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Trade: WAVES/USDT/60/DEMA/KCU/6749

Strategy
WAVES/USDT/60/DEMA/KCU/6749
Pair
WAVES_USDT
Interval
1h
Score
380498
Daily Profit
0.193848
Profit Factor
1.793026
Profitability
71.428571
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-11 16:24
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 118861.7492 111865.6601 6996.0891 70771.7196 51056.4444 19715.2752
Total P&L (%) 118.8617 111.8657 6.9961 70.7717 51.0564 19.7153
Avg Daily Profit (%) 0.206 0.1938 0.0121 0.0928 0.0715 0.0312
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74096 -42605 -38810 -98001 -94290 -50056
Profit Factor 1.4868 1.793 1.0679 1.1934 1.2099 1.1607
Total Trades 71 35 36 71 35 36
Winning Trades 54 25 29 54 25 29
Losing Trades 17 10 7 17 10 7
Profitability (%) 76.0563 71.4286 80.5556 76.0563 71.4286 80.5556
Ratio Avg Win / Avg Loss 0.4681 0.7172 0.2578 0.3757 0.4839 0.2802
Largest Winning Trade 47804 47804 9792 74974 74974 14763
Largest Losing Trade -38810 -33895 -38810 -85225 -85225 -49622
Avg Bars in Trades 167 290 48 167 290 48
Avg Bars in Winners 68 108 34 68 108 34
Avg Bars in Losers 482 745 105 482 745 105
Bars Traded 11919 10175 1744 11919 10175 1744
Profit Streak 513.2667 0 584.6417 513.2667 0 584.6417
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -80197 380498 -485082 -165987 -98487 -198813
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": 1669068000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760189046055,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 95,
            "offset": 170,
            "scalar": 2
        }
    }
}
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": [
        [
            118861.7491536617,
            111865.6600945793,
            6996.0890590824,
            70771.7195729888,
            51056.4443747114,
            19715.2751982774
        ],
        [
            118.861749,
            111.86566,
            6.996089,
            70.77172,
            51.056444,
            19.715275
        ],
        [
            0.205971,
            0.193848,
            0.012123,
            0.092778,
            0.071503,
            0.031187
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74096,
            -42605,
            -38810,
            -98001,
            -94290,
            -50056
        ],
        [
            1.486827,
            1.793026,
            1.067861,
            1.193397,
            1.209871,
            1.160726
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            17,
            10,
            7,
            17,
            10,
            7
        ],
        [
            76.056338,
            71.428571,
            80.555556,
            76.056338,
            71.428571,
            80.555556
        ],
        [
            0.468075,
            0.71721,
            0.25776,
            0.375699,
            0.483948,
            0.280175
        ],
        [
            47804,
            47804,
            9792,
            74974,
            74974,
            14763
        ],
        [
            -38810,
            -33895,
            -38810,
            -85225,
            -85225,
            -49622
        ],
        [
            167,
            290,
            48,
            167,
            290,
            48
        ],
        [
            68,
            108,
            34,
            68,
            108,
            34
        ],
        [
            482,
            745,
            105,
            482,
            745,
            105
        ],
        [
            11919,
            10175,
            1744,
            11919,
            10175,
            1744
        ],
        [
            513.266737,
            0,
            584.641737,
            513.266737,
            0,
            584.641737
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -80197,
            380498,
            -485082,
            -165987,
            -98487,
            -198813
        ]
    ]
}
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": 1669068000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760189046055,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 95,
            "offset": 170,
            "scalar": 2
        }
    }
}

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)