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Trade: WAVES/USDT/120/SINWMA/SWMA/6838

Strategy
WAVES/USDT/120/SINWMA/SWMA/6838
Pair
WAVES_USDT
Interval
2h
Score
441182
Daily Profit
0.175659
Profit Factor
2.220953
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 16:01
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 261800.0958 284215.4628 -22415.367 -29895.3957 748383.9297 -778279.3254
Total P&L (%) 261.8001 284.2155 -22.4154 -29.8954 748.3839 -778.2793
Avg Daily Profit (%) 0.1618 0.1757 -0.0139 -0.0219 0.1322 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -167384 -124976 -91460 -1201557 -494177 -1121490
Profit Factor 1.4768 2.221 0.9291 0.9891 1.847 0.581
Total Trades 58 29 29 58 29 29
Winning Trades 30 16 14 30 16 14
Losing Trades 28 13 15 28 13 15
Profitability (%) 51.7241 55.1724 48.2759 51.7241 55.1724 48.2759
Ratio Avg Win / Avg Loss 1.3783 1.8045 0.9955 0.9232 1.5007 0.6225
Largest Winning Trade 103274 103274 63670 383038 382601 383038
Largest Losing Trade -71548 -42840 -71548 -786254 -227156 -786254
Avg Bars in Trades 321 318 324 321 318 324
Avg Bars in Winners 457 458 457 457 458 457
Avg Bars in Losers 175 146 200 175 146 200
Bars Traded 18640 9232 9408 18640 9232 9408
Profit Streak 0 0 662.1257 0 0 662.1257
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -170817 441182 -580546 -760054 -11954 -580546
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581235200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759496461049,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "offset": 185
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 237,
            "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": [
        [
            261800.0957788015,
            284215.462803235,
            -22415.3670244335,
            -29895.3956930107,
            748383.9297241513,
            -778279.3254171617
        ],
        [
            261.800096,
            284.215463,
            -22.415367,
            -29.895396,
            748.38393,
            -778.279325
        ],
        [
            0.161805,
            0.175659,
            -0.013854,
            -0.021949,
            0.132236,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -167384,
            -124976,
            -91460,
            -1201557,
            -494177,
            -1121490
        ],
        [
            1.476795,
            2.220953,
            0.929133,
            0.989094,
            1.846976,
            0.581012
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            51.724138,
            55.172414,
            48.275862,
            51.724138,
            55.172414,
            48.275862
        ],
        [
            1.378342,
            1.804525,
            0.9955,
            0.923154,
            1.500668,
            0.622513
        ],
        [
            103274,
            103274,
            63670,
            383038,
            382601,
            383038
        ],
        [
            -71548,
            -42840,
            -71548,
            -786254,
            -227156,
            -786254
        ],
        [
            321,
            318,
            324,
            321,
            318,
            324
        ],
        [
            457,
            458,
            457,
            457,
            458,
            457
        ],
        [
            175,
            146,
            200,
            175,
            146,
            200
        ],
        [
            18640,
            9232,
            9408,
            18640,
            9232,
            9408
        ],
        [
            0,
            0,
            662.125706,
            0,
            0,
            662.125707
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170817,
            441182,
            -580546,
            -760054,
            -11954,
            -580546
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581235200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759496461049,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 164,
            "offset": 185
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 237,
            "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)