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Trade: WAVES/USDT/120/DEMA/PWMA/3569

Strategy
WAVES/USDT/120/DEMA/PWMA/3569
Pair
WAVES_USDT
Interval
2h
Score
319225
Daily Profit
0.200529
Profit Factor
1.405507
Profitability
49.773756
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:41
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 179990.3624 324455.126 -144464.7636 -97029.0049 29838.578 -126867.5829
Total P&L (%) 179.9904 324.4551 -144.4648 -97.029 29.8386 -126.8676
Avg Daily Profit (%) 0.1112 0.2005 -0.0893 -0.2171 0.0161 0
Buy And Hold Return (%) 22.5094 22.5094 22.5094 22.5094 22.5094 22.5094
Max Trade Drawdown -195537 -189626 -343526 -147836 -75511 -125910
Profit Factor 1.111 1.4055 0.8241 0.6856 1.2283 0.2869
Total Trades 442 221 221 442 221 221
Winning Trades 212 110 102 212 110 102
Losing Trades 230 111 119 230 111 119
Profitability (%) 47.9638 49.7738 46.1538 47.9638 49.7738 46.1538
Ratio Avg Win / Avg Loss 1.2054 1.4183 0.9614 0.7438 1.2395 0.3347
Largest Winning Trade 117226 117226 58679 52586 52586 5133
Largest Losing Trade -80037 -58703 -80037 -48704 -27926 -48704
Avg Bars in Trades 43 48 38 43 48 38
Avg Bars in Winners 47 48 46 47 48 46
Avg Bars in Losers 39 47 31 39 47 31
Bars Traded 19167 10661 8506 19167 10661 8506
Profit Streak 482.7369 0 491.6535 482.7369 0 491.6535
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140783 319225 -580318 -578675 -235605 -580318
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580176800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196464439,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 34,
            "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": [
        [
            179990.3623941824,
            324455.1259742163,
            -144464.7635800337,
            -97029.0049446814,
            29838.5779996416,
            -126867.5829443229
        ],
        [
            179.990362,
            324.455126,
            -144.464764,
            -97.029005,
            29.838578,
            -126.867583
        ],
        [
            0.111242,
            0.200529,
            -0.089286,
            -0.217086,
            0.01614,
            0
        ],
        [
            22.509393,
            22.509393,
            22.509393,
            22.509393,
            22.509393,
            22.509393
        ],
        [
            -195537,
            -189626,
            -343526,
            -147836,
            -75511,
            -125910
        ],
        [
            1.111022,
            1.405507,
            0.824056,
            0.685568,
            1.228349,
            0.286915
        ],
        [
            442,
            221,
            221,
            442,
            221,
            221
        ],
        [
            212,
            110,
            102,
            212,
            110,
            102
        ],
        [
            230,
            111,
            119,
            230,
            111,
            119
        ],
        [
            47.963801,
            49.773756,
            46.153846,
            47.963801,
            49.773756,
            46.153846
        ],
        [
            1.205355,
            1.418284,
            0.961399,
            0.743776,
            1.239516,
            0.334735
        ],
        [
            117226,
            117226,
            58679,
            52586,
            52586,
            5133
        ],
        [
            -80037,
            -58703,
            -80037,
            -48704,
            -27926,
            -48704
        ],
        [
            43,
            48,
            38,
            43,
            48,
            38
        ],
        [
            47,
            48,
            46,
            47,
            48,
            46
        ],
        [
            39,
            47,
            31,
            39,
            47,
            31
        ],
        [
            19167,
            10661,
            8506,
            19167,
            10661,
            8506
        ],
        [
            482.736857,
            0,
            491.653523,
            482.736857,
            0,
            491.653524
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140783,
            319225,
            -580318,
            -578675,
            -235605,
            -580318
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580176800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196464439,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 34,
            "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)