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Trade: WAVES/USDT/120/SMA/TEMA/5195

Strategy
WAVES/USDT/120/SMA/TEMA/5195
Pair
WAVES_USDT
Interval
2h
Score
360091
Daily Profit
0.475631
Profit Factor
2.274362
Profitability
37.068966
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 04:06
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 769570.8532 659985.5501 109585.3031 2692707.9571 1565341.3818 1127366.5753
Total P&L (%) 769.5709 659.9856 109.5853 2692.708 1565.3414 1127.3666
Avg Daily Profit (%) 0.4756 0.4079 0.0677 0.206 0.174 0.1551
Buy And Hold Return (%) 25.7009 25.7009 25.7009 25.7009 25.7009 25.7009
Max Trade Drawdown -121287 -100449 -55252 -1447394 -1743922 -1270174
Profit Factor 2.2744 2.9653 1.4088 1.3209 1.3259 1.3142
Total Trades 116 58 58 116 58 58
Winning Trades 43 21 22 43 21 22
Losing Trades 73 37 36 73 37 36
Profitability (%) 37.069 36.2069 37.931 37.069 36.2069 37.931
Ratio Avg Win / Avg Loss 3.8611 5.2246 2.3053 2.2424 2.336 2.1505
Largest Winning Trade 223063 223063 74647 1115368 1115368 1048138
Largest Losing Trade -38017 -35478 -38017 -870012 -870012 -412602
Avg Bars in Trades 160 160 161 160 160 161
Avg Bars in Winners 314 322 307 314 322 307
Avg Bars in Losers 70 68 72 70 68 72
Bars Traded 18667 9282 9385 18667 9282 9385
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 360091 -170219 -287655 168865 -176528 -176091
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021565451,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 178,
            "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": [
        [
            769570.8531591125,
            659985.5500820201,
            109585.3030770926,
            2692707.9571308233,
            1565341.3818156568,
            1127366.5753151667
        ],
        [
            769.570853,
            659.98555,
            109.585303,
            2692.707957,
            1565.341382,
            1127.366575
        ],
        [
            0.475631,
            0.407902,
            0.067729,
            0.205997,
            0.173984,
            0.155093
        ],
        [
            25.700935,
            25.700935,
            25.700935,
            25.700935,
            25.700935,
            25.700935
        ],
        [
            -121287,
            -100449,
            -55252,
            -1447394,
            -1743922,
            -1270174
        ],
        [
            2.274362,
            2.965334,
            1.408788,
            1.320856,
            1.325851,
            1.314169
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            37.068966,
            36.206897,
            37.931034,
            37.068966,
            36.206897,
            37.931034
        ],
        [
            3.861127,
            5.224637,
            2.30529,
            2.242383,
            2.336024,
            2.150458
        ],
        [
            223063,
            223063,
            74647,
            1115368,
            1115368,
            1048138
        ],
        [
            -38017,
            -35478,
            -38017,
            -870012,
            -870012,
            -412602
        ],
        [
            160,
            160,
            161,
            160,
            160,
            161
        ],
        [
            314,
            322,
            307,
            314,
            322,
            307
        ],
        [
            70,
            68,
            72,
            70,
            68,
            72
        ],
        [
            18667,
            9282,
            9385,
            18667,
            9282,
            9385
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            360091,
            -170219,
            -287655,
            168865,
            -176528,
            -176091
        ]
    ]
}
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": 1580004000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759021565451,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 178,
            "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)