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Trade: WAVES/USDT/480/MIDPRICE/DEMA/7212

Strategy
WAVES/USDT/480/MIDPRICE/DEMA/7212
Pair
WAVES_USDT
Interval
8h
Score
517213
Daily Profit
0.229326
Profit Factor
2.615217
Profitability
61.764706
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 06:07
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 433741.6403 453377.8656 -19636.2253 106171.9066 11653.0296 94518.877
Total P&L (%) 433.7416 453.3779 -19.6362 106.1719 11.653 94.5189
Avg Daily Profit (%) 0.2194 0.2293 -0.0099 0.0366 0.0056 0.0337
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110219 -92633 -170012 -1030398 -1054796 -456701
Profit Factor 1.7675 2.6152 0.931 1.0468 1.0075 1.1309
Total Trades 68 34 34 68 34 34
Winning Trades 39 21 18 39 21 18
Losing Trades 29 13 16 29 13 16
Profitability (%) 57.3529 61.7647 52.9412 57.3529 61.7647 52.9412
Ratio Avg Win / Avg Loss 1.3143 1.6189 0.8275 0.7784 0.6237 1.0053
Largest Winning Trade 118995 118995 88280 454509 454509 445801
Largest Losing Trade -64235 -59042 -64235 -727972 -727972 -363800
Avg Bars in Trades 81 56 107 81 56 107
Avg Bars in Winners 76 49 107 76 49 107
Avg Bars in Losers 88 66 106 88 66 106
Bars Traded 5545 1907 3638 5545 1907 3638
Profit Streak 0 0 576.7968 0 0 576.7968
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -102519 517213 -579830 -427218 -512110 -223472
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553212800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806444602,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 147,
            "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": [
        [
            433741.6402975091,
            453377.8656426856,
            -19636.2253451765,
            106171.9066394452,
            11653.0296351004,
            94518.8770043447
        ],
        [
            433.74164,
            453.377866,
            -19.636225,
            106.171907,
            11.65303,
            94.518877
        ],
        [
            0.219394,
            0.229326,
            -0.009932,
            0.036605,
            0.005576,
            0.033661
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110219,
            -92633,
            -170012,
            -1030398,
            -1054796,
            -456701
        ],
        [
            1.767473,
            2.615217,
            0.930971,
            1.046838,
            1.007543,
            1.130938
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            57.352941,
            61.764706,
            52.941176,
            57.352941,
            61.764706,
            52.941176
        ],
        [
            1.314275,
            1.618944,
            0.82753,
            0.778418,
            0.623717,
            1.005278
        ],
        [
            118995,
            118995,
            88280,
            454509,
            454509,
            445801
        ],
        [
            -64235,
            -59042,
            -64235,
            -727972,
            -727972,
            -363800
        ],
        [
            81,
            56,
            107,
            81,
            56,
            107
        ],
        [
            76,
            49,
            107,
            76,
            49,
            107
        ],
        [
            88,
            66,
            106,
            88,
            66,
            106
        ],
        [
            5545,
            1907,
            3638,
            5545,
            1907,
            3638
        ],
        [
            0,
            0,
            576.796812,
            0,
            0,
            576.796812
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102519,
            517213,
            -579830,
            -427218,
            -512110,
            -223472
        ]
    ]
}
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": 1553212800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806444602,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 147,
            "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)