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Trade: WAVES/USDT/120/SWMA/PWMA/6882

Strategy
WAVES/USDT/120/SWMA/PWMA/6882
Pair
WAVES_USDT
Interval
2h
Score
405966
Daily Profit
0.266245
Profit Factor
1.850041
Profitability
48.113208
Streak
485.953836
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 19:53
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 348587.092 430784.5332 -82197.4413 -95516.1584 263205.8619 -358722.0203
Total P&L (%) 348.5871 430.7845 -82.1974 -95.5162 263.2059 -358.722
Avg Daily Profit (%) 0.2154 0.2662 -0.0508 -0.1917 0.0797 0
Buy And Hold Return (%) 23.5929 23.5929 23.5929 23.5929 23.5929 23.5929
Max Trade Drawdown -151516 -181949 -184556 -338311 -66921 -365707
Profit Factor 1.3088 1.85 0.8679 0.8906 1.97 0.4038
Total Trades 211 106 105 211 106 105
Winning Trades 100 51 49 100 51 49
Losing Trades 111 55 56 111 55 56
Profitability (%) 47.3934 48.1132 46.6667 47.3934 48.1132 46.6667
Ratio Avg Win / Avg Loss 1.4527 1.9951 0.9919 0.9886 2.1245 0.4614
Largest Winning Trade 225510 225510 53063 124832 124832 74235
Largest Losing Trade -90782 -51161 -90782 -167867 -38938 -167867
Avg Bars in Trades 90 88 92 90 88 92
Avg Bars in Winners 112 111 113 112 111 113
Avg Bars in Losers 69 65 73 69 65 73
Bars Traded 19045 9332 9713 19045 9332 9713
Profit Streak 485.9538 485.9538 494.3705 485.9538 485.9538 494.3705
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 321901 405966 -581764 -579726 -83155 -581764
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580414400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905611463,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "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": [
        [
            348587.091958838,
            430784.5332141296,
            -82197.4412552911,
            -95516.1584378434,
            263205.8618829657,
            -358722.020320809
        ],
        [
            348.587092,
            430.784533,
            -82.197441,
            -95.516158,
            263.205862,
            -358.72202
        ],
        [
            0.215443,
            0.266245,
            -0.050802,
            -0.1917,
            0.079747,
            0
        ],
        [
            23.592924,
            23.592924,
            23.592924,
            23.592924,
            23.592924,
            23.592924
        ],
        [
            -151516,
            -181949,
            -184556,
            -338311,
            -66921,
            -365707
        ],
        [
            1.308751,
            1.850041,
            0.867901,
            0.890587,
            1.970007,
            0.40376
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            100,
            51,
            49,
            100,
            51,
            49
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            47.393365,
            48.113208,
            46.666667,
            47.393365,
            48.113208,
            46.666667
        ],
        [
            1.452714,
            1.995142,
            0.991887,
            0.988551,
            2.124517,
            0.46144
        ],
        [
            225510,
            225510,
            53063,
            124832,
            124832,
            74235
        ],
        [
            -90782,
            -51161,
            -90782,
            -167867,
            -38938,
            -167867
        ],
        [
            90,
            88,
            92,
            90,
            88,
            92
        ],
        [
            112,
            111,
            113,
            112,
            111,
            113
        ],
        [
            69,
            65,
            73,
            69,
            65,
            73
        ],
        [
            19045,
            9332,
            9713,
            19045,
            9332,
            9713
        ],
        [
            485.953836,
            485.953836,
            494.370503,
            485.953836,
            485.953836,
            494.370503
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            321901,
            405966,
            -581764,
            -579726,
            -83155,
            -581764
        ]
    ]
}
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": 1580414400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905611463,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 124,
            "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)