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Trade: WAVES/USDT/720/EMA/DCU/3478

Strategy
WAVES/USDT/720/EMA/DCU/3478
Pair
WAVES_USDT
Interval
12h
Score
565685
Daily Profit
1.142946
Profit Factor
5.796967
Profitability
34.146341
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-13 09:41
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2189416.894 2260175.8839 -70758.9899 -87008.9138 305475.2754 -392484.1892
Total P&L (%) 2189.4169 2260.1759 -70.759 -87.0089 305.4753 -392.4842
Avg Daily Profit (%) 1.1072 1.1429 -0.0358 -0.1032 0.0708 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -392889 -236228 -160774 -2268547 -999566 -1359145
Profit Factor 4.0176 5.797 0.7218 0.9755 1.1823 0.7909
Total Trades 82 41 41 82 41 41
Winning Trades 33 14 19 33 14 19
Losing Trades 49 27 22 49 27 22
Profitability (%) 40.2439 34.1463 46.3415 40.2439 34.1463 46.3415
Ratio Avg Win / Avg Loss 5.9655 11.1799 0.8358 1.4485 2.2801 0.9158
Largest Winning Trade 2527340 2527340 64518 976218 976218 859583
Largest Losing Trade -56168 -55029 -56168 -1209472 -391306 -1209472
Avg Bars in Trades 45 78 12 45 78 12
Avg Bars in Winners 76 158 15 76 158 15
Avg Bars in Losers 24 36 10 24 36 10
Bars Traded 3733 3210 523 3733 3210 523
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 285679 565685 -581887 -591682 -123440 -581887
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760337677944,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 25,
            "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": [
        [
            2189416.89398254,
            2260175.8838960016,
            -70758.9899134618,
            -87008.9138038143,
            305475.2753577307,
            -392484.1891615456
        ],
        [
            2189.416894,
            2260.175884,
            -70.75899,
            -87.008914,
            305.475275,
            -392.484189
        ],
        [
            1.107164,
            1.142946,
            -0.035782,
            -0.103153,
            0.070816,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -392889,
            -236228,
            -160774,
            -2268547,
            -999566,
            -1359145
        ],
        [
            4.017595,
            5.796967,
            0.72184,
            0.975514,
            1.182264,
            0.790939
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            40.243902,
            34.146341,
            46.341463,
            40.243902,
            34.146341,
            46.341463
        ],
        [
            5.96552,
            11.179866,
            0.835815,
            1.44849,
            2.28008,
            0.915824
        ],
        [
            2527340,
            2527340,
            64518,
            976218,
            976218,
            859583
        ],
        [
            -56168,
            -55029,
            -56168,
            -1209472,
            -391306,
            -1209472
        ],
        [
            45,
            78,
            12,
            45,
            78,
            12
        ],
        [
            76,
            158,
            15,
            76,
            158,
            15
        ],
        [
            24,
            36,
            10,
            24,
            36,
            10
        ],
        [
            3733,
            3210,
            523,
            3733,
            3210,
            523
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            285679,
            565685,
            -581887,
            -591682,
            -123440,
            -581887
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760337677944,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 25,
            "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)