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Trade: WAVES/USDT/60/SWMA/KCU/7068

Strategy
WAVES/USDT/60/SWMA/KCU/7068
Pair
WAVES_USDT
Interval
1h
Score
517057
Daily Profit
0.192619
Profit Factor
2.594939
Profitability
60.000000
Streak
511.539880
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-10 22:57
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 231636.7832 168555.9807 63080.8024 458012.1989 254425.2856 203586.9133
Total P&L (%) 231.6368 168.556 63.0808 458.0122 254.4253 203.5869
Avg Daily Profit (%) 0.4014 0.2921 0.1093 0.2984 0.2195 0.1926
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -41273 -44031 -19803 -328688 -353857 -56492
Profit Factor 2.2196 2.1808 2.337 1.6256 1.4209 2.5949
Total Trades 69 34 35 69 34 35
Winning Trades 43 22 21 43 22 21
Losing Trades 26 12 14 26 12 14
Profitability (%) 62.3188 64.7059 60 62.3188 64.7059 60
Ratio Avg Win / Avg Loss 1.3421 1.1896 1.558 0.9829 0.7751 1.73
Largest Winning Trade 58648 58648 10583 236712 236712 44215
Largest Losing Trade -36742 -36742 -19803 -293623 -293623 -54584
Avg Bars in Trades 173 315 35 173 315 35
Avg Bars in Winners 103 172 31 103 172 31
Avg Bars in Losers 288 579 39 288 579 39
Bars Traded 11968 10742 1226 11968 10742 1226
Profit Streak 511.5399 512.3315 511.5399 511.5399 512.3315 511.5399
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90984 500579 -41214 -94678 338499 517057
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669302000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760126245603,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            231636.7831620879,
            168555.9807353902,
            63080.8024266975,
            458012.198911684,
            254425.2855754404,
            203586.9133362437
        ],
        [
            231.636783,
            168.555981,
            63.080802,
            458.012199,
            254.425286,
            203.586913
        ],
        [
            0.401395,
            0.292084,
            0.10931,
            0.29836,
            0.219504,
            0.192619
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -41273,
            -44031,
            -19803,
            -328688,
            -353857,
            -56492
        ],
        [
            2.219635,
            2.180845,
            2.336991,
            1.62563,
            1.42093,
            2.594939
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            62.318841,
            64.705882,
            60,
            62.318841,
            64.705882,
            60
        ],
        [
            1.342105,
            1.189552,
            1.557994,
            0.982939,
            0.775053,
            1.729959
        ],
        [
            58648,
            58648,
            10583,
            236712,
            236712,
            44215
        ],
        [
            -36742,
            -36742,
            -19803,
            -293623,
            -293623,
            -54584
        ],
        [
            173,
            315,
            35,
            173,
            315,
            35
        ],
        [
            103,
            172,
            31,
            103,
            172,
            31
        ],
        [
            288,
            579,
            39,
            288,
            579,
            39
        ],
        [
            11968,
            10742,
            1226,
            11968,
            10742,
            1226
        ],
        [
            511.53988,
            512.331546,
            511.53988,
            511.53988,
            512.331546,
            511.53988
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90984,
            500579,
            -41214,
            -94678,
            338499,
            517057
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669302000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760126245603,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)