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Trade: WAVES/USDT/240/SWMA/MIDPOINT/9340

Strategy
WAVES/USDT/240/SWMA/MIDPOINT/9340
Pair
WAVES_USDT
Interval
4h
Score
469122
Daily Profit
0.271594
Profit Factor
2.025256
Profitability
60.162602
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 23:09
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 536670.2996 385160.8619 151509.4377 1645929.653 -896446.4942 2542376.1472
Total P&L (%) 536.6703 385.1609 151.5094 1645.9297 -896.4465 2542.3761
Avg Daily Profit (%) 0.2716 0.1949 0.0767 0.1448 0 0.1658
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131299 -110953 -118860 -4793219 -5480181 -2684700
Profit Factor 2.0253 2.5254 1.5592 1.1365 0.8799 1.5536
Total Trades 123 62 61 123 62 61
Winning Trades 74 36 38 74 36 38
Losing Trades 49 26 23 49 26 23
Profitability (%) 60.1626 58.0645 62.2951 60.1626 58.0645 62.2951
Ratio Avg Win / Avg Loss 1.341 1.8239 0.9437 0.7526 0.6355 0.9403
Largest Winning Trade 119839 119839 59676 2145994 2145994 1548600
Largest Losing Trade -56872 -35091 -56872 -1929099 -1929099 -1662547
Avg Bars in Trades 93 109 77 93 109 77
Avg Bars in Winners 116 142 91 116 142 91
Avg Bars in Losers 58 63 53 58 63 53
Bars Traded 11493 6784 4709 11493 6784 4709
Profit Streak 0 0 510.0067 0 0 510.0067
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 469122 -140743 -250074 -69642 -733912 -151789
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551124800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760040578105,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 154,
            "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": [
        [
            536670.2996035226,
            385160.8619386194,
            151509.437664903,
            1645929.652974627,
            -896446.4941813151,
            2542376.147155943
        ],
        [
            536.6703,
            385.160862,
            151.509438,
            1645.929653,
            -896.446494,
            2542.376147
        ],
        [
            0.271594,
            0.194919,
            0.076675,
            0.144835,
            0,
            0.165839
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131299,
            -110953,
            -118860,
            -4793219,
            -5480181,
            -2684700
        ],
        [
            2.025256,
            2.52541,
            1.559172,
            1.136531,
            0.879881,
            1.553613
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            60.162602,
            58.064516,
            62.295082,
            60.162602,
            58.064516,
            62.295082
        ],
        [
            1.341048,
            1.823907,
            0.943709,
            0.752568,
            0.63547,
            0.940345
        ],
        [
            119839,
            119839,
            59676,
            2145994,
            2145994,
            1548600
        ],
        [
            -56872,
            -35091,
            -56872,
            -1929099,
            -1929099,
            -1662547
        ],
        [
            93,
            109,
            77,
            93,
            109,
            77
        ],
        [
            116,
            142,
            91,
            116,
            142,
            91
        ],
        [
            58,
            63,
            53,
            58,
            63,
            53
        ],
        [
            11493,
            6784,
            4709,
            11493,
            6784,
            4709
        ],
        [
            0,
            0,
            510.006691,
            0,
            0,
            510.006691
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469122,
            -140743,
            -250074,
            -69642,
            -733912,
            -151789
        ]
    ]
}
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": 1551124800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760040578105,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 154,
            "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)