← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/720/SWMA/BBM/5389

Strategy
WAVES/USDT/720/SWMA/BBM/5389
Pair
WAVES_USDT
Interval
12h
Score
466815
Daily Profit
0.225924
Profit Factor
2.127517
Profitability
58.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 20:37
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320952.112 446763.9472 -125811.8352 -101558.7662 25712.6156 -127271.3818
Total P&L (%) 320.9521 446.7639 -125.8118 -101.5588 25.7126 -127.2714
Avg Daily Profit (%) 0.1623 0.2259 -0.0636 0 0.0116 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -221496 -116009 -361472 -213828 -117929 -235623
Profit Factor 1.3463 2.1275 0.7629 0.7322 1.198 0.4897
Total Trades 71 36 35 71 36 35
Winning Trades 40 21 19 39 24 15
Losing Trades 31 15 16 32 12 20
Profitability (%) 56.338 58.3333 54.2857 54.9296 66.6667 42.8571
Ratio Avg Win / Avg Loss 1.0434 1.5197 0.6424 0.6008 0.599 0.6529
Largest Winning Trade 226545 226545 60676 49708 49708 46437
Largest Losing Trade -132911 -71337 -132911 -172656 -117929 -172656
Avg Bars in Trades 53 62 45 53 62 45
Avg Bars in Winners 52 53 52 50 56 40
Avg Bars in Losers 55 76 36 58 75 48
Bars Traded 3833 2258 1575 3833 2258 1575
Profit Streak 0 0 653.7347 528.2347 565.2347 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -82512 466815 -579274 -670554 -182516 -583565
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551787200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513077303,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 94,
            "offset": 0,
            "std": 3.92232
        }
    }
}
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": [
        [
            320952.1119866813,
            446763.9472016098,
            -125811.8352149286,
            -101558.7662184911,
            25712.6155997625,
            -127271.3818182535
        ],
        [
            320.952112,
            446.763947,
            -125.811835,
            -101.558766,
            25.712616,
            -127.271382
        ],
        [
            0.162302,
            0.225924,
            -0.063622,
            0,
            0.011572,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -221496,
            -116009,
            -361472,
            -213828,
            -117929,
            -235623
        ],
        [
            1.346295,
            2.127517,
            0.762879,
            0.73222,
            1.198004,
            0.489697
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            40,
            21,
            19,
            39,
            24,
            15
        ],
        [
            31,
            15,
            16,
            32,
            12,
            20
        ],
        [
            56.338028,
            58.333333,
            54.285714,
            54.929577,
            66.666667,
            42.857143
        ],
        [
            1.043378,
            1.519655,
            0.642424,
            0.600796,
            0.599002,
            0.652929
        ],
        [
            226545,
            226545,
            60676,
            49708,
            49708,
            46437
        ],
        [
            -132911,
            -71337,
            -132911,
            -172656,
            -117929,
            -172656
        ],
        [
            53,
            62,
            45,
            53,
            62,
            45
        ],
        [
            52,
            53,
            52,
            50,
            56,
            40
        ],
        [
            55,
            76,
            36,
            58,
            75,
            48
        ],
        [
            3833,
            2258,
            1575,
            3833,
            2258,
            1575
        ],
        [
            0,
            0,
            653.734691,
            528.234691,
            565.234691,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82512,
            466815,
            -579274,
            -670554,
            -182516,
            -583565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551787200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759513077303,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 94,
            "offset": 0,
            "std": 3.92232
        }
    }
}

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)