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Trade: WAVES/USDT/240/SWMA/HMA/8336

Strategy
WAVES/USDT/240/SWMA/HMA/8336
Pair
WAVES_USDT
Interval
4h
Score
434212
Daily Profit
0.246690
Profit Factor
3.062092
Profitability
45.238095
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 06:30
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 586261.6573 487459.9458 98801.7115 872938.7485 176609.1792 696329.5693
Total P&L (%) 586.2617 487.4599 98.8017 872.9387 176.6092 696.3296
Avg Daily Profit (%) 0.2967 0.2467 0.05 0.1152 0.0515 0.1051
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101381 -80423 -110695 -3755012 -2518664 -1848325
Profit Factor 2.1002 3.0621 1.3332 1.0904 1.0369 1.1428
Total Trades 83 42 41 83 42 41
Winning Trades 40 19 21 40 19 21
Losing Trades 43 23 20 43 23 20
Profitability (%) 48.1928 45.2381 51.2195 48.1928 45.2381 51.2195
Ratio Avg Win / Avg Loss 2.2577 3.7067 1.2697 1.1722 1.2552 1.0884
Largest Winning Trade 170526 170526 76479 1398151 1297981 1398151
Largest Losing Trade -58486 -34453 -58486 -1721331 -833731 -1721331
Avg Bars in Trades 138 125 152 138 125 152
Avg Bars in Winners 222 210 232 222 210 232
Avg Bars in Losers 61 54 68 61 54 68
Bars Traded 11513 5252 6261 11513 5252 6261
Profit Streak 0 0 540.4794 0 0 540.4794
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 391583 434212 -124698 -161864 -305834 -114642
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551283200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759375818009,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 229,
            "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": [
        [
            586261.6573179689,
            487459.945808307,
            98801.7115096622,
            872938.7485144325,
            176609.1791672342,
            696329.5693471967
        ],
        [
            586.261657,
            487.459946,
            98.801712,
            872.938749,
            176.609179,
            696.329569
        ],
        [
            0.296691,
            0.24669,
            0.050001,
            0.115206,
            0.051503,
            0.105057
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101381,
            -80423,
            -110695,
            -3755012,
            -2518664,
            -1848325
        ],
        [
            2.100163,
            3.062092,
            1.333232,
            1.090386,
            1.036943,
            1.142768
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            48.192771,
            45.238095,
            51.219512,
            48.192771,
            45.238095,
            51.219512
        ],
        [
            2.257676,
            3.706742,
            1.269745,
            1.172165,
            1.255247,
            1.088351
        ],
        [
            170526,
            170526,
            76479,
            1398151,
            1297981,
            1398151
        ],
        [
            -58486,
            -34453,
            -58486,
            -1721331,
            -833731,
            -1721331
        ],
        [
            138,
            125,
            152,
            138,
            125,
            152
        ],
        [
            222,
            210,
            232,
            222,
            210,
            232
        ],
        [
            61,
            54,
            68,
            61,
            54,
            68
        ],
        [
            11513,
            5252,
            6261,
            11513,
            5252,
            6261
        ],
        [
            0,
            0,
            540.479375,
            0,
            0,
            540.479375
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            391583,
            434212,
            -124698,
            -161864,
            -305834,
            -114642
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551283200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759375818009,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 67,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 229,
            "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)