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Trade: WAVES/USDT/60/DEMA/KCU/4797

Strategy
WAVES/USDT/60/DEMA/KCU/4797
Pair
WAVES_USDT
Interval
1h
Score
544495
Daily Profit
0.335205
Profit Factor
1.691998
Profitability
84.027778
Streak
499.965973
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-28 00:11
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 193440.1363 129591.0551 63849.0811 277362.712 118620.4215 158742.2905
Total P&L (%) 193.4401 129.5911 63.8491 277.3627 118.6204 158.7423
Avg Daily Profit (%) 0.3352 0.2246 0.1106 0.2304 0.1356 0.1649
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59093 -48271 -33380 -216315 -223962 -45745
Profit Factor 1.692 1.7047 1.6675 1.5131 1.2792 2.3717
Total Trades 144 72 72 144 72 72
Winning Trades 121 60 61 121 60 61
Losing Trades 23 12 11 23 12 11
Profitability (%) 84.0278 83.3333 84.7222 84.0278 83.3333 84.7222
Ratio Avg Win / Avg Loss 0.3216 0.3409 0.3007 0.2876 0.2558 0.4277
Largest Winning Trade 23217 23217 10985 85601 85601 21005
Largest Losing Trade -38159 -38159 -33380 -203800 -203800 -37123
Avg Bars in Trades 90 152 28 90 152 28
Avg Bars in Winners 29 40 18 29 40 18
Avg Bars in Losers 408 709 80 408 709 80
Bars Traded 12984 10958 2026 12984 10958 2026
Profit Streak 499.966 499.966 571.0076 499.966 499.966 571.0076
Trades During Streak 5 2 11 5 2 11
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544495 -66113 -118794 486739 -88072 -64421
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669564800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759007460118,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            193440.1362604515,
            129591.0551140364,
            63849.081146415,
            277362.7119524521,
            118620.4214658572,
            158742.2904865949
        ],
        [
            193.440136,
            129.591055,
            63.849081,
            277.362712,
            118.620421,
            158.74229
        ],
        [
            0.335205,
            0.224563,
            0.110642,
            0.230395,
            0.135631,
            0.164872
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59093,
            -48271,
            -33380,
            -216315,
            -223962,
            -45745
        ],
        [
            1.691998,
            1.704727,
            1.667528,
            1.513109,
            1.279221,
            2.371699
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            23,
            12,
            11,
            23,
            12,
            11
        ],
        [
            84.027778,
            83.333333,
            84.722222,
            84.027778,
            83.333333,
            84.722222
        ],
        [
            0.32162,
            0.340945,
            0.300702,
            0.287616,
            0.255844,
            0.427683
        ],
        [
            23217,
            23217,
            10985,
            85601,
            85601,
            21005
        ],
        [
            -38159,
            -38159,
            -33380,
            -203800,
            -203800,
            -37123
        ],
        [
            90,
            152,
            28,
            90,
            152,
            28
        ],
        [
            29,
            40,
            18,
            29,
            40,
            18
        ],
        [
            408,
            709,
            80,
            408,
            709,
            80
        ],
        [
            12984,
            10958,
            2026,
            12984,
            10958,
            2026
        ],
        [
            499.965973,
            499.965973,
            571.00764,
            499.965974,
            499.965974,
            571.00764
        ],
        [
            5,
            2,
            11,
            5,
            2,
            11
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544495,
            -66113,
            -118794,
            486739,
            -88072,
            -64421
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669564800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759007460118,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 233,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)