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Trade: WAVES/USDT/120/SWMA/BBM/2989

Strategy
WAVES/USDT/120/SWMA/BBM/2989
Pair
WAVES_USDT
Interval
2h
Score
319343
Daily Profit
0.309108
Profit Factor
2.154948
Profitability
38.554217
Streak
503.763611
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 17:19
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 509091.2709 500136.199 8955.0718 325301.3907 431751.8902 -106450.4995
Total P&L (%) 509.0913 500.1362 8.9551 325.3014 431.7519 -106.4505
Avg Daily Profit (%) 0.3146 0.3091 0.0055 0.0895 0.1033 0
Buy And Hold Return (%) 26.5882 26.5882 26.5882 26.5882 26.5882 26.5882
Max Trade Drawdown -98320 -137810 -162324 -398855 -367196 -375845
Profit Factor 1.5673 2.1549 1.0193 1.1257 1.3368 0.9185
Total Trades 165 83 82 165 83 82
Winning Trades 61 32 29 61 32 29
Losing Trades 104 51 53 104 51 53
Profitability (%) 36.9697 38.5542 35.3659 36.9697 38.5542 35.3659
Ratio Avg Win / Avg Loss 2.6721 3.4344 1.8628 1.9192 2.1305 1.6787
Largest Winning Trade 171313 171313 60686 259133 259133 130727
Largest Losing Trade -49853 -34011 -49853 -174049 -120670 -174049
Avg Bars in Trades 114 114 114 114 114 114
Avg Bars in Winners 200 208 192 200 208 192
Avg Bars in Losers 64 56 71 64 56 71
Bars Traded 18932 9540 9392 18932 9540 9392
Profit Streak 497.8469 503.7636 0 497.8469 503.7636 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 296182 319343 -559557 -158243 -57813 -588149

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579766400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896376034,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 242,
            "offset": 0,
            "std": 3.25691
        }
    }
}
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": [
        [
            509091.270861312,
            500136.1990245389,
            8955.0718367728,
            325301.3907341682,
            431751.8902314223,
            -106450.4994972541
        ],
        [
            509.091271,
            500.136199,
            8.955072,
            325.301391,
            431.75189,
            -106.450499
        ],
        [
            0.314642,
            0.309108,
            0.005535,
            0.08951,
            0.103329,
            0
        ],
        [
            26.588235,
            26.588235,
            26.588235,
            26.588235,
            26.588235,
            26.588235
        ],
        [
            -98320,
            -137810,
            -162324,
            -398855,
            -367196,
            -375845
        ],
        [
            1.567281,
            2.154948,
            1.019284,
            1.125683,
            1.33681,
            0.918515
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            104,
            51,
            53,
            104,
            51,
            53
        ],
        [
            36.969697,
            38.554217,
            35.365854,
            36.969697,
            38.554217,
            35.365854
        ],
        [
            2.672086,
            3.434448,
            1.862829,
            1.919198,
            2.130542,
            1.678665
        ],
        [
            171313,
            171313,
            60686,
            259133,
            259133,
            130727
        ],
        [
            -49853,
            -34011,
            -49853,
            -174049,
            -120670,
            -174049
        ],
        [
            114,
            114,
            114,
            114,
            114,
            114
        ],
        [
            200,
            208,
            192,
            200,
            208,
            192
        ],
        [
            64,
            56,
            71,
            64,
            56,
            71
        ],
        [
            18932,
            9540,
            9392,
            18932,
            9540,
            9392
        ],
        [
            497.846945,
            503.763611,
            0,
            497.846945,
            503.763612,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            296182,
            319343,
            -559557,
            -158243,
            -57813,
            -588149
        ]
    ]
}
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": 1579766400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896376034,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 242,
            "offset": 0,
            "std": 3.25691
        }
    }
}

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)