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Trade: WAVES/USDT/360/SWMA/SSF/1854

Strategy
WAVES/USDT/360/SWMA/SSF/1854
Pair
WAVES_USDT
Interval
6h
Score
507778
Daily Profit
0.215074
Profit Factor
2.963575
Profitability
55.263158
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 00:05
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 525716.5551 425148.3387 100568.2163 872405.1821 -226824.9234 1099230.1055
Total P&L (%) 525.7166 425.1483 100.5682 872.4052 -226.8249 1099.2301
Avg Daily Profit (%) 0.266 0.2151 0.0509 0.1151 0 0.1258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -83971 -57473 -133534 -1589060 -1135219 -844135
Profit Factor 2.0307 2.9636 1.3426 1.1793 0.917 1.5159
Total Trades 76 38 38 76 38 38
Winning Trades 38 21 17 38 21 17
Losing Trades 38 17 21 38 17 21
Profitability (%) 50 55.2632 44.7368 50 55.2632 44.7368
Ratio Avg Win / Avg Loss 2.0307 2.3991 1.6585 1.1793 0.7424 1.8726
Largest Winning Trade 144709 144709 65968 757204 581925 757204
Largest Losing Trade -44551 -44551 -40646 -781290 -781290 -528861
Avg Bars in Trades 102 93 111 102 93 111
Avg Bars in Winners 145 126 168 145 126 168
Avg Bars in Losers 59 51 65 59 51 65
Bars Traded 7782 3543 4239 7782 3543 4239
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -41316 507778 -125550 -115901 -580082 -24238

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549432800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758834347181,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 106,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            525716.5550586286,
            425148.3387136075,
            100568.2163450212,
            872405.1821125936,
            -226824.9234155134,
            1099230.1055281076
        ],
        [
            525.716555,
            425.148339,
            100.568216,
            872.405182,
            -226.824923,
            1099.230106
        ],
        [
            0.26595,
            0.215074,
            0.050876,
            0.115134,
            0,
            0.125753
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -83971,
            -57473,
            -133534,
            -1589060,
            -1135219,
            -844135
        ],
        [
            2.030663,
            2.963575,
            1.342583,
            1.179346,
            0.91703,
            1.515932
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            50,
            55.263158,
            44.736842,
            50,
            55.263158,
            44.736842
        ],
        [
            2.030663,
            2.399085,
            1.658485,
            1.179346,
            0.742357,
            1.872622
        ],
        [
            144709,
            144709,
            65968,
            757204,
            581925,
            757204
        ],
        [
            -44551,
            -44551,
            -40646,
            -781290,
            -781290,
            -528861
        ],
        [
            102,
            93,
            111,
            102,
            93,
            111
        ],
        [
            145,
            126,
            168,
            145,
            126,
            168
        ],
        [
            59,
            51,
            65,
            59,
            51,
            65
        ],
        [
            7782,
            3543,
            4239,
            7782,
            3543,
            4239
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41316,
            507778,
            -125550,
            -115901,
            -580082,
            -24238
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549432800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758834347181,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 106,
            "offset": 0,
            "poles": 3
        }
    }
}

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)