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Trade: WAVES/USDT/480/DEMA/LINREG/2944

Strategy
WAVES/USDT/480/DEMA/LINREG/2944
Pair
WAVES_USDT
Interval
8h
Score
352301
Daily Profit
0.211714
Profit Factor
1.914942
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 23:52
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 378109.7933 418558.9442 -40449.1509 -108781.5091 260926.2219 -369707.731
Total P&L (%) 378.1098 418.5589 -40.4492 -108.7815 260.9262 -369.7077
Avg Daily Profit (%) 0.1913 0.2117 -0.0205 0 0.0649 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218857 -139772 -133477 -731891 -307942 -554148
Profit Factor 1.4537 1.9149 0.8924 0.9302 1.3437 0.5376
Total Trades 74 37 37 74 37 37
Winning Trades 34 17 17 35 19 16
Losing Trades 40 20 20 39 18 21
Profitability (%) 45.9459 45.9459 45.9459 47.2973 51.3514 43.2432
Ratio Avg Win / Avg Loss 1.7103 2.2529 1.0499 1.0365 1.273 0.7056
Largest Winning Trade 165100 165100 68693 436828 436828 153792
Largest Losing Trade -106613 -44733 -106613 -202651 -130126 -202651
Avg Bars in Trades 77 88 66 77 88 66
Avg Bars in Winners 101 104 98 92 99 83
Avg Bars in Losers 57 75 39 64 77 54
Bars Traded 5760 3282 2478 5760 3282 2478
Profit Streak 0 0 657.5367 500.5367 547.87 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -60673 352301 -579724 -648355 -105100 -583400
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551225600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919966790,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 62,
            "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": [
        [
            378109.7932524316,
            418558.9441653857,
            -40449.1509129542,
            -108781.5091133979,
            260926.2218946146,
            -369707.7310080125
        ],
        [
            378.109793,
            418.558944,
            -40.449151,
            -108.781509,
            260.926222,
            -369.707731
        ],
        [
            0.191254,
            0.211714,
            -0.02046,
            0,
            0.064943,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218857,
            -139772,
            -133477,
            -731891,
            -307942,
            -554148
        ],
        [
            1.453741,
            1.914942,
            0.892378,
            0.930207,
            1.343748,
            0.537616
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            34,
            17,
            17,
            35,
            19,
            16
        ],
        [
            40,
            20,
            20,
            39,
            18,
            21
        ],
        [
            45.945946,
            45.945946,
            45.945946,
            47.297297,
            51.351351,
            43.243243
        ],
        [
            1.710283,
            2.252873,
            1.049857,
            1.036516,
            1.273025,
            0.705622
        ],
        [
            165100,
            165100,
            68693,
            436828,
            436828,
            153792
        ],
        [
            -106613,
            -44733,
            -106613,
            -202651,
            -130126,
            -202651
        ],
        [
            77,
            88,
            66,
            77,
            88,
            66
        ],
        [
            101,
            104,
            98,
            92,
            99,
            83
        ],
        [
            57,
            75,
            39,
            64,
            77,
            54
        ],
        [
            5760,
            3282,
            2478,
            5760,
            3282,
            2478
        ],
        [
            0,
            0,
            657.536653,
            500.536653,
            547.869986,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -60673,
            352301,
            -579724,
            -648355,
            -105100,
            -583400
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551225600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919966790,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 62,
            "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)