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Trade: WAVES/USDT/240/SWMA/SWMA/7946

Strategy
WAVES/USDT/240/SWMA/SWMA/7946
Pair
WAVES_USDT
Interval
4h
Score
606500
Daily Profit
0.216920
Profit Factor
4.086575
Profitability
65.517241
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 08:57
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 526601.721 428634.0584 97967.6626 1127341.8768 -105069.4776 1232411.3545
Total P&L (%) 526.6017 428.6341 97.9677 1127.3419 -105.0695 1232.4114
Avg Daily Profit (%) 0.2665 0.2169 0.0496 0.127 0 0.1311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85517 -56498 -168628 -1290756 -1405379 -903997
Profit Factor 2.2843 4.0866 1.3613 1.3079 0.9527 1.8543
Total Trades 57 29 28 57 29 28
Winning Trades 32 19 13 32 19 13
Losing Trades 25 10 15 25 10 15
Profitability (%) 56.1404 65.5172 46.4286 56.1404 65.5172 46.4286
Ratio Avg Win / Avg Loss 1.7846 2.1508 1.5707 1.0218 0.5014 2.1396
Largest Winning Trade 136497 136497 79343 787641 471524 787641
Largest Losing Trade -49420 -44269 -49420 -974941 -974941 -790233
Avg Bars in Trades 202 179 225 202 179 225
Avg Bars in Winners 259 203 342 259 203 342
Avg Bars in Losers 127 133 124 127 133 124
Bars Traded 11518 5201 6317 11518 5201 6317
Profit Streak 0 0 579.0817 0 0 579.0817
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -165748 606500 -146992 -201661 -578821 -35881

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758866262733,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "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": [
        [
            526601.7210105828,
            428634.0583954792,
            97967.6626151038,
            1127341.8768152916,
            -105069.4776435613,
            1232411.354458853
        ],
        [
            526.601721,
            428.634058,
            97.967663,
            1127.341877,
            -105.069478,
            1232.411354
        ],
        [
            0.266499,
            0.21692,
            0.049579,
            0.126975,
            0,
            0.131137
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85517,
            -56498,
            -168628,
            -1290756,
            -1405379,
            -903997
        ],
        [
            2.28432,
            4.086575,
            1.3613,
            1.307887,
            0.95265,
            1.854335
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            32,
            19,
            13,
            32,
            19,
            13
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            56.140351,
            65.517241,
            46.428571,
            56.140351,
            65.517241,
            46.428571
        ],
        [
            1.784625,
            2.150829,
            1.570731,
            1.021787,
            0.501395,
            2.139618
        ],
        [
            136497,
            136497,
            79343,
            787641,
            471524,
            787641
        ],
        [
            -49420,
            -44269,
            -49420,
            -974941,
            -974941,
            -790233
        ],
        [
            202,
            179,
            225,
            202,
            179,
            225
        ],
        [
            259,
            203,
            342,
            259,
            203,
            342
        ],
        [
            127,
            133,
            124,
            127,
            133,
            124
        ],
        [
            11518,
            5201,
            6317,
            11518,
            5201,
            6317
        ],
        [
            0,
            0,
            579.081745,
            0,
            0,
            579.081745
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -165748,
            606500,
            -146992,
            -201661,
            -578821,
            -35881
        ]
    ]
}
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": 1551052800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758866262733,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 208,
            "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)