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Trade: WAVES/USDT/480/SWMA/HL2/6679

Strategy
WAVES/USDT/480/SWMA/HL2/6679
Pair
WAVES_USDT
Interval
8h
Score
366348
Daily Profit
0.486405
Profit Factor
2.372696
Profitability
31.304348
Streak
493.267692
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-29 01:25
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 961622.8583 748492.0099 213130.8483 12964671.5952 4202201.3461 8762470.2491
Total P&L (%) 961.6229 748.492 213.1308 12964.6716 4202.2013 8762.4702
Avg Daily Profit (%) 0.4864 0.3786 0.1078 0.2468 0.1905 0.2271
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74824 -91754 -96400 -5922932 -6731037 -2442844
Profit Factor 2.3727 2.9544 1.6712 1.5465 1.2949 1.9253
Total Trades 230 115 115 230 115 115
Winning Trades 72 30 42 72 30 42
Losing Trades 158 85 73 158 85 73
Profitability (%) 31.3043 26.087 36.5217 31.3043 26.087 36.5217
Ratio Avg Win / Avg Loss 5.2067 8.3708 2.9046 3.3938 3.6688 3.3463
Largest Winning Trade 227185 227185 75727 4531182 4154722 4531182
Largest Losing Trade -26343 -26343 -20576 -2769949 -2769949 -1246836
Avg Bars in Trades 25 22 27 25 22 27
Avg Bars in Winners 61 64 60 61 64 60
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 5795 2617 3178 5795 2617 3178
Profit Streak 493.2677 493.2677 556.9344 493.2677 493.2677 556.9344
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 366348 -9204 -49778 227171 -15290 289709
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550044800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098328615,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            961622.8582838059,
            748492.0099393782,
            213130.8483444278,
            12964671.595193641,
            4202201.346131766,
            8762470.249061875
        ],
        [
            961.622858,
            748.49201,
            213.130848,
            12964.671595,
            4202.201346,
            8762.470249
        ],
        [
            0.486405,
            0.3786,
            0.107805,
            0.246763,
            0.190455,
            0.227087
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74824,
            -91754,
            -96400,
            -5922932,
            -6731037,
            -2442844
        ],
        [
            2.372696,
            2.954386,
            1.671161,
            1.546548,
            1.294875,
            1.925268
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            72,
            30,
            42,
            72,
            30,
            42
        ],
        [
            158,
            85,
            73,
            158,
            85,
            73
        ],
        [
            31.304348,
            26.086957,
            36.521739,
            31.304348,
            26.086957,
            36.521739
        ],
        [
            5.206749,
            8.37076,
            2.904637,
            3.393814,
            3.668811,
            3.3463
        ],
        [
            227185,
            227185,
            75727,
            4531182,
            4154722,
            4531182
        ],
        [
            -26343,
            -26343,
            -20576,
            -2769949,
            -2769949,
            -1246836
        ],
        [
            25,
            22,
            27,
            25,
            22,
            27
        ],
        [
            61,
            64,
            60,
            61,
            64,
            60
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            5795,
            2617,
            3178,
            5795,
            2617,
            3178
        ],
        [
            493.267692,
            493.267692,
            556.934359,
            493.267692,
            493.267692,
            556.934359
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            366348,
            -9204,
            -49778,
            227171,
            -15290,
            289709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550044800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759098328615,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)