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Trade: WAVES/USDT/120/EMA/DEMA/3827

Strategy
WAVES/USDT/120/EMA/DEMA/3827
Pair
WAVES_USDT
Interval
2h
Score
368505
Daily Profit
0.235202
Profit Factor
1.474153
Profitability
66.129032
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 20:41
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 353218.2281 380556.0416 -27337.8135 -75530.1244 970635.5992 -1046165.7236
Total P&L (%) 353.2182 380.556 -27.3378 -75.5301 970.6356 -1046.1657
Avg Daily Profit (%) 0.2183 0.2352 -0.0169 -0.087 0.1466 0
Buy And Hold Return (%) 22.789 22.789 22.789 22.789 22.789 22.789
Max Trade Drawdown -265988 -199844 -176977 -1982132 -770059 -1273127
Profit Factor 1.2078 1.4742 0.9695 0.988 1.379 0.7196
Total Trades 495 248 247 495 248 247
Winning Trades 316 164 152 316 164 152
Losing Trades 179 84 95 179 84 95
Profitability (%) 63.8384 66.129 61.5385 63.8384 66.129 61.5385
Ratio Avg Win / Avg Loss 0.6842 0.7551 0.606 0.5597 0.7063 0.4497
Largest Winning Trade 70030 70030 47535 507328 507328 503370
Largest Losing Trade -92095 -51599 -92095 -604813 -418038 -604813
Avg Bars in Trades 38 37 40 38 37 40
Avg Bars in Winners 28 27 29 28 27 29
Avg Bars in Losers 56 55 57 56 55 57
Bars Traded 19185 9221 9964 19185 9221 9964
Profit Streak 0 0 495.9038 0 0 495.9038
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 360434 368505 -577174 -576397 174879 -577174
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579154400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758908488855,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 60,
            "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": [
        [
            353218.2281046292,
            380556.0416319576,
            -27337.8135273282,
            -75530.1243841604,
            970635.5991790239,
            -1046165.7235631831
        ],
        [
            353.218228,
            380.556042,
            -27.337814,
            -75.530124,
            970.635599,
            -1046.165724
        ],
        [
            0.218305,
            0.235202,
            -0.016896,
            -0.086966,
            0.146636,
            0
        ],
        [
            22.788999,
            22.788999,
            22.788999,
            22.788999,
            22.788999,
            22.788999
        ],
        [
            -265988,
            -199844,
            -176977,
            -1982132,
            -770059,
            -1273127
        ],
        [
            1.207833,
            1.474153,
            0.969521,
            0.987995,
            1.378983,
            0.719571
        ],
        [
            495,
            248,
            247,
            495,
            248,
            247
        ],
        [
            316,
            164,
            152,
            316,
            164,
            152
        ],
        [
            179,
            84,
            95,
            179,
            84,
            95
        ],
        [
            63.838384,
            66.129032,
            61.538462,
            63.838384,
            66.129032,
            61.538462
        ],
        [
            0.684184,
            0.755054,
            0.60595,
            0.559656,
            0.706308,
            0.449732
        ],
        [
            70030,
            70030,
            47535,
            507328,
            507328,
            503370
        ],
        [
            -92095,
            -51599,
            -92095,
            -604813,
            -418038,
            -604813
        ],
        [
            38,
            37,
            40,
            38,
            37,
            40
        ],
        [
            28,
            27,
            29,
            28,
            27,
            29
        ],
        [
            56,
            55,
            57,
            56,
            55,
            57
        ],
        [
            19185,
            9221,
            9964,
            19185,
            9221,
            9964
        ],
        [
            0,
            0,
            495.903806,
            0,
            0,
            495.903806
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360434,
            368505,
            -577174,
            -576397,
            174879,
            -577174
        ]
    ]
}
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": 1579154400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758908488855,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 17,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 60,
            "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)