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Trade: WAVES/USDT/60/MIDPRICE/DEMA/2777

Strategy
WAVES/USDT/60/MIDPRICE/DEMA/2777
Pair
WAVES_USDT
Interval
1h
Score
426945
Daily Profit
0.372060
Profit Factor
1.627298
Profitability
56.488550
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-05 21:53
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 214708.1049 118908.7841 95799.3208 362725.643 176179.6884 186545.9547
Total P&L (%) 214.7081 118.9088 95.7993 362.7256 176.1797 186.546
Avg Daily Profit (%) 0.3721 0.2061 0.166 0.2658 0.1762 0.1826
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43500 -51328 -53885 -244326 -310122 -199416
Profit Factor 1.6273 1.6738 1.5778 1.2816 1.2422 1.3327
Total Trades 131 66 65 131 66 65
Winning Trades 74 37 37 74 37 37
Losing Trades 57 29 28 57 29 28
Profitability (%) 56.4886 56.0606 56.9231 56.4886 56.0606 56.9231
Ratio Avg Win / Avg Loss 1.2535 1.3119 1.194 0.9871 0.9736 1.0085
Largest Winning Trade 32043 32043 28358 149482 149482 103942
Largest Losing Trade -26027 -26027 -17549 -136238 -136238 -66772
Avg Bars in Trades 101 75 127 101 75 127
Avg Bars in Winners 89 69 108 89 69 108
Avg Bars in Losers 117 83 152 117 83 152
Bars Traded 13307 4999 8308 13307 4999 8308
Profit Streak 0 0 506.1621 0 0 506.1621
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426945 -114052 -121476 262302 -118303 -122833
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": 1669554000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759690403213,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 230,
            "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": [
        [
            214708.1048995794,
            118908.784128727,
            95799.3207708524,
            362725.6430340823,
            176179.6883687482,
            186545.9546653344
        ],
        [
            214.708105,
            118.908784,
            95.799321,
            362.725643,
            176.179688,
            186.545955
        ],
        [
            0.37206,
            0.206053,
            0.166007,
            0.265821,
            0.176193,
            0.18259
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43500,
            -51328,
            -53885,
            -244326,
            -310122,
            -199416
        ],
        [
            1.627298,
            1.673776,
            1.577824,
            1.281554,
            1.242157,
            1.332668
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            56.48855,
            56.060606,
            56.923077,
            56.48855,
            56.060606,
            56.923077
        ],
        [
            1.253459,
            1.311879,
            1.194029,
            0.987143,
            0.973583,
            1.008506
        ],
        [
            32043,
            32043,
            28358,
            149482,
            149482,
            103942
        ],
        [
            -26027,
            -26027,
            -17549,
            -136238,
            -136238,
            -66772
        ],
        [
            101,
            75,
            127,
            101,
            75,
            127
        ],
        [
            89,
            69,
            108,
            89,
            69,
            108
        ],
        [
            117,
            83,
            152,
            117,
            83,
            152
        ],
        [
            13307,
            4999,
            8308,
            13307,
            4999,
            8308
        ],
        [
            0,
            0,
            506.162074,
            0,
            0,
            506.162074
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426945,
            -114052,
            -121476,
            262302,
            -118303,
            -122833
        ]
    ]
}
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": 1669554000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759690403213,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 230,
            "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)