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Trade: WAVES/USDT/720/SINWMA/SWMA/2127

Strategy
WAVES/USDT/720/SINWMA/SWMA/2127
Pair
WAVES_USDT
Interval
12h
Score
410189
Daily Profit
0.292315
Profit Factor
1.472205
Profitability
43.820225
Streak
497.401924
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 00:38
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 578053.3621 462635.5979 115417.7643 1064014.3773 1353749.2025 -289734.8252
Total P&L (%) 578.0534 462.6356 115.4178 1064.0144 1353.7492 -289.7348
Avg Daily Profit (%) 0.2923 0.234 0.0584 0.1242 0.1355 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130853 -161304 -185877 -1269843 -979314 -1336120
Profit Factor 1.4722 1.707 1.2026 1.153 1.3806 0.9147
Total Trades 356 178 178 356 178 178
Winning Trades 156 74 82 156 74 82
Losing Trades 200 104 96 200 104 96
Profitability (%) 43.8202 41.573 46.0674 43.8202 41.573 46.0674
Ratio Avg Win / Avg Loss 1.8874 2.399 1.4079 1.4782 1.9403 1.0709
Largest Winning Trade 100324 100324 59283 411476 392545 411476
Largest Losing Trade -38348 -36781 -38348 -302298 -238480 -302298
Avg Bars in Trades 10 10 11 10 10 11
Avg Bars in Winners 14 15 14 14 15 14
Avg Bars in Losers 7 7 8 7 7 8
Bars Traded 3887 1912 1976 3887 1912 1976
Profit Streak 497.4019 504.4019 0 497.4019 504.4019 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 410189 327868 -116372 -78685 -12139 -579986

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": 1548331200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836326218,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "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": [
        [
            578053.3621469557,
            462635.5978807836,
            115417.7642661716,
            1064014.3773454693,
            1353749.2025451632,
            -289734.8251996943
        ],
        [
            578.053362,
            462.635598,
            115.417764,
            1064.014377,
            1353.749203,
            -289.734825
        ],
        [
            0.292315,
            0.23395,
            0.058365,
            0.124196,
            0.135451,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130853,
            -161304,
            -185877,
            -1269843,
            -979314,
            -1336120
        ],
        [
            1.472205,
            1.706955,
            1.202575,
            1.153015,
            1.380618,
            0.914707
        ],
        [
            356,
            178,
            178,
            356,
            178,
            178
        ],
        [
            156,
            74,
            82,
            156,
            74,
            82
        ],
        [
            200,
            104,
            96,
            200,
            104,
            96
        ],
        [
            43.820225,
            41.573034,
            46.067416,
            43.820225,
            41.573034,
            46.067416
        ],
        [
            1.887442,
            2.398964,
            1.407893,
            1.478224,
            1.940328,
            1.070877
        ],
        [
            100324,
            100324,
            59283,
            411476,
            392545,
            411476
        ],
        [
            -38348,
            -36781,
            -38348,
            -302298,
            -238480,
            -302298
        ],
        [
            10,
            10,
            11,
            10,
            10,
            11
        ],
        [
            14,
            15,
            14,
            14,
            15,
            14
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            3887,
            1912,
            1976,
            3887,
            1912,
            1976
        ],
        [
            497.401924,
            504.401924,
            0,
            497.401924,
            504.401924,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410189,
            327868,
            -116372,
            -78685,
            -12139,
            -579986
        ]
    ]
}
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": 1548331200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836326218,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 12,
            "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)