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Trade: WAVES/USDT/360/WMA/DEMA/4291

Strategy
WAVES/USDT/360/WMA/DEMA/4291
Pair
WAVES_USDT
Interval
6h
Score
427596
Daily Profit
0.271219
Profit Factor
4.144553
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 16:40
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 695342.3431 536132.4923 159209.8508 6021383.651 2582239.9604 3439143.6906
Total P&L (%) 695.3423 536.1325 159.2099 6021.3837 2582.24 3439.1437
Avg Daily Profit (%) 0.3518 0.2712 0.0805 0.2084 0.1665 0.1806
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58327 -40118 -109703 -3039259 -2035397 -1319403
Profit Factor 2.9197 4.1446 1.8304 1.8595 1.6124 2.2332
Total Trades 60 30 30 60 30 30
Winning Trades 24 12 12 24 12 12
Losing Trades 36 18 18 36 18 18
Profitability (%) 40 40 40 40 40 40
Ratio Avg Win / Avg Loss 4.3795 6.2168 2.7456 2.7893 2.4185 3.3499
Largest Winning Trade 139708 139708 75774 1747736 1747736 1587503
Largest Losing Trade -25828 -22919 -25828 -1319403 -844015 -1319403
Avg Bars in Trades 124 107 142 124 107 142
Avg Bars in Winners 243 202 284 243 202 284
Avg Bars in Losers 45 43 47 45 43 47
Bars Traded 7492 3213 4279 7492 3213 4279
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 -162756 427596 -85881 -166028 247228 294685

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": 1552737600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894014837,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 32,
            "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": [
        [
            695342.3430962984,
            536132.4922820154,
            159209.850814283,
            6021383.651013927,
            2582239.9604401914,
            3439143.690573732
        ],
        [
            695.342343,
            536.132492,
            159.209851,
            6021.383651,
            2582.23996,
            3439.143691
        ],
        [
            0.35176,
            0.271219,
            0.080541,
            0.208355,
            0.166535,
            0.180584
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58327,
            -40118,
            -109703,
            -3039259,
            -2035397,
            -1319403
        ],
        [
            2.919687,
            4.144553,
            1.830426,
            1.85951,
            1.612356,
            2.233239
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            40,
            40,
            40,
            40,
            40,
            40
        ],
        [
            4.379531,
            6.216829,
            2.745638,
            2.789265,
            2.418534,
            3.349859
        ],
        [
            139708,
            139708,
            75774,
            1747736,
            1747736,
            1587503
        ],
        [
            -25828,
            -22919,
            -25828,
            -1319403,
            -844015,
            -1319403
        ],
        [
            124,
            107,
            142,
            124,
            107,
            142
        ],
        [
            243,
            202,
            284,
            243,
            202,
            284
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            7492,
            3213,
            4279,
            7492,
            3213,
            4279
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162756,
            427596,
            -85881,
            -166028,
            247228,
            294685
        ]
    ]
}
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": 1552737600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894014837,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 32,
            "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)