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Trade: WAVES/USDT/240/SWMA/SMA/7462

Strategy
WAVES/USDT/240/SWMA/SMA/7462
Pair
WAVES_USDT
Interval
4h
Score
342337
Daily Profit
0.240963
Profit Factor
1.653286
Profitability
45.192308
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 14:14
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 476142.7914 413939.3449 62203.4465 100341.4388 1034161.4082 -933819.9695
Total P&L (%) 476.1428 413.9393 62.2034 100.3414 1034.1614 -933.82
Avg Daily Profit (%) 0.241 0.2095 0.0315 0.0352 0.123 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -231395 -162850 -116697 -2409115 -1693428 -1881856
Profit Factor 1.6533 2.2913 1.1524 1.0134 1.3556 0.7967
Total Trades 104 52 52 104 52 52
Winning Trades 47 21 26 47 21 26
Losing Trades 57 31 26 57 31 26
Profitability (%) 45.1923 40.3846 50 45.1923 40.3846 50
Ratio Avg Win / Avg Loss 2.005 3.3824 1.1524 1.229 2.0011 0.7967
Largest Winning Trade 181002 181002 40615 836969 836969 619526
Largest Losing Trade -71207 -44107 -71207 -1553845 -911827 -1553845
Avg Bars in Trades 110 106 115 110 106 115
Avg Bars in Winners 163 161 164 163 161 164
Avg Bars in Losers 67 68 65 67 68 65
Bars Traded 11509 5518 5991 11509 5518 5991
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342337 -171730 -384348 -353317 -210684 -760833
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550649600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759058090807,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 177,
            "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": [
        [
            476142.7913860978,
            413939.344935029,
            62203.4464510684,
            100341.4387942732,
            1034161.4082450634,
            -933819.9694507908
        ],
        [
            476.142791,
            413.939345,
            62.203446,
            100.341439,
            1034.161408,
            -933.819969
        ],
        [
            0.240963,
            0.209483,
            0.031479,
            0.035171,
            0.122974,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -231395,
            -162850,
            -116697,
            -2409115,
            -1693428,
            -1881856
        ],
        [
            1.653286,
            2.291307,
            1.152353,
            1.013377,
            1.355601,
            0.796674
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            45.192308,
            40.384615,
            50,
            45.192308,
            40.384615,
            50
        ],
        [
            2.005049,
            3.382405,
            1.152353,
            1.228989,
            2.001125,
            0.796674
        ],
        [
            181002,
            181002,
            40615,
            836969,
            836969,
            619526
        ],
        [
            -71207,
            -44107,
            -71207,
            -1553845,
            -911827,
            -1553845
        ],
        [
            110,
            106,
            115,
            110,
            106,
            115
        ],
        [
            163,
            161,
            164,
            163,
            161,
            164
        ],
        [
            67,
            68,
            65,
            67,
            68,
            65
        ],
        [
            11509,
            5518,
            5991,
            11509,
            5518,
            5991
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342337,
            -171730,
            -384348,
            -353317,
            -210684,
            -760833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550649600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759058090807,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 177,
            "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)