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Trade: WAVES/USDT/240/SWMA/RMA/4942

Strategy
WAVES/USDT/240/SWMA/RMA/4942
Pair
WAVES_USDT
Interval
4h
Score
428474
Daily Profit
0.160812
Profit Factor
1.965643
Profitability
65.625000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-04 07:46
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 309583.9261 317763.7254 -8179.7993 -125733.7214 -32936.4101 -92797.3114
Total P&L (%) 309.5839 317.7637 -8.1798 -125.7337 -32.9364 -92.7973
Avg Daily Profit (%) 0.1567 0.1608 -0.0041 0 -0.0202 -0.133
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148736 -161463 -258967 -186251 -103642 -171824
Profit Factor 1.442 1.9656 0.978 0.715 0.8386 0.6086
Total Trades 64 32 32 64 32 32
Winning Trades 40 21 19 26 13 13
Losing Trades 24 11 13 38 19 19
Profitability (%) 62.5 65.625 59.375 40.625 40.625 40.625
Ratio Avg Win / Avg Loss 0.8652 1.0296 0.6691 1.045 1.2257 0.8895
Largest Winning Trade 72773 72773 50900 34780 34044 34780
Largest Losing Trade -125564 -72029 -125564 -141204 -81468 -141204
Avg Bars in Trades 182 217 147 182 217 147
Avg Bars in Winners 187 184 192 177 233 121
Avg Bars in Losers 172 279 81 185 205 164
Bars Traded 11657 6948 4709 11657 6948 4709
Profit Streak 487.0322 0 838.3655 0 566.3655 0
Trades During Streak 1 0 4 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134759 428474 -578250 -726534 -582205 -584456
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550073600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759553182279,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 121,
            "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": [
        [
            309583.9261044284,
            317763.7254203085,
            -8179.7993158803,
            -125733.7214352635,
            -32936.4100834696,
            -92797.3113517938
        ],
        [
            309.583926,
            317.763725,
            -8.179799,
            -125.733721,
            -32.93641,
            -92.797311
        ],
        [
            0.156672,
            0.160812,
            -0.00414,
            0,
            -0.020217,
            -0.133045
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148736,
            -161463,
            -258967,
            -186251,
            -103642,
            -171824
        ],
        [
            1.441961,
            1.965643,
            0.977976,
            0.714997,
            0.838607,
            0.608601
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            40,
            21,
            19,
            26,
            13,
            13
        ],
        [
            24,
            11,
            13,
            38,
            19,
            19
        ],
        [
            62.5,
            65.625,
            59.375,
            40.625,
            40.625,
            40.625
        ],
        [
            0.865177,
            1.029622,
            0.669142,
            1.044996,
            1.225656,
            0.889494
        ],
        [
            72773,
            72773,
            50900,
            34780,
            34044,
            34780
        ],
        [
            -125564,
            -72029,
            -125564,
            -141204,
            -81468,
            -141204
        ],
        [
            182,
            217,
            147,
            182,
            217,
            147
        ],
        [
            187,
            184,
            192,
            177,
            233,
            121
        ],
        [
            172,
            279,
            81,
            185,
            205,
            164
        ],
        [
            11657,
            6948,
            4709,
            11657,
            6948,
            4709
        ],
        [
            487.032202,
            0,
            838.365536,
            0,
            566.365536,
            0
        ],
        [
            1,
            0,
            4,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134759,
            428474,
            -578250,
            -726534,
            -582205,
            -584456
        ]
    ]
}
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": 1550073600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759553182279,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 121,
            "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)