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Trade: WAVES/USDT/720/MIDPOINT/DEMA/4838

Strategy
WAVES/USDT/720/MIDPOINT/DEMA/4838
Pair
WAVES_USDT
Interval
12h
Score
483110
Daily Profit
0.160189
Profit Factor
2.988742
Profitability
75.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-11 00:18
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 155878.9078 316773.2663 -160894.3585 -564260.7071 183053.1828 -747313.8899
Total P&L (%) 155.8789 316.7733 -160.8944 -564.2607 183.0532 -747.3139
Avg Daily Profit (%) 0.0788 0.1602 -0.0814 0 0.0526 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -258015 -50115 -343090 -836387 -328766 -818878
Profit Factor 1.2636 2.9887 0.6276 0.5959 1.401 0.205
Total Trades 64 32 32 64 32 32
Winning Trades 43 24 19 31 18 13
Losing Trades 21 8 13 33 14 19
Profitability (%) 67.1875 75 59.375 48.4375 56.25 40.625
Ratio Avg Win / Avg Loss 0.6171 0.9962 0.4294 0.6344 1.0896 0.2995
Largest Winning Trade 94944 56311 94944 117326 117326 55718
Largest Losing Trade -203908 -50115 -203908 -204787 -100070 -204787
Avg Bars in Trades 58 30 86 58 30 86
Avg Bars in Winners 64 22 118 44 28 65
Avg Bars in Losers 44 52 39 71 31 100
Bars Traded 3719 960 2759 3719 960 2759
Profit Streak 546.888 0 579.388 0 576.888 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -230198 483110 -578261 -724885 -120572 -584456
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": 1555502400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760131118906,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 180,
            "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": [
        [
            155878.9077665874,
            316773.2662880571,
            -160894.3585214697,
            -564260.7071111279,
            183053.1827650547,
            -747313.8898761827
        ],
        [
            155.878908,
            316.773266,
            -160.894359,
            -564.260707,
            183.053183,
            -747.31389
        ],
        [
            0.078826,
            0.160189,
            -0.081363,
            0,
            0.052629,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -258015,
            -50115,
            -343090,
            -836387,
            -328766,
            -818878
        ],
        [
            1.263591,
            2.988742,
            0.627631,
            0.595943,
            1.400971,
            0.204953
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            43,
            24,
            19,
            31,
            18,
            13
        ],
        [
            21,
            8,
            13,
            33,
            14,
            19
        ],
        [
            67.1875,
            75,
            59.375,
            48.4375,
            56.25,
            40.625
        ],
        [
            0.617103,
            0.996247,
            0.429431,
            0.634391,
            1.089644,
            0.299547
        ],
        [
            94944,
            56311,
            94944,
            117326,
            117326,
            55718
        ],
        [
            -203908,
            -50115,
            -203908,
            -204787,
            -100070,
            -204787
        ],
        [
            58,
            30,
            86,
            58,
            30,
            86
        ],
        [
            64,
            22,
            118,
            44,
            28,
            65
        ],
        [
            44,
            52,
            39,
            71,
            31,
            100
        ],
        [
            3719,
            960,
            2759,
            3719,
            960,
            2759
        ],
        [
            546.88795,
            0,
            579.38795,
            0,
            576.88795,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -230198,
            483110,
            -578261,
            -724885,
            -120572,
            -584456
        ]
    ]
}
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": 1555502400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760131118906,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 180,
            "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)