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Trade: WAVES/USDT/120/MIDPOINT/TEMA/1703

Strategy
WAVES/USDT/120/MIDPOINT/TEMA/1703
Pair
WAVES_USDT
Interval
2h
Score
443700
Daily Profit
0.317089
Profit Factor
1.567082
Profitability
50.724638
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:20
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 513050.6497 502475.3802 10575.2695 182713.1191 1219938.3106 -1037225.1915
Total P&L (%) 513.0507 502.4754 10.5753 182.7131 1219.9383 -1037.2252
Avg Daily Profit (%) 0.3171 0.3106 0.0065 0.0643 0.1596 0
Buy And Hold Return (%) 24.971 24.971 24.971 24.971 24.971 24.971
Max Trade Drawdown -172223 -193031 -85101 -3230099 -3040421 -1721378
Profit Factor 1.5671 2.1043 1.0235 1.017 1.2034 0.7812
Total Trades 138 69 69 138 69 69
Winning Trades 70 36 34 70 36 34
Losing Trades 68 33 35 68 33 35
Profitability (%) 50.7246 52.1739 49.2754 50.7246 52.1739 49.2754
Ratio Avg Win / Avg Loss 1.5223 1.929 1.0536 0.988 1.1031 0.8042
Largest Winning Trade 157881 157881 66273 1567990 1567990 913007
Largest Losing Trade -52935 -51230 -52935 -1447163 -1447163 -1310160
Avg Bars in Trades 137 120 155 137 120 155
Avg Bars in Winners 176 148 205 176 148 205
Avg Bars in Losers 98 90 105 98 90 105
Bars Traded 19039 8339 10700 19039 8339 10700
Profit Streak 0 0 542.8476 0 0 542.8476
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443700 -88414 -645809 -310152 -94212 -682058
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580349600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925236003,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 212,
            "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": [
        [
            513050.649683071,
            502475.3801571163,
            10575.2695259544,
            182713.1190576964,
            1219938.3105843603,
            -1037225.1915266648
        ],
        [
            513.05065,
            502.47538,
            10.57527,
            182.713119,
            1219.938311,
            -1037.225192
        ],
        [
            0.317089,
            0.310553,
            0.006536,
            0.064252,
            0.159594,
            0
        ],
        [
            24.970964,
            24.970964,
            24.970964,
            24.970964,
            24.970964,
            24.970964
        ],
        [
            -172223,
            -193031,
            -85101,
            -3230099,
            -3040421,
            -1721378
        ],
        [
            1.567082,
            2.104315,
            1.023516,
            1.017017,
            1.203431,
            0.781184
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            50.724638,
            52.173913,
            49.275362,
            50.724638,
            52.173913,
            49.275362
        ],
        [
            1.522309,
            1.928956,
            1.053619,
            0.98796,
            1.103145,
            0.80416
        ],
        [
            157881,
            157881,
            66273,
            1567990,
            1567990,
            913007
        ],
        [
            -52935,
            -51230,
            -52935,
            -1447163,
            -1447163,
            -1310160
        ],
        [
            137,
            120,
            155,
            137,
            120,
            155
        ],
        [
            176,
            148,
            205,
            176,
            148,
            205
        ],
        [
            98,
            90,
            105,
            98,
            90,
            105
        ],
        [
            19039,
            8339,
            10700,
            19039,
            8339,
            10700
        ],
        [
            0,
            0,
            542.847639,
            0,
            0,
            542.847639
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443700,
            -88414,
            -645809,
            -310152,
            -94212,
            -682058
        ]
    ]
}
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": 1580349600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758925236003,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 212,
            "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)