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Trade: WAVES/USDT/120/MIDPOINT/TEMA/7023

Strategy
WAVES/USDT/120/MIDPOINT/TEMA/7023
Pair
WAVES_USDT
Interval
2h
Score
404332
Daily Profit
0.390077
Profit Factor
1.730269
Profitability
44.594595
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 07:13
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 631144.8832 562164.2733 68980.61 902275.2555 422159.3709 480115.8846
Total P&L (%) 631.1449 562.1643 68.9806 902.2753 422.1594 480.1159
Avg Daily Profit (%) 0.3901 0.3474 0.0426 0.1426 0.1022 0.1087
Buy And Hold Return (%) 23.7778 23.7778 23.7778 23.7778 23.7778 23.7778
Max Trade Drawdown -205681 -214439 -95134 -9717874 -11933754 -3315915
Profit Factor 1.7303 2.2947 1.1604 1.0293 1.0229 1.0387
Total Trades 148 74 74 148 74 74
Winning Trades 66 35 31 66 35 31
Losing Trades 82 39 43 82 39 43
Profitability (%) 44.5946 47.2973 41.8919 44.5946 47.2973 41.8919
Ratio Avg Win / Avg Loss 2.1497 2.5569 1.6096 1.2788 1.1398 1.4408
Largest Winning Trade 156042 156042 67830 5630401 5630401 3704445
Largest Losing Trade -51694 -47440 -51694 -4929371 -4929371 -2251341
Avg Bars in Trades 128 114 143 128 114 143
Avg Bars in Winners 181 165 199 181 165 199
Avg Bars in Losers 86 68 102 86 68 102
Bars Traded 19033 8439 10594 19033 8439 10594
Profit Streak 0 0 542.8428 0 0 542.8428
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 404332 -51842 -248412 -192381 -317407 -292044
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946418738,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 171,
            "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": [
        [
            631144.8832480853,
            562164.2732587148,
            68980.6099893705,
            902275.255460034,
            422159.3708734404,
            480115.8845865937
        ],
        [
            631.144883,
            562.164273,
            68.98061,
            902.275255,
            422.159371,
            480.115885
        ],
        [
            0.390077,
            0.347444,
            0.042633,
            0.142553,
            0.102203,
            0.108715
        ],
        [
            23.777752,
            23.777752,
            23.777752,
            23.777752,
            23.777752,
            23.777752
        ],
        [
            -205681,
            -214439,
            -95134,
            -9717874,
            -11933754,
            -3315915
        ],
        [
            1.730269,
            2.294674,
            1.160401,
            1.02925,
            1.022877,
            1.038738
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            66,
            35,
            31,
            66,
            35,
            31
        ],
        [
            82,
            39,
            43,
            82,
            39,
            43
        ],
        [
            44.594595,
            47.297297,
            41.891892,
            44.594595,
            47.297297,
            41.891892
        ],
        [
            2.149728,
            2.556923,
            1.609588,
            1.278765,
            1.139777,
            1.440831
        ],
        [
            156042,
            156042,
            67830,
            5630401,
            5630401,
            3704445
        ],
        [
            -51694,
            -47440,
            -51694,
            -4929371,
            -4929371,
            -2251341
        ],
        [
            128,
            114,
            143,
            128,
            114,
            143
        ],
        [
            181,
            165,
            199,
            181,
            165,
            199
        ],
        [
            86,
            68,
            102,
            86,
            68,
            102
        ],
        [
            19033,
            8439,
            10594,
            19033,
            8439,
            10594
        ],
        [
            0,
            0,
            542.842809,
            0,
            0,
            542.842809
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            404332,
            -51842,
            -248412,
            -192381,
            -317407,
            -292044
        ]
    ]
}
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": 1580364000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946418738,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 171,
            "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)