924 1.4299 1.3206 1.4756 1.1497
Largest Winning Trade 172154 172154 65075 939883 854912 939883
Largest Losing Trade -56931 -50713 -56931 -1245027 -1245027 -893608
Avg Bars in Trades 56 49 63 56 49 63
Avg Bars in Winners 92 78 106 92 78 106
Avg Bars in Losers 27 26 29 27 26 29
Bars Traded 3837 1683 2154 3837 1683 2154
Profit Streak 0 0 662.828 0 0 662.828
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104726 379106 -247461 -406936 -122876 -580458

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1550880000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873141537,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 39,
            "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": [
        [
            460861.6034483236,
            419872.252736064,
            40989.3507122592,
            206974.1774210727,
            420643.8758092328,
            -213669.6983881603
        ],
        [
            460.861603,
            419.872253,
            40.989351,
            206.974177,
            420.643876,
            -213.669698
        ],
        [
            0.233053,
            0.212325,
            0.020728,
            0.056734,
            0.083468,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -201284,
            -148951,
            -108475,
            -2305268,
            -1959983,
            -1137556
        ],
        [
            1.810884,
            2.67825,
            1.128833,
            1.042561,
            1.164974,
            0.907633
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            44.117647,
            44.117647,
            44.117647,
            44.117647,
            44.117647,
            44.117647
        ],
        [
            2.293787,
            3.392449,
            1.429855,
            1.320577,
            1.475633,
            1.149669
        ],
        [
            172154,
            172154,
            65075,
            939883,
            854912,
            939883
        ],
        [
            -56931,
            -50713,
            -56931,
            -1245027,
            -1245027,
            -893608
        ],
        [
            56,
            49,
            63,
            56,
            49,
            63
        ],
        [
            92,
            78,
            106,
            92,
            78,
            106
        ],
        [
            27,
            26,
            29,
            27,
            26,
            29
        ],
        [
            3837,
            1683,
            2154,
            3837,
            1683,
            2154
        ],
        [
            0,
            0,
            662.828027,
            0,
            0,
            662.828027
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104726,
            379106,
            -247461,
            -406936,
            -122876,
            -580458
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1550880000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873141537,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 39,
            "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)