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Trade: WAVES/USDT/120/EMA/SMA/9489

Strategy
WAVES/USDT/120/EMA/SMA/9489
Pair
WAVES_USDT
Interval
2h
Score
314427
Daily Profit
0.350476
Profit Factor
2.005393
Profitability
38.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:20
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 567069.7783 502399.1226 64670.6557 833160.079 501270.9242 331889.1549
Total P&L (%) 567.0698 502.3991 64.6707 833.1601 501.2709 331.8892
Avg Daily Profit (%) 0.3505 0.3105 0.04 0.1381 0.1109 0.0905
Buy And Hold Return (%) 23.9917 23.9917 23.9917 23.9917 23.9917 23.9917
Max Trade Drawdown -94619 -113300 -99488 -601661 -672429 -365766
Profit Factor 2.0054 2.7388 1.2351 1.3258 1.3465 1.2989
Total Trades 100 50 50 100 50 50
Winning Trades 38 17 21 38 17 21
Losing Trades 62 33 29 62 33 29
Profitability (%) 38 34 42 38 34 42
Ratio Avg Win / Avg Loss 3.272 5.3164 1.7056 2.1632 2.6137 1.7937
Largest Winning Trade 194322 194322 65625 408725 408725 350901
Largest Losing Trade -59414 -26057 -59414 -272277 -195886 -272277
Avg Bars in Trades 186 176 195 186 176 195
Avg Bars in Winners 374 400 352 374 400 352
Avg Bars in Losers 71 61 81 71 61 81
Bars Traded 18623 8849 9774 18623 8849 9774
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 314427 -172069 -325262 -11263 -229280 -254169

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580407200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925232570,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 41,
            "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": [
        [
            567069.7782761822,
            502399.1225671523,
            64670.6557090299,
            833160.0790391319,
            501270.9241786419,
            331889.15486049
        ],
        [
            567.069778,
            502.399123,
            64.670656,
            833.160079,
            501.270924,
            331.889155
        ],
        [
            0.350476,
            0.310506,
            0.03997,
            0.13813,
            0.110931,
            0.090461
        ],
        [
            23.991703,
            23.991703,
            23.991703,
            23.991703,
            23.991703,
            23.991703
        ],
        [
            -94619,
            -113300,
            -99488,
            -601661,
            -672429,
            -365766
        ],
        [
            2.005393,
            2.738758,
            1.235092,
            1.325818,
            1.346463,
            1.298917
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            62,
            33,
            29,
            62,
            33,
            29
        ],
        [
            38,
            34,
            42,
            38,
            34,
            42
        ],
        [
            3.271957,
            5.316412,
            1.705603,
            2.163177,
            2.613722,
            1.793742
        ],
        [
            194322,
            194322,
            65625,
            408725,
            408725,
            350901
        ],
        [
            -59414,
            -26057,
            -59414,
            -272277,
            -195886,
            -272277
        ],
        [
            186,
            176,
            195,
            186,
            176,
            195
        ],
        [
            374,
            400,
            352,
            374,
            400,
            352
        ],
        [
            71,
            61,
            81,
            71,
            61,
            81
        ],
        [
            18623,
            8849,
            9774,
            18623,
            8849,
            9774
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314427,
            -172069,
            -325262,
            -11263,
            -229280,
            -254169
        ]
    ]
}
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": 1580407200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925232570,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 41,
            "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)