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Trade: WAVES/USDT/60/EMA/SWMA/3403

Strategy
WAVES/USDT/60/EMA/SWMA/3403
Pair
WAVES_USDT
Interval
1h
Score
613569
Daily Profit
0.631116
Profit Factor
2.379407
Profitability
60.194175
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-14 02:47
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 364204.326 213815.3612 150388.9648 1327805.145 513425.8396 814379.3054
Total P&L (%) 364.2043 213.8154 150.389 1327.8051 513.4258 814.3793
Avg Daily Profit (%) 0.6311 0.3705 0.2606 0.4618 0.3148 0.3842
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46977 -48749 -23456 -665255 -661344 -205814
Profit Factor 2.3794 2.1718 2.8438 1.8265 1.4454 2.7941
Total Trades 103 52 51 103 52 51
Winning Trades 62 28 34 62 28 34
Losing Trades 41 24 17 41 24 17
Profitability (%) 60.1942 53.8462 66.6667 60.1942 53.8462 66.6667
Ratio Avg Win / Avg Loss 1.5735 1.8616 1.4219 1.2079 1.239 1.3971
Largest Winning Trade 90940 90940 30859 738723 738723 371561
Largest Losing Trade -24941 -24941 -16130 -352905 -352905 -205814
Avg Bars in Trades 128 119 138 128 119 138
Avg Bars in Winners 132 122 141 132 122 141
Avg Bars in Losers 123 116 131 123 116 131
Bars Traded 13282 6238 7044 13282 6238 7044
Profit Streak 0 0 514.1579 0 0 514.1579
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 613569 -166736 -164868 498054 -169955 -163491
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669460400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760399242006,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "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": [
        [
            364204.3260119414,
            213815.3611842332,
            150388.9648277083,
            1327805.1450333777,
            513425.8396211769,
            814379.305412201
        ],
        [
            364.204326,
            213.815361,
            150.388965,
            1327.805145,
            513.42584,
            814.379305
        ],
        [
            0.631116,
            0.370513,
            0.260603,
            0.461783,
            0.314816,
            0.384232
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -46977,
            -48749,
            -23456,
            -665255,
            -661344,
            -205814
        ],
        [
            2.379407,
            2.171823,
            2.843777,
            1.826507,
            1.445445,
            2.79413
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            60.194175,
            53.846154,
            66.666667,
            60.194175,
            53.846154,
            66.666667
        ],
        [
            1.573479,
            1.861562,
            1.421888,
            1.207852,
            1.238953,
            1.397065
        ],
        [
            90940,
            90940,
            30859,
            738723,
            738723,
            371561
        ],
        [
            -24941,
            -24941,
            -16130,
            -352905,
            -352905,
            -205814
        ],
        [
            128,
            119,
            138,
            128,
            119,
            138
        ],
        [
            132,
            122,
            141,
            132,
            122,
            141
        ],
        [
            123,
            116,
            131,
            123,
            116,
            131
        ],
        [
            13282,
            6238,
            7044,
            13282,
            6238,
            7044
        ],
        [
            0,
            0,
            514.157893,
            0,
            0,
            514.157894
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            613569,
            -166736,
            -164868,
            498054,
            -169955,
            -163491
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669460400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760399242006,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 204,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 113,
            "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)