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Trade: WAVES/USDT/480/SWMA/VWAP/9366

Strategy
WAVES/USDT/480/SWMA/VWAP/9366
Pair
WAVES_USDT
Interval
8h
Score
333582
Daily Profit
0.199118
Profit Factor
3.266857
Profitability
38.235294
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 20:56
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 445142.6599 393656.0848 51486.5751 662921.0571 465000.2335 197920.8236
Total P&L (%) 445.1427 393.6561 51.4866 662.9211 465.0002 197.9208
Avg Daily Profit (%) 0.2252 0.1991 0.026 0.1028 0.0876 0.0552
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103653 -63709 -114535 -267670 -348370 -199709
Profit Factor 2.1324 3.2669 1.2346 1.6778 1.9815 1.3925
Total Trades 68 34 34 68 34 34
Winning Trades 21 13 8 21 13 8
Losing Trades 47 21 26 47 21 26
Profitability (%) 30.8824 38.2353 23.5294 30.8824 38.2353 23.5294
Ratio Avg Win / Avg Loss 4.7725 5.2772 4.0126 3.7552 3.2008 4.5258
Largest Winning Trade 125061 125061 71262 258575 226142 258575
Largest Losing Trade -29048 -28402 -29048 -84005 -84005 -79637
Avg Bars in Trades 80 72 88 80 72 88
Avg Bars in Winners 199 158 265 199 158 265
Avg Bars in Losers 27 19 33 27 19 33
Bars Traded 5478 2478 3000 5478 2478 3000
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 -109320 333582 -194834 -173311 -76796 -153715

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553731200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758909406259,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            445142.6599047058,
            393656.0848409027,
            51486.5750638031,
            662921.0570648505,
            465000.2335083296,
            197920.8235565209
        ],
        [
            445.14266,
            393.656085,
            51.486575,
            662.921057,
            465.000234,
            197.920824
        ],
        [
            0.225161,
            0.199118,
            0.026043,
            0.102834,
            0.087628,
            0.055233
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103653,
            -63709,
            -114535,
            -267670,
            -348370,
            -199709
        ],
        [
            2.132415,
            3.266857,
            1.234633,
            1.677848,
            1.981475,
            1.392542
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            21,
            13,
            8,
            21,
            13,
            8
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            30.882353,
            38.235294,
            23.529412,
            30.882353,
            38.235294,
            23.529412
        ],
        [
            4.772549,
            5.27723,
            4.012559,
            3.755183,
            3.200845,
            4.525762
        ],
        [
            125061,
            125061,
            71262,
            258575,
            226142,
            258575
        ],
        [
            -29048,
            -28402,
            -29048,
            -84005,
            -84005,
            -79637
        ],
        [
            80,
            72,
            88,
            80,
            72,
            88
        ],
        [
            199,
            158,
            265,
            199,
            158,
            265
        ],
        [
            27,
            19,
            33,
            27,
            19,
            33
        ],
        [
            5478,
            2478,
            3000,
            5478,
            2478,
            3000
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109320,
            333582,
            -194834,
            -173311,
            -76796,
            -153715
        ]
    ]
}
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": 1553731200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758909406259,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)