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Trade: WAVES/USDT/120/WMA/DEMA/4512

Strategy
WAVES/USDT/120/WMA/DEMA/4512
Pair
WAVES_USDT
Interval
2h
Score
441728
Daily Profit
0.391591
Profit Factor
3.272205
Profitability
40.476190
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 04:55
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 730042.6488 633594.165 96448.4838 2781141.6104 1510886.0711 1270255.5393
Total P&L (%) 730.0426 633.5942 96.4485 2781.1416 1510.8861 1270.2555
Avg Daily Profit (%) 0.4512 0.3916 0.0596 0.2079 0.1719 0.1619
Buy And Hold Return (%) 24.2064 24.2064 24.2064 24.2064 24.2064 24.2064
Max Trade Drawdown -66890 -87619 -95551 -991488 -1193600 -459626
Profit Factor 2.3477 3.2722 1.367 1.531 1.4959 1.5799
Total Trades 83 42 41 83 42 41
Winning Trades 34 17 17 34 17 17
Losing Trades 49 25 24 49 25 24
Profitability (%) 40.9639 40.4762 41.4634 40.9639 40.4762 41.4634
Ratio Avg Win / Avg Loss 3.3835 4.8121 1.9298 2.2065 2.1998 2.2305
Largest Winning Trade 207197 207197 70026 1167655 1167655 767181
Largest Losing Trade -54402 -27478 -54402 -491601 -491601 -306619
Avg Bars in Trades 228 221 235 228 221 235
Avg Bars in Winners 415 422 407 415 422 407
Avg Bars in Losers 98 84 114 98 84 114
Bars Traded 18965 9293 9672 18965 9293 9672
Profit Streak 0 0 557.8302 0 0 557.8302
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 355119 441728 -116658 213142 235053 285028
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580097600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542926495,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 131,
            "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": [
        [
            730042.6488144096,
            633594.1650037811,
            96448.4838106288,
            2781141.610432005,
            1510886.0711266287,
            1270255.5393053766
        ],
        [
            730.042649,
            633.594165,
            96.448484,
            2781.14161,
            1510.886071,
            1270.255539
        ],
        [
            0.451201,
            0.391591,
            0.05961,
            0.207927,
            0.171926,
            0.16191
        ],
        [
            24.206395,
            24.206395,
            24.206395,
            24.206395,
            24.206395,
            24.206395
        ],
        [
            -66890,
            -87619,
            -95551,
            -991488,
            -1193600,
            -459626
        ],
        [
            2.347742,
            3.272205,
            1.366957,
            1.531016,
            1.495857,
            1.579925
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            40.963855,
            40.47619,
            41.463415,
            40.963855,
            40.47619,
            41.463415
        ],
        [
            3.38351,
            4.812067,
            1.929822,
            2.206464,
            2.19979,
            2.230482
        ],
        [
            207197,
            207197,
            70026,
            1167655,
            1167655,
            767181
        ],
        [
            -54402,
            -27478,
            -54402,
            -491601,
            -491601,
            -306619
        ],
        [
            228,
            221,
            235,
            228,
            221,
            235
        ],
        [
            415,
            422,
            407,
            415,
            422,
            407
        ],
        [
            98,
            84,
            114,
            98,
            84,
            114
        ],
        [
            18965,
            9293,
            9672,
            18965,
            9293,
            9672
        ],
        [
            0,
            0,
            557.830168,
            0,
            0,
            557.830168
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            355119,
            441728,
            -116658,
            213142,
            235053,
            285028
        ]
    ]
}
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": 1580097600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542926495,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 131,
            "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)