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Trade: WAVES/USDT/240/RMA/SWMA/6282

Strategy
WAVES/USDT/240/RMA/SWMA/6282
Pair
WAVES_USDT
Interval
4h
Score
476494
Daily Profit
0.298432
Profit Factor
1.955514
Profitability
52.500000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 23:17
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 589702.6139 445095.4852 144607.1287 970201.859 2857878.5706 -1887676.7116
Total P&L (%) 589.7026 445.0955 144.6071 970.2019 2857.8786 -1887.6767
Avg Daily Profit (%) 0.2984 0.2253 0.0732 0.12 0.1716 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132844 -124394 -86175 -4362072 -2019879 -3576610
Profit Factor 1.9555 2.5932 1.4281 1.0865 1.7307 0.7414
Total Trades 120 60 60 120 60 60
Winning Trades 63 32 31 63 32 31
Losing Trades 57 28 29 57 28 29
Profitability (%) 52.5 53.3333 51.6667 52.5 53.3333 51.6667
Ratio Avg Win / Avg Loss 1.7693 2.269 1.336 0.9831 1.5144 0.6936
Largest Winning Trade 155097 155097 64197 1366243 1366243 1286775
Largest Losing Trade -74753 -49125 -74753 -3576610 -1430685 -3576610
Avg Bars in Trades 97 86 107 97 86 107
Avg Bars in Winners 129 114 144 129 114 144
Avg Bars in Losers 61 54 68 61 54 68
Bars Traded 11655 5187 6468 11655 5187 6468
Profit Streak 0 0 550.179 0 0 550.179
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 476494 -155966 -262368 -158707 -157673 -748783

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917868176,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "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": [
        [
            589702.6138975867,
            445095.4851973569,
            144607.1287002301,
            970201.8589706952,
            2857878.5705614295,
            -1887676.7115907364
        ],
        [
            589.702614,
            445.095485,
            144.607129,
            970.201859,
            2857.878571,
            -1887.676712
        ],
        [
            0.298432,
            0.225251,
            0.073182,
            0.120033,
            0.171557,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132844,
            -124394,
            -86175,
            -4362072,
            -2019879,
            -3576610
        ],
        [
            1.955514,
            2.593166,
            1.428111,
            1.086536,
            1.730742,
            0.741434
        ],
        [
            120,
            60,
            60,
            120,
            60,
            60
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            57,
            28,
            29,
            57,
            28,
            29
        ],
        [
            52.5,
            53.333333,
            51.666667,
            52.5,
            53.333333,
            51.666667
        ],
        [
            1.769275,
            2.26902,
            1.335975,
            0.983057,
            1.514399,
            0.6936
        ],
        [
            155097,
            155097,
            64197,
            1366243,
            1366243,
            1286775
        ],
        [
            -74753,
            -49125,
            -74753,
            -3576610,
            -1430685,
            -3576610
        ],
        [
            97,
            86,
            107,
            97,
            86,
            107
        ],
        [
            129,
            114,
            144,
            129,
            114,
            144
        ],
        [
            61,
            54,
            68,
            61,
            54,
            68
        ],
        [
            11655,
            5187,
            6468,
            11655,
            5187,
            6468
        ],
        [
            0,
            0,
            550.17903,
            0,
            0,
            550.17903
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            476494,
            -155966,
            -262368,
            -158707,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917868176,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "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)