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Trade: WAVES/USDT/240/SWMA/DEMA/6884

Strategy
WAVES/USDT/240/SWMA/DEMA/6884
Pair
WAVES_USDT
Interval
4h
Score
323158
Daily Profit
0.223382
Profit Factor
2.779806
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-29 04:56
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 511693.9643 441403.254 70290.7103 582267.107 148590.5681 433676.5389
Total P&L (%) 511.694 441.4033 70.2907 582.2671 148.5906 433.6765
Avg Daily Profit (%) 0.259 0.2234 0.0356 0.0972 0.0461 0.0848
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152138 -120865 -99063 -2741315 -2317724 -946524
Profit Factor 2.0016 2.7798 1.2674 1.0906 1.0397 1.1618
Total Trades 65 33 32 65 33 32
Winning Trades 25 13 12 25 13 12
Losing Trades 40 20 20 40 20 20
Profitability (%) 38.4615 39.3939 37.5 38.4615 39.3939 37.5
Ratio Avg Win / Avg Loss 3.2025 4.2766 2.1123 1.745 1.5995 1.9363
Largest Winning Trade 131951 131951 69590 1234005 1004528 1234005
Largest Losing Trade -50345 -45052 -50345 -1398627 -1398627 -624542
Avg Bars in Trades 177 153 202 177 153 202
Avg Bars in Winners 332 279 390 332 279 390
Avg Bars in Losers 80 71 90 80 71 90
Bars Traded 11554 5062 6492 11554 5062 6492
Profit Streak 0 0 706.081 0 0 706.081
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -128419 323158 -148317 -323257 -311262 -125174
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550433600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759111000400,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 107,
            "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": [
        [
            511693.9642875683,
            441403.2540132236,
            70290.7102743446,
            582267.1069982254,
            148590.5681293684,
            433676.5388688582
        ],
        [
            511.693964,
            441.403254,
            70.29071,
            582.267107,
            148.590568,
            433.676539
        ],
        [
            0.258954,
            0.223382,
            0.035572,
            0.097226,
            0.046095,
            0.084784
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152138,
            -120865,
            -99063,
            -2741315,
            -2317724,
            -946524
        ],
        [
            2.001559,
            2.779806,
            1.267376,
            1.090617,
            1.039681,
            1.161763
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            38.461538,
            39.393939,
            37.5,
            38.461538,
            39.393939,
            37.5
        ],
        [
            3.202494,
            4.276625,
            2.112293,
            1.744987,
            1.599509,
            1.936272
        ],
        [
            131951,
            131951,
            69590,
            1234005,
            1004528,
            1234005
        ],
        [
            -50345,
            -45052,
            -50345,
            -1398627,
            -1398627,
            -624542
        ],
        [
            177,
            153,
            202,
            177,
            153,
            202
        ],
        [
            332,
            279,
            390,
            332,
            279,
            390
        ],
        [
            80,
            71,
            90,
            80,
            71,
            90
        ],
        [
            11554,
            5062,
            6492,
            11554,
            5062,
            6492
        ],
        [
            0,
            0,
            706.081023,
            0,
            0,
            706.081023
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -128419,
            323158,
            -148317,
            -323257,
            -311262,
            -125174
        ]
    ]
}
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": 1550433600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759111000400,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 107,
            "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)