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Trade: WAVES/USDT/480/MIDPOINT/DEMA/6165

Strategy
WAVES/USDT/480/MIDPOINT/DEMA/6165
Pair
WAVES_USDT
Interval
8h
Score
502086
Daily Profit
0.308175
Profit Factor
2.006955
Profitability
56.756757
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-29 08:06
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 609262.7715 455701.3377 153561.4337 2233295.5654 575075.8632 1658219.7022
Total P&L (%) 609.2628 455.7013 153.5614 2233.2956 575.0759 1658.2197
Avg Daily Profit (%) 0.3082 0.2305 0.0777 0.1595 0.0966 0.1451
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72928 -48930 -164169 -687616 -657580 -501536
Profit Factor 2.007 2.565 1.4892 1.6604 1.2848 2.2171
Total Trades 111 56 55 111 56 55
Winning Trades 63 33 30 63 33 30
Losing Trades 48 23 25 48 23 25
Profitability (%) 56.7568 58.9286 54.5455 56.7568 58.9286 54.5455
Ratio Avg Win / Avg Loss 1.5291 1.7878 1.241 1.2651 0.8955 1.8476
Largest Winning Trade 105588 105588 78582 590560 448501 590560
Largest Losing Trade -52032 -48930 -52032 -313694 -313694 -243605
Avg Bars in Trades 52 37 67 52 37 67
Avg Bars in Winners 62 45 81 62 45 81
Avg Bars in Losers 38 25 50 38 25 50
Bars Traded 5792 2095 3697 5792 2095 3697
Profit Streak 0 0 702.2125 0 0 702.2125
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 502086 -166125 -266119 392252 -244109 -172800
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549728000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759122363707,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 63,
            "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": [
        [
            609262.7714551219,
            455701.337749767,
            153561.4337053551,
            2233295.5653808834,
            575075.8631775301,
            1658219.7022033527
        ],
        [
            609.262771,
            455.701338,
            153.561434,
            2233.295565,
            575.075863,
            1658.219702
        ],
        [
            0.308175,
            0.230501,
            0.077674,
            0.159453,
            0.09664,
            0.145117
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72928,
            -48930,
            -164169,
            -687616,
            -657580,
            -501536
        ],
        [
            2.006955,
            2.565047,
            1.489235,
            1.660442,
            1.284824,
            2.217079
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            56.756757,
            58.928571,
            54.545455,
            56.756757,
            58.928571,
            54.545455
        ],
        [
            1.529108,
            1.78776,
            1.241029,
            1.265099,
            0.895483,
            1.847566
        ],
        [
            105588,
            105588,
            78582,
            590560,
            448501,
            590560
        ],
        [
            -52032,
            -48930,
            -52032,
            -313694,
            -313694,
            -243605
        ],
        [
            52,
            37,
            67,
            52,
            37,
            67
        ],
        [
            62,
            45,
            81,
            62,
            45,
            81
        ],
        [
            38,
            25,
            50,
            38,
            25,
            50
        ],
        [
            5792,
            2095,
            3697,
            5792,
            2095,
            3697
        ],
        [
            0,
            0,
            702.212543,
            0,
            0,
            702.212543
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            502086,
            -166125,
            -266119,
            392252,
            -244109,
            -172800
        ]
    ]
}
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": 1549728000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759122363707,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 63,
            "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)