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Trade: WAVES/USDT/720/SWMA/EMA/9937

Strategy
WAVES/USDT/720/SWMA/EMA/9937
Pair
WAVES_USDT
Interval
12h
Score
410469
Daily Profit
0.372287
Profit Factor
1.502367
Profitability
40.816327
Streak
499.328089
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 10:52
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 736198.4051 591787.6909 144410.7142 1178984.9117 2694162.9073 -1515177.9956
Total P&L (%) 736.1984 591.7877 144.4107 1178.9849 2694.1629 -1515.178
Avg Daily Profit (%) 0.3723 0.2993 0.073 0.129 0.1685 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -156259 -117187 -155170 -6331946 -3320472 -5439434
Profit Factor 1.5024 1.8026 1.1983 1.0463 1.2208 0.8858
Total Trades 343 171 172 343 171 172
Winning Trades 140 65 75 140 65 75
Losing Trades 203 106 97 203 106 97
Profitability (%) 40.8163 38.0117 43.6047 40.8163 38.0117 43.6047
Ratio Avg Win / Avg Loss 2.1784 2.9397 1.5498 1.5171 1.9909 1.1457
Largest Winning Trade 162958 162958 50809 1903031 1903031 1643187
Largest Losing Trade -38512 -37178 -38512 -1363715 -841536 -1363715
Avg Bars in Trades 11 11 10 11 11 10
Avg Bars in Winners 16 17 15 16 17 15
Avg Bars in Losers 7 8 7 7 8 7
Bars Traded 3921 2041 1880 3921 2041 1880
Profit Streak 499.3281 505.8281 499.3281 499.3281 505.8281 499.3281
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 410469 318437 -97977 -189478 180722 -580391

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": 1548417600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873146904,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 16,
            "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": [
        [
            736198.4051062897,
            591787.6908717242,
            144410.7142345655,
            1178984.9117342304,
            2694162.9072890035,
            -1515177.9955547724
        ],
        [
            736.198405,
            591.787691,
            144.410714,
            1178.984912,
            2694.162907,
            -1515.177996
        ],
        [
            0.372287,
            0.299261,
            0.073027,
            0.128966,
            0.168542,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -156259,
            -117187,
            -155170,
            -6331946,
            -3320472,
            -5439434
        ],
        [
            1.502367,
            1.80264,
            1.198323,
            1.046284,
            1.220838,
            0.885844
        ],
        [
            343,
            171,
            172,
            343,
            171,
            172
        ],
        [
            140,
            65,
            75,
            140,
            65,
            75
        ],
        [
            203,
            106,
            97,
            203,
            106,
            97
        ],
        [
            40.816327,
            38.011696,
            43.604651,
            40.816327,
            38.011696,
            43.604651
        ],
        [
            2.178432,
            2.93969,
            1.549831,
            1.517112,
            1.990905,
            1.145691
        ],
        [
            162958,
            162958,
            50809,
            1903031,
            1903031,
            1643187
        ],
        [
            -38512,
            -37178,
            -38512,
            -1363715,
            -841536,
            -1363715
        ],
        [
            11,
            11,
            10,
            11,
            11,
            10
        ],
        [
            16,
            17,
            15,
            16,
            17,
            15
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            3921,
            2041,
            1880,
            3921,
            2041,
            1880
        ],
        [
            499.328089,
            505.828089,
            499.328089,
            499.328089,
            505.828089,
            499.328089
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            410469,
            318437,
            -97977,
            -189478,
            180722,
            -580391
        ]
    ]
}
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": 1548417600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873146904,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 16,
            "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)