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Trade: WAVES/USDT/60/SWMA/PWMA/6074

Strategy
WAVES/USDT/60/SWMA/PWMA/6074
Pair
WAVES_USDT
Interval
1h
Score
478919
Daily Profit
0.356612
Profit Factor
1.796624
Profitability
50.427350
Streak
502.175105
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-10 05:12
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 205793.6363 135123.2517 70670.3846 360646.556 251468.1996 109178.3564
Total P&L (%) 205.7936 135.1233 70.6704 360.6466 251.4682 109.1784
Avg Daily Profit (%) 0.3566 0.2342 0.1225 0.265 0.218 0.128
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46361 -35845 -19959 -277420 -220645 -114482
Profit Factor 1.7966 1.8387 1.727 1.3837 1.4457 1.2906
Total Trades 117 59 58 117 59 58
Winning Trades 59 29 30 59 29 30
Losing Trades 58 30 28 58 30 28
Profitability (%) 50.4274 49.1525 51.7241 50.4274 49.1525 51.7241
Ratio Avg Win / Avg Loss 1.7662 1.9021 1.6118 1.3602 1.4955 1.2045
Largest Winning Trade 61199 61199 21162 163165 163165 99705
Largest Losing Trade -25285 -25285 -10517 -164060 -164060 -67783
Avg Bars in Trades 113 114 111 113 114 111
Avg Bars in Winners 136 153 120 136 153 120
Avg Bars in Losers 88 75 102 88 75 102
Bars Traded 13222 6737 6485 13222 6737 6485
Profit Streak 502.1751 502.1751 504.9251 502.1751 502.1751 504.9251
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478919 -165414 -205888 349490 -168066 -201791
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669402800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760062329061,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 85,
            "offset": 103
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 125,
            "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": [
        [
            205793.6363369021,
            135123.2517436321,
            70670.38459327,
            360646.5559666368,
            251468.199603762,
            109178.3563628747
        ],
        [
            205.793636,
            135.123252,
            70.670385,
            360.646556,
            251.4682,
            109.178356
        ],
        [
            0.356612,
            0.23415,
            0.122462,
            0.265038,
            0.218049,
            0.12797
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46361,
            -35845,
            -19959,
            -277420,
            -220645,
            -114482
        ],
        [
            1.796624,
            1.83865,
            1.72697,
            1.383671,
            1.445668,
            1.290569
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            50.42735,
            49.152542,
            51.724138,
            50.42735,
            49.152542,
            51.724138
        ],
        [
            1.766173,
            1.902052,
            1.611839,
            1.360219,
            1.495518,
            1.204531
        ],
        [
            61199,
            61199,
            21162,
            163165,
            163165,
            99705
        ],
        [
            -25285,
            -25285,
            -10517,
            -164060,
            -164060,
            -67783
        ],
        [
            113,
            114,
            111,
            113,
            114,
            111
        ],
        [
            136,
            153,
            120,
            136,
            153,
            120
        ],
        [
            88,
            75,
            102,
            88,
            75,
            102
        ],
        [
            13222,
            6737,
            6485,
            13222,
            6737,
            6485
        ],
        [
            502.175105,
            502.175105,
            504.925105,
            502.175105,
            502.175105,
            504.925105
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478919,
            -165414,
            -205888,
            349490,
            -168066,
            -201791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669402800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760062329061,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 85,
            "offset": 103
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 125,
            "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)