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Trade: WAVES/USDT/480/MIDPRICE/TEMA/2131

Strategy
WAVES/USDT/480/MIDPRICE/TEMA/2131
Pair
WAVES_USDT
Interval
8h
Score
455514
Daily Profit
0.207354
Profit Factor
2.599031
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 19:21
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 480413.8746 409938.2587 70475.6159 535040.9876 391813.167 143227.8206
Total P&L (%) 480.4139 409.9383 70.4756 535.041 391.8132 143.2278
Avg Daily Profit (%) 0.243 0.2074 0.0356 0.0935 0.0806 0.045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80035 -65367 -205276 -206404 -178459 -360230
Profit Factor 1.887 2.599 1.2471 1.4908 1.6979 1.2708
Total Trades 76 38 38 76 38 38
Winning Trades 36 19 17 36 19 17
Losing Trades 40 19 21 40 19 21
Profitability (%) 47.3684 50 44.7368 47.3684 50 44.7368
Ratio Avg Win / Avg Loss 2.0967 2.599 1.5405 1.6564 1.6979 1.5699
Largest Winning Trade 111166 111166 75642 197852 146104 197852
Largest Losing Trade -53773 -46466 -53773 -113864 -98297 -113864
Avg Bars in Trades 75 54 96 75 54 96
Avg Bars in Winners 116 81 155 116 81 155
Avg Bars in Losers 39 27 49 39 27 49
Bars Traded 5757 2073 3684 5757 2073 3684
Profit Streak 0 0 707.6816 0 0 707.6816
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43230 455514 -145480 -120103 -82102 -132907
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551571200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759854094190,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 67,
            "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": [
        [
            480413.8746229843,
            409938.2586802622,
            70475.6159427224,
            535040.9875802025,
            391813.166956268,
            143227.8206239344
        ],
        [
            480.413875,
            409.938259,
            70.475616,
            535.040988,
            391.813167,
            143.227821
        ],
        [
            0.243001,
            0.207354,
            0.035648,
            0.093545,
            0.080605,
            0.044969
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80035,
            -65367,
            -205276,
            -206404,
            -178459,
            -360230
        ],
        [
            1.887025,
            2.599031,
            1.24708,
            1.490765,
            1.697919,
            1.270846
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            47.368421,
            50,
            44.736842,
            47.368421,
            50,
            44.736842
        ],
        [
            2.096695,
            2.599031,
            1.54051,
            1.656405,
            1.697919,
            1.569869
        ],
        [
            111166,
            111166,
            75642,
            197852,
            146104,
            197852
        ],
        [
            -53773,
            -46466,
            -53773,
            -113864,
            -98297,
            -113864
        ],
        [
            75,
            54,
            96,
            75,
            54,
            96
        ],
        [
            116,
            81,
            155,
            116,
            81,
            155
        ],
        [
            39,
            27,
            49,
            39,
            27,
            49
        ],
        [
            5757,
            2073,
            3684,
            5757,
            2073,
            3684
        ],
        [
            0,
            0,
            707.681646,
            0,
            0,
            707.681646
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43230,
            455514,
            -145480,
            -120103,
            -82102,
            -132907
        ]
    ]
}
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": 1551571200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759854094190,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 67,
            "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)