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Trade: WAVES/USDT/360/EMA/MIDPRICE/1683

Strategy
WAVES/USDT/360/EMA/MIDPRICE/1683
Pair
WAVES_USDT
Interval
6h
Score
460518
Daily Profit
0.190160
Profit Factor
4.157150
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 00:26
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473560.1328 375898.1814 97661.9515 1296876.2855 564373.3154 732502.9701
Total P&L (%) 473.5601 375.8982 97.662 1296.8763 564.3733 732.503
Avg Daily Profit (%) 0.2396 0.1902 0.0494 0.1335 0.0958 0.1073
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52119 -44739 -122278 -720341 -588054 -348404
Profit Factor 2.6067 4.1572 1.5559 1.7661 1.6645 1.8683
Total Trades 62 31 31 62 31 31
Winning Trades 25 14 11 25 14 11
Losing Trades 37 17 20 37 17 20
Profitability (%) 40.3226 45.1613 35.4839 40.3226 45.1613 35.4839
Ratio Avg Win / Avg Loss 3.8579 5.048 2.8289 2.6138 2.0212 3.397
Largest Winning Trade 118451 118451 70797 619627 477070 619627
Largest Losing Trade -28916 -16087 -28916 -249131 -212225 -249131
Avg Bars in Trades 120 115 124 120 115 124
Avg Bars in Winners 205 176 241 205 176 241
Avg Bars in Losers 62 66 59 62 66 59
Bars Traded 7451 3592 3859 7451 3592 3859
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 -149610 460518 -129859 -173607 -63367 -51505
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551484800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921993451,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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": [
        [
            473560.1328461475,
            375898.1813782792,
            97661.9514678683,
            1296876.285523277,
            564373.3154421389,
            732502.9700811382
        ],
        [
            473.560133,
            375.898181,
            97.661951,
            1296.876286,
            564.373315,
            732.50297
        ],
        [
            0.239565,
            0.19016,
            0.049405,
            0.133481,
            0.095843,
            0.107267
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52119,
            -44739,
            -122278,
            -720341,
            -588054,
            -348404
        ],
        [
            2.606692,
            4.15715,
            1.555909,
            1.766088,
            1.664532,
            1.868331
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            40.322581,
            45.16129,
            35.483871,
            40.322581,
            45.16129,
            35.483871
        ],
        [
            3.857904,
            5.047968,
            2.828925,
            2.61381,
            2.021217,
            3.396965
        ],
        [
            118451,
            118451,
            70797,
            619627,
            477070,
            619627
        ],
        [
            -28916,
            -16087,
            -28916,
            -249131,
            -212225,
            -249131
        ],
        [
            120,
            115,
            124,
            120,
            115,
            124
        ],
        [
            205,
            176,
            241,
            205,
            176,
            241
        ],
        [
            62,
            66,
            59,
            62,
            66,
            59
        ],
        [
            7451,
            3592,
            3859,
            7451,
            3592,
            3859
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149610,
            460518,
            -129859,
            -173607,
            -63367,
            -51505
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551484800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921993451,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 49,
            "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)