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Trade: WAVES/USDT/120/DEMA/SWMA/4095

Strategy
WAVES/USDT/120/DEMA/SWMA/4095
Pair
WAVES_USDT
Interval
2h
Score
411387
Daily Profit
0.298185
Profit Factor
1.472368
Profitability
51.813472
Streak
491.724389
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 18:23
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482463.8836 458333.7062 24130.1775 131686.2513 2301615.8083 -2169929.557
Total P&L (%) 482.4639 458.3337 24.1302 131.6863 2301.6158 -2169.9296
Avg Daily Profit (%) 0.2982 0.2833 0.0149 0.0519 0.1967 0
Buy And Hold Return (%) 24.1347 24.1347 24.1347 24.1347 24.1347 24.1347
Max Trade Drawdown -174611 -175646 -153803 -3082226 -1768122 -2496196
Profit Factor 1.4724 1.9174 1.0462 1.0137 1.5761 0.6134
Total Trades 193 96 97 193 96 97
Winning Trades 100 54 46 100 54 46
Losing Trades 93 42 51 93 42 51
Profitability (%) 51.8135 56.25 47.4227 51.8135 56.25 47.4227
Ratio Avg Win / Avg Loss 1.3693 1.4913 1.16 0.9427 1.2259 0.6801
Largest Winning Trade 146207 146207 60491 972431 972431 909628
Largest Losing Trade -65734 -65734 -53103 -764483 -567765 -764483
Avg Bars in Trades 99 113 85 99 113 85
Avg Bars in Winners 112 118 105 112 118 105
Avg Bars in Losers 84 106 66 84 106 66
Bars Traded 19116 10858 8258 19116 10858 8258
Profit Streak 491.7244 0 573.6411 491.7244 0 573.6411
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411387 409488 -508318 -329865 370535 -580741
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580436000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760023387220,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 55,
            "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": [
        [
            482463.8836488631,
            458333.7061677214,
            24130.1774811415,
            131686.2513292276,
            2301615.8083035504,
            -2169929.5569743244
        ],
        [
            482.463884,
            458.333706,
            24.130177,
            131.686251,
            2301.615808,
            -2169.929557
        ],
        [
            0.298185,
            0.283272,
            0.014914,
            0.051943,
            0.196653,
            0
        ],
        [
            24.134749,
            24.134749,
            24.134749,
            24.134749,
            24.134749,
            24.134749
        ],
        [
            -174611,
            -175646,
            -153803,
            -3082226,
            -1768122,
            -2496196
        ],
        [
            1.472368,
            1.917388,
            1.046247,
            1.013706,
            1.576132,
            0.613403
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            100,
            54,
            46,
            100,
            54,
            46
        ],
        [
            93,
            42,
            51,
            93,
            42,
            51
        ],
        [
            51.813472,
            56.25,
            47.42268,
            51.813472,
            56.25,
            47.42268
        ],
        [
            1.369302,
            1.491302,
            1.15997,
            0.942747,
            1.22588,
            0.680077
        ],
        [
            146207,
            146207,
            60491,
            972431,
            972431,
            909628
        ],
        [
            -65734,
            -65734,
            -53103,
            -764483,
            -567765,
            -764483
        ],
        [
            99,
            113,
            85,
            99,
            113,
            85
        ],
        [
            112,
            118,
            105,
            112,
            118,
            105
        ],
        [
            84,
            106,
            66,
            84,
            106,
            66
        ],
        [
            19116,
            10858,
            8258,
            19116,
            10858,
            8258
        ],
        [
            491.724389,
            0,
            573.641056,
            491.724389,
            0,
            573.641056
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411387,
            409488,
            -508318,
            -329865,
            370535,
            -580741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580436000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760023387220,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 55,
            "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)