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Trade: WAVES/USDT/480/SWMA/HWMA/9361

Strategy
WAVES/USDT/480/SWMA/HWMA/9361
Pair
WAVES_USDT
Interval
8h
Score
331785
Daily Profit
0.274026
Profit Factor
3.206425
Profitability
35.416667
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 23:52
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 680442.9692 541749.7654 138693.2038 2502569.0185 1627186.4647 875382.5538
Total P&L (%) 680.443 541.7498 138.6932 2502.569 1627.1865 875.3826
Avg Daily Profit (%) 0.3442 0.274 0.0702 0.165 0.1442 0.1153
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123721 -53165 -165523 -704677 -517601 -656352
Profit Factor 2.3203 3.2064 1.514 1.885 2.1037 1.6467
Total Trades 95 48 47 95 48 47
Winning Trades 32 17 15 32 17 15
Losing Trades 63 31 32 63 31 32
Profitability (%) 33.6842 35.4167 31.9149 33.6842 35.4167 31.9149
Ratio Avg Win / Avg Loss 4.5682 5.847 3.2299 3.711 3.8362 3.513
Largest Winning Trade 186406 186406 66927 675412 675412 436921
Largest Losing Trade -46394 -30797 -46394 -303709 -163313 -303709
Avg Bars in Trades 60 52 68 60 52 68
Avg Bars in Winners 131 108 158 131 108 158
Avg Bars in Losers 23 21 25 23 21 25
Bars Traded 5717 2511 3206 5717 2511 3206
Profit Streak 0 0 705.8699 0 0 705.8699
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 273480 331785 -102761 188097 -1685 -41567

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551283200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919962811,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            680442.9691911803,
            541749.7653959319,
            138693.2037952482,
            2502569.0185021237,
            1627186.4646905302,
            875382.5538115944
        ],
        [
            680.442969,
            541.749765,
            138.693204,
            2502.569019,
            1627.186465,
            875.382554
        ],
        [
            0.34418,
            0.274026,
            0.070153,
            0.164986,
            0.144215,
            0.115274
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123721,
            -53165,
            -165523,
            -704677,
            -517601,
            -656352
        ],
        [
            2.320331,
            3.206425,
            1.514012,
            1.884968,
            2.103698,
            1.646727
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            33.684211,
            35.416667,
            31.914894,
            33.684211,
            35.416667,
            31.914894
        ],
        [
            4.568152,
            5.84701,
            3.229892,
            3.711032,
            3.836155,
            3.513017
        ],
        [
            186406,
            186406,
            66927,
            675412,
            675412,
            436921
        ],
        [
            -46394,
            -30797,
            -46394,
            -303709,
            -163313,
            -303709
        ],
        [
            60,
            52,
            68,
            60,
            52,
            68
        ],
        [
            131,
            108,
            158,
            131,
            108,
            158
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            5717,
            2511,
            3206,
            5717,
            2511,
            3206
        ],
        [
            0,
            0,
            705.86994,
            0,
            0,
            705.86994
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            273480,
            331785,
            -102761,
            188097,
            -1685,
            -41567
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551283200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919962811,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)