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Trade: WAVES/USDT/360/SWMA/DCM/4608

Strategy
WAVES/USDT/360/SWMA/DCM/4608
Pair
WAVES_USDT
Interval
6h
Score
460027
Daily Profit
0.293902
Profit Factor
1.705027
Profitability
47.058824
Streak
486.820553
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 16:41
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 580971.6307 494191.0949 86780.5357 511595.3324 849413.8141 -337818.4818
Total P&L (%) 580.9716 494.1911 86.7805 511.5953 849.4138 -337.8185
Avg Daily Profit (%) 0.2939 0.25 0.0439 0.0917 0.1139 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112751 -149072 -54534 -1829586 -1367026 -996617
Profit Factor 1.705 2.0068 1.2605 1.1041 1.286 0.8262
Total Trades 170 85 85 170 85 85
Winning Trades 80 37 43 80 37 43
Losing Trades 90 48 42 90 48 42
Profitability (%) 47.0588 43.5294 50.5882 47.0588 43.5294 50.5882
Ratio Avg Win / Avg Loss 1.9182 2.6034 1.2311 1.2421 1.6683 0.8069
Largest Winning Trade 183521 183521 51395 1362349 1362349 310806
Largest Losing Trade -69670 -69670 -35623 -943979 -943979 -749760
Avg Bars in Trades 45 64 25 45 64 25
Avg Bars in Winners 54 79 31 54 79 31
Avg Bars in Losers 37 52 19 37 52 19
Bars Traded 7673 5488 2185 7673 5488 2185
Profit Streak 486.8206 486.8206 599.0706 486.8206 486.8206 599.0706
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 460027 345712 -133443 -175472 -41643 -579792

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550512800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894095793,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 113,
            "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": [
        [
            580971.6306681816,
            494191.0949208773,
            86780.5357473047,
            511595.3323862947,
            849413.8141453427,
            -337818.4817590482
        ],
        [
            580.971631,
            494.191095,
            86.780536,
            511.595332,
            849.413814,
            -337.818482
        ],
        [
            0.293902,
            0.250002,
            0.043901,
            0.091652,
            0.113922,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112751,
            -149072,
            -54534,
            -1829586,
            -1367026,
            -996617
        ],
        [
            1.705027,
            2.006796,
            1.260457,
            1.104122,
            1.285984,
            0.82616
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            80,
            37,
            43,
            80,
            37,
            43
        ],
        [
            90,
            48,
            42,
            90,
            48,
            42
        ],
        [
            47.058824,
            43.529412,
            50.588235,
            47.058824,
            43.529412,
            50.588235
        ],
        [
            1.918155,
            2.603411,
            1.231144,
            1.242137,
            1.668304,
            0.806947
        ],
        [
            183521,
            183521,
            51395,
            1362349,
            1362349,
            310806
        ],
        [
            -69670,
            -69670,
            -35623,
            -943979,
            -943979,
            -749760
        ],
        [
            45,
            64,
            25,
            45,
            64,
            25
        ],
        [
            54,
            79,
            31,
            54,
            79,
            31
        ],
        [
            37,
            52,
            19,
            37,
            52,
            19
        ],
        [
            7673,
            5488,
            2185,
            7673,
            5488,
            2185
        ],
        [
            486.820553,
            486.820553,
            599.070553,
            486.820553,
            486.820553,
            599.070553
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460027,
            345712,
            -133443,
            -175472,
            -41643,
            -579792
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550512800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894095793,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 113,
            "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)