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Trade: WAVES/USDT/120/MIDPRICE/DEMA/1393

Strategy
WAVES/USDT/120/MIDPRICE/DEMA/1393
Pair
WAVES_USDT
Interval
2h
Score
461262
Daily Profit
0.340964
Profit Factor
1.994710
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-08 19:07
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 629206.9246 551679.6259 77527.2987 1110739.6679 970750.785 139988.8829
Total P&L (%) 629.2069 551.6796 77.5273 1110.7397 970.7508 139.9889
Avg Daily Profit (%) 0.3889 0.341 0.0479 0.1542 0.1466 0.0541
Buy And Hold Return (%) 27.7 27.7 27.7 27.7 27.7 27.7
Max Trade Drawdown -133105 -92017 -192132 -1374975 -747824 -1412872
Profit Factor 1.5579 1.9947 1.1352 1.1443 1.2506 1.0366
Total Trades 251 126 125 251 126 125
Winning Trades 129 63 66 129 63 66
Losing Trades 122 63 59 122 63 59
Profitability (%) 51.3944 50 52.8 51.3944 50 52.8
Ratio Avg Win / Avg Loss 1.4733 1.9947 1.0148 1.0822 1.2506 0.9267
Largest Winning Trade 138809 138809 75277 496650 496650 413728
Largest Losing Trade -58562 -39778 -58562 -528486 -289003 -528486
Avg Bars in Trades 75 64 87 75 64 87
Avg Bars in Winners 95 81 108 95 81 108
Avg Bars in Losers 55 47 64 55 47 64
Bars Traded 19054 8112 10942 19054 8112 10942
Profit Streak 0 0 510.1715 0 0 510.1715
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461008 461262 -202873 -52619 97075 -302744
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579773600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759939620394,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 70,
            "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": [
        [
            629206.9245754738,
            551679.6258634281,
            77527.2987120457,
            1110739.6679221052,
            970750.7849803825,
            139988.8829417219
        ],
        [
            629.206925,
            551.679626,
            77.527299,
            1110.739668,
            970.750785,
            139.988883
        ],
        [
            0.388879,
            0.340964,
            0.047916,
            0.154248,
            0.146643,
            0.05412
        ],
        [
            27.699976,
            27.699976,
            27.699976,
            27.699976,
            27.699976,
            27.699976
        ],
        [
            -133105,
            -92017,
            -192132,
            -1374975,
            -747824,
            -1412872
        ],
        [
            1.557867,
            1.99471,
            1.135238,
            1.144334,
            1.250587,
            1.03663
        ],
        [
            251,
            126,
            125,
            251,
            126,
            125
        ],
        [
            129,
            63,
            66,
            129,
            63,
            66
        ],
        [
            122,
            63,
            59,
            122,
            63,
            59
        ],
        [
            51.394422,
            50,
            52.8,
            51.394422,
            50,
            52.8
        ],
        [
            1.473332,
            1.99471,
            1.014834,
            1.082239,
            1.250587,
            0.926684
        ],
        [
            138809,
            138809,
            75277,
            496650,
            496650,
            413728
        ],
        [
            -58562,
            -39778,
            -58562,
            -528486,
            -289003,
            -528486
        ],
        [
            75,
            64,
            87,
            75,
            64,
            87
        ],
        [
            95,
            81,
            108,
            95,
            81,
            108
        ],
        [
            55,
            47,
            64,
            55,
            47,
            64
        ],
        [
            19054,
            8112,
            10942,
            19054,
            8112,
            10942
        ],
        [
            0,
            0,
            510.171532,
            0,
            0,
            510.171532
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461008,
            461262,
            -202873,
            -52619,
            97075,
            -302744
        ]
    ]
}
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": 1579773600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759939620394,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 70,
            "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)