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Trade: WAVES/USDT/120/MIDPRICE/TEMA/9908

Strategy
WAVES/USDT/120/MIDPRICE/TEMA/9908
Pair
WAVES_USDT
Interval
2h
Score
465879
Daily Profit
0.302050
Profit Factor
1.352920
Profitability
56.380510
Streak
477.851898
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 11:26
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 488716.6428 418073.4116 70643.2312 363183.137 264667.0344 98516.1026
Total P&L (%) 488.7166 418.0734 70.6432 363.1831 264.667 98.5161
Avg Daily Profit (%) 0.3021 0.2584 0.0437 0.0948 0.08 0.0424
Buy And Hold Return (%) 23.8775 23.8775 23.8775 23.8775 23.8775 23.8775
Max Trade Drawdown -102430 -132436 -160920 -670013 -823975 -665104
Profit Factor 1.3529 1.6127 1.1006 1.0632 1.0876 1.0362
Total Trades 431 216 215 431 216 215
Winning Trades 243 130 113 243 130 113
Losing Trades 188 86 102 188 86 102
Profitability (%) 56.3805 60.1852 52.5581 56.3805 60.1852 52.5581
Ratio Avg Win / Avg Loss 1.0467 1.0669 0.9934 0.8226 0.7195 0.9353
Largest Winning Trade 57229 43587 57229 255026 196189 255026
Largest Losing Trade -53435 -48220 -53435 -364228 -278669 -364228
Avg Bars in Trades 44 38 49 44 38 49
Avg Bars in Winners 40 34 46 40 34 46
Avg Bars in Losers 49 44 53 49 44 53
Bars Traded 19027 8316 10711 19027 8316 10711
Profit Streak 477.8519 477.8519 492.4352 477.8519 477.8519 492.4352
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 465879 451499 -247824 -215057 -209513 -319341

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580450400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875204006,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 240,
            "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": [
        [
            488716.6427876136,
            418073.4115986761,
            70643.2311889375,
            363183.1370185281,
            264667.0344416501,
            98516.102576878
        ],
        [
            488.716643,
            418.073412,
            70.643231,
            363.183137,
            264.667034,
            98.516103
        ],
        [
            0.30205,
            0.258389,
            0.043661,
            0.094789,
            0.079996,
            0.042388
        ],
        [
            23.877504,
            23.877504,
            23.877504,
            23.877504,
            23.877504,
            23.877504
        ],
        [
            -102430,
            -132436,
            -160920,
            -670013,
            -823975,
            -665104
        ],
        [
            1.35292,
            1.612714,
            1.100567,
            1.063197,
            1.087587,
            1.036151
        ],
        [
            431,
            216,
            215,
            431,
            216,
            215
        ],
        [
            243,
            130,
            113,
            243,
            130,
            113
        ],
        [
            188,
            86,
            102,
            188,
            86,
            102
        ],
        [
            56.38051,
            60.185185,
            52.55814,
            56.38051,
            60.185185,
            52.55814
        ],
        [
            1.046704,
            1.066873,
            0.993432,
            0.822555,
            0.719481,
            0.935287
        ],
        [
            57229,
            43587,
            57229,
            255026,
            196189,
            255026
        ],
        [
            -53435,
            -48220,
            -53435,
            -364228,
            -278669,
            -364228
        ],
        [
            44,
            38,
            49,
            44,
            38,
            49
        ],
        [
            40,
            34,
            46,
            40,
            34,
            46
        ],
        [
            49,
            44,
            53,
            49,
            44,
            53
        ],
        [
            19027,
            8316,
            10711,
            19027,
            8316,
            10711
        ],
        [
            477.851898,
            477.851898,
            492.435231,
            477.851898,
            477.851898,
            492.435232
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            465879,
            451499,
            -247824,
            -215057,
            -209513,
            -319341
        ]
    ]
}
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": 1580450400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758875204006,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 240,
            "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)