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Trade: WAVES/USDT/720/EMA/SWMA/8779

Strategy
WAVES/USDT/720/EMA/SWMA/8779
Pair
WAVES_USDT
Interval
12h
Score
309215
Daily Profit
0.273278
Profit Factor
3.510475
Profitability
32.500000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 21:36
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544192.41 540406.5534 3785.8566 543441.3339 413963.3128 129478.0211
Total P&L (%) 544.1924 540.4066 3.7859 543.4413 413.9633 129.478
Avg Daily Profit (%) 0.2752 0.2733 0.0019 0.0942 0.0828 0.042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126782 -52424 -133088 -800846 -438762 -462977
Profit Factor 2.1814 3.5105 1.0154 1.4174 1.6295 1.201
Total Trades 79 40 39 79 40 39
Winning Trades 25 13 12 25 13 12
Losing Trades 54 27 27 54 27 27
Profitability (%) 31.6456 32.5 30.7692 31.6456 32.5 30.7692
Ratio Avg Win / Avg Loss 4.7118 7.291 2.2847 3.0616 3.3844 2.7022
Largest Winning Trade 204215 204215 91681 536163 314870 536163
Largest Losing Trade -38568 -38294 -38568 -381294 -144857 -381294
Avg Bars in Trades 46 41 52 46 41 52
Avg Bars in Winners 120 100 142 120 100 142
Avg Bars in Losers 12 13 12 12 13 12
Bars Traded 3710 1659 2051 3710 1659 2051
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 -25584 309215 -565934 -103311 -86078 -143657
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552392000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516560942,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 4,
            "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": [
        [
            544192.4099973367,
            540406.5534327514,
            3785.8565645854,
            543441.3339136576,
            413963.312812201,
            129478.0211014571
        ],
        [
            544.19241,
            540.406553,
            3.785857,
            543.441334,
            413.963313,
            129.478021
        ],
        [
            0.275192,
            0.273278,
            0.001914,
            0.094186,
            0.082815,
            0.042013
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126782,
            -52424,
            -133088,
            -800846,
            -438762,
            -462977
        ],
        [
            2.181382,
            3.510475,
            1.015429,
            1.417428,
            1.629513,
            1.200963
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            54,
            27,
            27,
            54,
            27,
            27
        ],
        [
            31.64557,
            32.5,
            30.769231,
            31.64557,
            32.5,
            30.769231
        ],
        [
            4.711785,
            7.290987,
            2.284714,
            3.061644,
            3.384374,
            2.702166
        ],
        [
            204215,
            204215,
            91681,
            536163,
            314870,
            536163
        ],
        [
            -38568,
            -38294,
            -38568,
            -381294,
            -144857,
            -381294
        ],
        [
            46,
            41,
            52,
            46,
            41,
            52
        ],
        [
            120,
            100,
            142,
            120,
            100,
            142
        ],
        [
            12,
            13,
            12,
            12,
            13,
            12
        ],
        [
            3710,
            1659,
            2051,
            3710,
            1659,
            2051
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25584,
            309215,
            -565934,
            -103311,
            -86078,
            -143657
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552392000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516560942,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 4,
            "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)