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Trade: WAVES/USDT/720/SWMA/TEMA/2532

Strategy
WAVES/USDT/720/SWMA/TEMA/2532
Pair
WAVES_USDT
Interval
12h
Score
598300
Daily Profit
0.166699
Profit Factor
5.972846
Profitability
52.777778
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 21:29
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 260544.5907 350735.9349 -90191.3443 70153.3488 2594292.514 -2524139.1651
Total P&L (%) 260.5446 350.7359 -90.1913 70.1533 2594.2925 -2524.1392
Avg Daily Profit (%) 0.1318 0.1774 -0.0456 0.0269 0.1667 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -453752 -174081 -336186 -4367140 -239378 -4367140
Profit Factor 1.3118 2.0626 0.8216 1.0129 5.9728 0.4875
Total Trades 72 36 36 72 36 36
Winning Trades 33 16 17 37 19 18
Losing Trades 39 20 19 35 17 18
Profitability (%) 45.8333 44.4444 47.2222 51.3889 52.7778 50
Ratio Avg Win / Avg Loss 1.5503 2.5782 0.9182 0.9581 5.3441 0.4875
Largest Winning Trade 144081 144081 64148 1438566 1438566 1354805
Largest Losing Trade -223851 -59303 -223851 -4367140 -116840 -4367140
Avg Bars in Trades 52 53 50 52 53 50
Avg Bars in Winners 56 55 57 59 55 64
Avg Bars in Losers 48 52 44 44 52 36
Bars Traded 3757 1937 1820 3757 1937 1820
Profit Streak 504.7706 0 560.2706 504.7706 0 560.2706
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -100679 330694 -581276 -448004 598300 -580196
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": 1554940800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948182612,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "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": [
        [
            260544.5906563884,
            350735.9349248981,
            -90191.3442685097,
            70153.3488105375,
            2594292.5139549584,
            -2524139.16514442
        ],
        [
            260.544591,
            350.735935,
            -90.191344,
            70.153349,
            2594.292514,
            -2524.139165
        ],
        [
            0.131755,
            0.177363,
            -0.045609,
            0.026882,
            0.166699,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -453752,
            -174081,
            -336186,
            -4367140,
            -239378,
            -4367140
        ],
        [
            1.311807,
            2.062582,
            0.821586,
            1.012879,
            5.972846,
            0.487507
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            33,
            16,
            17,
            37,
            19,
            18
        ],
        [
            39,
            20,
            19,
            35,
            17,
            18
        ],
        [
            45.833333,
            44.444444,
            47.222222,
            51.388889,
            52.777778,
            50
        ],
        [
            1.550317,
            2.578227,
            0.918243,
            0.958129,
            5.344126,
            0.487507
        ],
        [
            144081,
            144081,
            64148,
            1438566,
            1438566,
            1354805
        ],
        [
            -223851,
            -59303,
            -223851,
            -4367140,
            -116840,
            -4367140
        ],
        [
            52,
            53,
            50,
            52,
            53,
            50
        ],
        [
            56,
            55,
            57,
            59,
            55,
            64
        ],
        [
            48,
            52,
            44,
            44,
            52,
            36
        ],
        [
            3757,
            1937,
            1820,
            3757,
            1937,
            1820
        ],
        [
            504.770632,
            0,
            560.270632,
            504.770632,
            0,
            560.270632
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -100679,
            330694,
            -581276,
            -448004,
            598300,
            -580196
        ]
    ]
}
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": 1554940800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759948182612,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 167,
            "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)