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Trade: WAVES/USDT/120/SWMA/DCM/3535

Strategy
WAVES/USDT/120/SWMA/DCM/3535
Pair
WAVES_USDT
Interval
2h
Score
329713
Daily Profit
0.277702
Profit Factor
1.588749
Profitability
43.949045
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 10:32
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459608.4463 449321.063 10287.3832 58582.2657 661694.73 -603112.4643
Total P&L (%) 459.6084 449.3211 10.2874 58.5823 661.6947 -603.1125
Avg Daily Profit (%) 0.2841 0.2777 0.0064 0.0285 0.1256 0
Buy And Hold Return (%) 25.848 25.848 25.848 25.848 25.848 25.848
Max Trade Drawdown -114158 -111015 -109596 -1170708 -906974 -955410
Profit Factor 1.3511 1.5887 1.0188 1.008 1.1596 0.8125
Total Trades 314 157 157 314 157 157
Winning Trades 130 69 61 130 69 61
Losing Trades 184 88 96 184 88 96
Profitability (%) 41.4013 43.949 38.8535 41.4013 43.949 38.8535
Ratio Avg Win / Avg Loss 1.9123 2.0262 1.6034 1.4266 1.479 1.2787
Largest Winning Trade 147132 147132 35235 557136 557136 216707
Largest Losing Trade -32442 -32442 -29535 -275231 -275231 -234392
Avg Bars in Trades 61 81 40 61 81 40
Avg Bars in Winners 83 100 63 83 100 63
Avg Bars in Losers 45 67 25 45 67 25
Bars Traded 19205 12849 6356 19205 12849 6356
Profit Streak 0 0 498.314 0 0 498.314
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 293217 329713 -551898 -373391 -71972 -582218

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579960800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871933849,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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": [
        [
            459608.4462820706,
            449321.0630449774,
            10287.3832370933,
            58582.2657140886,
            661694.7300321744,
            -603112.4643180851
        ],
        [
            459.608446,
            449.321063,
            10.287383,
            58.582266,
            661.69473,
            -603.112464
        ],
        [
            0.28406,
            0.277702,
            0.006358,
            0.028502,
            0.125566,
            0
        ],
        [
            25.847953,
            25.847953,
            25.847953,
            25.847953,
            25.847953,
            25.847953
        ],
        [
            -114158,
            -111015,
            -109596,
            -1170708,
            -906974,
            -955410
        ],
        [
            1.351107,
            1.588749,
            1.018847,
            1.007958,
            1.159645,
            0.812511
        ],
        [
            314,
            157,
            157,
            314,
            157,
            157
        ],
        [
            130,
            69,
            61,
            130,
            69,
            61
        ],
        [
            184,
            88,
            96,
            184,
            88,
            96
        ],
        [
            41.401274,
            43.949045,
            38.853503,
            41.401274,
            43.949045,
            38.853503
        ],
        [
            1.912336,
            2.026231,
            1.603431,
            1.426648,
            1.478968,
            1.278707
        ],
        [
            147132,
            147132,
            35235,
            557136,
            557136,
            216707
        ],
        [
            -32442,
            -32442,
            -29535,
            -275231,
            -275231,
            -234392
        ],
        [
            61,
            81,
            40,
            61,
            81,
            40
        ],
        [
            83,
            100,
            63,
            83,
            100,
            63
        ],
        [
            45,
            67,
            25,
            45,
            67,
            25
        ],
        [
            19205,
            12849,
            6356,
            19205,
            12849,
            6356
        ],
        [
            0,
            0,
            498.314049,
            0,
            0,
            498.314049
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            293217,
            329713,
            -551898,
            -373391,
            -71972,
            -582218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579960800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871933849,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "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)