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Trade: ETH/USDT/360/SWMA/RMA/9029

Strategy
ETH/USDT/360/SWMA/RMA/9029
Pair
ETH_USDT
Interval
6h
Score
399480
Daily Profit
0.162003
Profit Factor
3.253337
Profitability
64.516129
Streak
325.322084
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-26 04:43
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 687746.77 684311.9558 3434.8143 4863141.0045 5619146.1781 -756005.1736
Total P&L (%) 687.7468 684.312 3.4348 4863.141 5619.1462 -756.0052
Avg Daily Profit (%) 0.2751 0.2738 0.0014 0.1563 0.162 0
Buy And Hold Return (%) 2638.0641 2638.0641 2638.0641 2638.0641 2638.0641 2638.0641
Max Trade Drawdown -65138 -37338 -76291 -1893742 -904206 -1631542
Profit Factor 3.0723 6.4288 1.0167 1.7791 3.2533 0.7983
Total Trades 62 31 31 62 31 31
Winning Trades 31 20 11 31 20 11
Losing Trades 31 11 20 31 11 20
Profitability (%) 50 64.5161 35.4839 50 64.5161 35.4839
Ratio Avg Win / Avg Loss 3.0723 3.5358 1.8485 1.7791 1.7893 1.4514
Largest Winning Trade 299147 299147 55787 1798445 1798445 1013746
Largest Losing Trade -27962 -20346 -27962 -581928 -581928 -545884
Avg Bars in Trades 157 172 141 157 172 141
Avg Bars in Winners 243 233 262 243 233 262
Avg Bars in Losers 70 62 75 70 62 75
Bars Traded 9747 5350 4397 9747 5350 4397
Profit Streak 78.5721 325.3221 0 78.5721 325.3221 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -309170 -145394 -563495 -154836 399480 -584796
Evaluation Data
{
    "trading_pair": "ETH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851028047,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 35,
            "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": [
        [
            687746.7700475962,
            684311.9557650657,
            3434.8142825305,
            4863141.004487559,
            5619146.178122951,
            -756005.173635392
        ],
        [
            687.74677,
            684.311956,
            3.434814,
            4863.141004,
            5619.146178,
            -756.005174
        ],
        [
            0.275126,
            0.273752,
            0.001374,
            0.156323,
            0.162003,
            0
        ],
        [
            2638.064137,
            2638.064137,
            2638.064137,
            2638.064137,
            2638.064137,
            2638.064137
        ],
        [
            -65138,
            -37338,
            -76291,
            -1893742,
            -904206,
            -1631542
        ],
        [
            3.072325,
            6.428752,
            1.016689,
            1.77913,
            3.253337,
            0.798294
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            20,
            11,
            31,
            20,
            11
        ],
        [
            31,
            11,
            20,
            31,
            11,
            20
        ],
        [
            50,
            64.516129,
            35.483871,
            50,
            64.516129,
            35.483871
        ],
        [
            3.072325,
            3.535814,
            1.848525,
            1.77913,
            1.789336,
            1.451444
        ],
        [
            299147,
            299147,
            55787,
            1798445,
            1798445,
            1013746
        ],
        [
            -27962,
            -20346,
            -27962,
            -581928,
            -581928,
            -545884
        ],
        [
            157,
            172,
            141,
            157,
            172,
            141
        ],
        [
            243,
            233,
            262,
            243,
            233,
            262
        ],
        [
            70,
            62,
            75,
            70,
            62,
            75
        ],
        [
            9747,
            5350,
            4397,
            9747,
            5350,
            4397
        ],
        [
            78.572084,
            325.322084,
            0,
            78.572084,
            325.322084,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -309170,
            -145394,
            -563495,
            -154836,
            399480,
            -584796
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETH_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1546560000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758851028047,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 35,
            "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)