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Trade: WAVES/USDT/120/DEMA/BBU/7361

Strategy
WAVES/USDT/120/DEMA/BBU/7361
Pair
WAVES_USDT
Interval
2h
Score
467833
Daily Profit
0.352291
Profit Factor
1.771011
Profitability
48.275862
Streak
481.673129
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 11:09
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 570006.3484 529200.8561 40805.4923 124912.2565 190763.6539 -65851.3974
Total P&L (%) 570.0063 529.2009 40.8055 124.9123 190.7637 -65.8514
Avg Daily Profit (%) 0.3523 0.3271 0.0252 0.0501 0.066 -0.0664
Buy And Hold Return (%) 25.3933 25.3933 25.3933 25.3933 25.3933 25.3933
Max Trade Drawdown -187703 -209996 -37479 -2344797 -2415461 -592350
Profit Factor 1.771 1.865 1.3201 1.0164 1.0297 0.9447
Total Trades 145 72 73 145 72 73
Winning Trades 70 32 38 70 32 38
Losing Trades 75 40 35 75 40 35
Profitability (%) 48.2759 44.4444 52.0548 48.2759 44.4444 52.0548
Ratio Avg Win / Avg Loss 1.8975 2.3312 1.2159 1.089 1.2872 0.8701
Largest Winning Trade 224433 224433 19295 1591466 1591466 193765
Largest Losing Trade -65864 -65864 -10920 -1300493 -1300493 -255143
Avg Bars in Trades 129 252 7 129 252 7
Avg Bars in Winners 156 332 8 156 332 8
Avg Bars in Losers 104 189 6 104 189 6
Bars Traded 18750 18209 542 18750 18209 542
Profit Streak 481.6731 0 540.1731 481.6731 0 540.1731
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467833 -68955 -239312 -329558 -374245 -651608
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579716000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759133358340,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 4.54715
        }
    }
}
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": [
        [
            570006.3483908112,
            529200.8560550037,
            40805.4923358073,
            124912.2565183567,
            190763.6539090347,
            -65851.3973906779
        ],
        [
            570.006348,
            529.200856,
            40.805492,
            124.912257,
            190.763654,
            -65.851397
        ],
        [
            0.352291,
            0.327071,
            0.02522,
            0.050108,
            0.065988,
            -0.066384
        ],
        [
            25.393311,
            25.393311,
            25.393311,
            25.393311,
            25.393311,
            25.393311
        ],
        [
            -187703,
            -209996,
            -37479,
            -2344797,
            -2415461,
            -592350
        ],
        [
            1.771011,
            1.864959,
            1.320105,
            1.016429,
            1.029748,
            0.944676
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            48.275862,
            44.444444,
            52.054795,
            48.275862,
            44.444444,
            52.054795
        ],
        [
            1.897512,
            2.331198,
            1.215886,
            1.089031,
            1.287185,
            0.870096
        ],
        [
            224433,
            224433,
            19295,
            1591466,
            1591466,
            193765
        ],
        [
            -65864,
            -65864,
            -10920,
            -1300493,
            -1300493,
            -255143
        ],
        [
            129,
            252,
            7,
            129,
            252,
            7
        ],
        [
            156,
            332,
            8,
            156,
            332,
            8
        ],
        [
            104,
            189,
            6,
            104,
            189,
            6
        ],
        [
            18750,
            18209,
            542,
            18750,
            18209,
            542
        ],
        [
            481.673129,
            0,
            540.173129,
            481.673129,
            0,
            540.173129
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            467833,
            -68955,
            -239312,
            -329558,
            -374245,
            -651608
        ]
    ]
}
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": 1579716000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759133358340,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 4.54715
        }
    }
}

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)