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Trade: WAVES/USDT/360/EMA/MIDPRICE/3755

Strategy
WAVES/USDT/360/EMA/MIDPRICE/3755
Pair
WAVES_USDT
Interval
6h
Score
563300
Daily Profit
0.191975
Profit Factor
4.569627
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 19:12
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496958.3791 379486.4103 117471.9688 2009725.7776 995035.223 1014690.5547
Total P&L (%) 496.9584 379.4864 117.472 2009.7258 995.0352 1014.6906
Avg Daily Profit (%) 0.2514 0.192 0.0594 0.1544 0.1211 0.1221
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56316 -44729 -107388 -1218134 -921958 -627493
Profit Factor 2.9345 4.5696 1.7801 1.7665 1.7876 1.7469
Total Trades 58 29 29 58 29 29
Winning Trades 28 16 12 28 16 12
Losing Trades 30 13 17 30 13 17
Profitability (%) 48.2759 55.1724 41.3793 48.2759 55.1724 41.3793
Ratio Avg Win / Avg Loss 3.1441 3.7128 2.5219 1.8927 1.4524 2.4747
Largest Winning Trade 115177 115177 71972 999662 723946 999662
Largest Losing Trade -26983 -14136 -26983 -384603 -343364 -384603
Avg Bars in Trades 128 124 132 128 124 132
Avg Bars in Winners 193 164 231 193 164 231
Avg Bars in Losers 68 74 63 68 74 63
Bars Traded 7449 3596 3854 7449 3596 3854
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166506 563300 -113601 -169172 -27962 -29752
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551463200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758903134825,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "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": [
        [
            496958.3791436919,
            379486.4103259613,
            117471.9688177307,
            2009725.7776349634,
            995035.2229833121,
            1014690.554651652
        ],
        [
            496.958379,
            379.48641,
            117.471969,
            2009.725778,
            995.035223,
            1014.690555
        ],
        [
            0.251402,
            0.191975,
            0.059427,
            0.154369,
            0.121149,
            0.12205
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56316,
            -44729,
            -107388,
            -1218134,
            -921958,
            -627493
        ],
        [
            2.934537,
            4.569627,
            1.780142,
            1.766514,
            1.787628,
            1.74688
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            48.275862,
            55.172414,
            41.37931,
            48.275862,
            55.172414,
            41.37931
        ],
        [
            3.144147,
            3.712822,
            2.521868,
            1.892693,
            1.452447,
            2.474747
        ],
        [
            115177,
            115177,
            71972,
            999662,
            723946,
            999662
        ],
        [
            -26983,
            -14136,
            -26983,
            -384603,
            -343364,
            -384603
        ],
        [
            128,
            124,
            132,
            128,
            124,
            132
        ],
        [
            193,
            164,
            231,
            193,
            164,
            231
        ],
        [
            68,
            74,
            63,
            68,
            74,
            63
        ],
        [
            7449,
            3596,
            3854,
            7449,
            3596,
            3854
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166506,
            563300,
            -113601,
            -169172,
            -27962,
            -29752
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551463200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758903134825,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 50,
            "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)