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Trade: WAVES/USDT/120/SMA/DEMA/1512

Strategy
WAVES/USDT/120/SMA/DEMA/1512
Pair
WAVES_USDT
Interval
2h
Score
443952
Daily Profit
0.340451
Profit Factor
1.613906
Profitability
52.564103
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:09
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 550849.2947 540594.5629 10254.7317 172823.4137 607931.4753 -435108.0616
Total P&L (%) 550.8493 540.5946 10.2547 172.8234 607.9315 -435.1081
Avg Daily Profit (%) 0.3405 0.3341 0.0063 0.0621 0.121 0
Buy And Hold Return (%) 26.5436 26.5436 26.5436 26.5436 26.5436 26.5436
Max Trade Drawdown -113591 -116543 -130749 -717035 -810758 -863902
Profit Factor 1.6139 2.3231 1.021 1.0393 1.2918 0.812
Total Trades 156 78 78 156 78 78
Winning Trades 82 43 39 82 43 39
Losing Trades 74 35 39 74 35 39
Profitability (%) 52.5641 55.1282 50 52.5641 55.1282 50
Ratio Avg Win / Avg Loss 1.4565 1.8909 1.021 0.9379 1.0514 0.812
Largest Winning Trade 193687 193687 76687 413844 413844 331283
Largest Losing Trade -57853 -56249 -57853 -476804 -476804 -431562
Avg Bars in Trades 122 114 130 122 114 130
Avg Bars in Winners 140 108 176 140 108 176
Avg Bars in Losers 102 122 83 102 122 83
Bars Traded 19100 8954 10146 19100 8954 10146
Profit Streak 0 0 580.7565 0 0 580.7565
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443952 -20185 -580685 -288217 -64768 -613885
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579996800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758924562866,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 177,
            "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": [
        [
            550849.2946507739,
            540594.5629350861,
            10254.7317156875,
            172823.4136935589,
            607931.4752958156,
            -435108.061602257
        ],
        [
            550.849295,
            540.594563,
            10.254732,
            172.823414,
            607.931475,
            -435.108062
        ],
        [
            0.340451,
            0.334113,
            0.006338,
            0.06205,
            0.121036,
            0
        ],
        [
            26.543573,
            26.543573,
            26.543573,
            26.543573,
            26.543573,
            26.543573
        ],
        [
            -113591,
            -116543,
            -130749,
            -717035,
            -810758,
            -863902
        ],
        [
            1.613906,
            2.323081,
            1.020984,
            1.039296,
            1.291763,
            0.811993
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            52.564103,
            55.128205,
            50,
            52.564103,
            55.128205,
            50
        ],
        [
            1.456452,
            1.89088,
            1.020984,
            0.937901,
            1.051435,
            0.811993
        ],
        [
            193687,
            193687,
            76687,
            413844,
            413844,
            331283
        ],
        [
            -57853,
            -56249,
            -57853,
            -476804,
            -476804,
            -431562
        ],
        [
            122,
            114,
            130,
            122,
            114,
            130
        ],
        [
            140,
            108,
            176,
            140,
            108,
            176
        ],
        [
            102,
            122,
            83,
            102,
            122,
            83
        ],
        [
            19100,
            8954,
            10146,
            19100,
            8954,
            10146
        ],
        [
            0,
            0,
            580.756515,
            0,
            0,
            580.756515
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443952,
            -20185,
            -580685,
            -288217,
            -64768,
            -613885
        ]
    ]
}
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": 1579996800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758924562866,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 177,
            "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)