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Trade: WAVES/USDT/120/SMA/EMA/6371

Strategy
WAVES/USDT/120/SMA/EMA/6371
Pair
WAVES_USDT
Interval
2h
Score
480382
Daily Profit
0.367965
Profit Factor
3.029467
Profitability
45.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-10 02:33
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 659024.1216 595367.7975 63656.3241 1446969.5166 633214.7283 813754.7883
Total P&L (%) 659.0241 595.3678 63.6563 1446.9695 633.2147 813.7548
Avg Daily Profit (%) 0.4073 0.368 0.0393 0.1694 0.1232 0.1368
Buy And Hold Return (%) 21.5407 21.5407 21.5407 21.5407 21.5407 21.5407
Max Trade Drawdown -142794 -125844 -97553 -3461200 -2701546 -919111
Profit Factor 2.1444 3.0295 1.2253 1.2002 1.1478 1.2765
Total Trades 79 40 39 79 40 39
Winning Trades 35 18 17 35 18 17
Losing Trades 44 22 22 44 22 22
Profitability (%) 44.3038 45 43.5897 44.3038 45 43.5897
Ratio Avg Win / Avg Loss 2.6958 3.7027 1.5857 1.5089 1.4029 1.6519
Largest Winning Trade 189091 189091 69421 1644424 1396922 1644424
Largest Losing Trade -48852 -45201 -48852 -1814003 -1814003 -677171
Avg Bars in Trades 239 234 245 239 234 245
Avg Bars in Winners 388 382 395 388 382 395
Avg Bars in Losers 121 112 130 121 112 130
Bars Traded 18954 9365 9589 18954 9365 9589
Profit Streak 0 0 557.1482 0 0 557.1482
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19604 480382 -144649 -25131 -87935 -10787
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580292000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760052808268,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 119,
            "offset": 99
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 95,
            "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": [
        [
            659024.1216114148,
            595367.7975413807,
            63656.3240700341,
            1446969.516599889,
            633214.7283362432,
            813754.7882636447
        ],
        [
            659.024122,
            595.367798,
            63.656324,
            1446.969517,
            633.214728,
            813.754788
        ],
        [
            0.407308,
            0.367965,
            0.039343,
            0.169419,
            0.123207,
            0.13683
        ],
        [
            21.540721,
            21.540721,
            21.540721,
            21.540721,
            21.540721,
            21.540721
        ],
        [
            -142794,
            -125844,
            -97553,
            -3461200,
            -2701546,
            -919111
        ],
        [
            2.144395,
            3.029467,
            1.225325,
            1.200227,
            1.147838,
            1.276457
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            44.303797,
            45,
            43.589744,
            44.303797,
            45,
            43.589744
        ],
        [
            2.695811,
            3.702681,
            1.585714,
            1.508856,
            1.402914,
            1.651886
        ],
        [
            189091,
            189091,
            69421,
            1644424,
            1396922,
            1644424
        ],
        [
            -48852,
            -45201,
            -48852,
            -1814003,
            -1814003,
            -677171
        ],
        [
            239,
            234,
            245,
            239,
            234,
            245
        ],
        [
            388,
            382,
            395,
            388,
            382,
            395
        ],
        [
            121,
            112,
            130,
            121,
            112,
            130
        ],
        [
            18954,
            9365,
            9589,
            18954,
            9365,
            9589
        ],
        [
            0,
            0,
            557.148244,
            0,
            0,
            557.148244
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19604,
            480382,
            -144649,
            -25131,
            -87935,
            -10787
        ]
    ]
}
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": 1580292000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760052808268,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 119,
            "offset": 99
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 95,
            "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)