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Trade: WAVES/USDT/240/SWMA/WMA/2620

Strategy
WAVES/USDT/240/SWMA/WMA/2620
Pair
WAVES_USDT
Interval
4h
Score
313260
Daily Profit
0.216791
Profit Factor
1.387140
Profitability
44.242424
Streak
499.811411
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 06:28
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 428378.0612 421551.6474 6826.4138 8419.794 172321.8019 -163902.0079
Total P&L (%) 428.3781 421.5516 6.8264 8.4198 172.3218 -163.902
Avg Daily Profit (%) 0.2168 0.2133 0.0035 0.0041 0.0507 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103256 -161487 -148971 -471603 -432804 -258882
Profit Factor 1.3871 1.7148 1.0132 1.0047 1.182 0.807
Total Trades 165 83 82 165 83 82
Winning Trades 73 32 41 73 32 41
Losing Trades 92 51 41 92 51 41
Profitability (%) 44.2424 38.5542 50 44.2424 38.5542 50
Ratio Avg Win / Avg Loss 1.7482 2.733 1.0132 1.2662 1.8838 0.807
Largest Winning Trade 160245 160245 53407 356294 356294 63634
Largest Losing Trade -47870 -47870 -43525 -205884 -132714 -205884
Avg Bars in Trades 70 72 67 70 72 67
Avg Bars in Winners 99 108 92 99 108 92
Avg Bars in Losers 47 50 42 47 50 42
Bars Traded 11574 6055 5519 11574 6055 5519
Profit Streak 499.8114 502.3114 0 499.8114 502.3114 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313260 244297 -564432 -569290 -148647 -585236
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550001600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759030105925,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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": [
        [
            428378.061222139,
            421551.6473993315,
            6826.4138228077,
            8419.7940036484,
            172321.8019412627,
            -163902.0079376143
        ],
        [
            428.378061,
            421.551647,
            6.826414,
            8.419794,
            172.321802,
            -163.902008
        ],
        [
            0.216791,
            0.213336,
            0.003455,
            0.004091,
            0.050712,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103256,
            -161487,
            -148971,
            -471603,
            -432804,
            -258882
        ],
        [
            1.38714,
            1.714811,
            1.013209,
            1.004688,
            1.181962,
            0.806967
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            73,
            32,
            41,
            73,
            32,
            41
        ],
        [
            92,
            51,
            41,
            92,
            51,
            41
        ],
        [
            44.242424,
            38.554217,
            50,
            44.242424,
            38.554217,
            50
        ],
        [
            1.748176,
            2.732981,
            1.013209,
            1.266182,
            1.883752,
            0.806967
        ],
        [
            160245,
            160245,
            53407,
            356294,
            356294,
            63634
        ],
        [
            -47870,
            -47870,
            -43525,
            -205884,
            -132714,
            -205884
        ],
        [
            70,
            72,
            67,
            70,
            72,
            67
        ],
        [
            99,
            108,
            92,
            99,
            108,
            92
        ],
        [
            47,
            50,
            42,
            47,
            50,
            42
        ],
        [
            11574,
            6055,
            5519,
            11574,
            6055,
            5519
        ],
        [
            499.811411,
            502.311411,
            0,
            499.811411,
            502.311411,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313260,
            244297,
            -564432,
            -569290,
            -148647,
            -585236
        ]
    ]
}
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": 1550001600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759030105925,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 154,
            "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)