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Trade: WAVES/USDT/360/MIDPOINT/DEMA/4107

Strategy
WAVES/USDT/360/MIDPOINT/DEMA/4107
Pair
WAVES_USDT
Interval
6h
Score
429032
Daily Profit
0.166173
Profit Factor
2.159868
Profitability
62.500000
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 336661.985 328482.7224 8179.2626 49531.5105 223264.3813 -173732.8708
Total P&L (%) 336.662 328.4827 8.1793 49.5315 223.2644 -173.7329
Avg Daily Profit (%) 0.1703 0.1662 0.0041 0.0204 0.0594 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101090 -93851 -162994 -774194 -590127 -394891
Profit Factor 1.5933 2.1599 1.0288 1.0279 1.2023 0.7409
Total Trades 63 32 31 63 32 31
Winning Trades 38 20 18 38 20 18
Losing Trades 25 12 13 25 12 13
Profitability (%) 60.3175 62.5 58.0645 60.3175 62.5 58.0645
Ratio Avg Win / Avg Loss 1.0483 1.2959 0.743 0.6763 0.7214 0.5351
Largest Winning Trade 86583 83246 86583 304029 304029 143799
Largest Losing Trade -59887 -59887 -46478 -490466 -490466 -121227
Avg Bars in Trades 120 79 163 120 79 163
Avg Bars in Winners 110 52 175 110 52 175
Avg Bars in Losers 135 123 147 135 123 147
Bars Traded 7605 2530 5075 7605 2530 5075
Profit Streak 0 0 566.4252 0 0 566.4252
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140418 429032 -541637 -508189 -114234 -578813

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": 1553104800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758903140270,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 247,
            "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": [
        [
            336661.9850135479,
            328482.7223944751,
            8179.2626190727,
            49531.5105281048,
            223264.3813414695,
            -173732.8708133646
        ],
        [
            336.661985,
            328.482722,
            8.179263,
            49.531511,
            223.264381,
            -173.732871
        ],
        [
            0.170311,
            0.166173,
            0.004138,
            0.020356,
            0.059373,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101090,
            -93851,
            -162994,
            -774194,
            -590127,
            -394891
        ],
        [
            1.59334,
            2.159868,
            1.028781,
            1.027915,
            1.202262,
            0.740908
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            60.31746,
            62.5,
            58.064516,
            60.31746,
            62.5,
            58.064516
        ],
        [
            1.04825,
            1.295921,
            0.743008,
            0.67626,
            0.721357,
            0.535101
        ],
        [
            86583,
            83246,
            86583,
            304029,
            304029,
            143799
        ],
        [
            -59887,
            -59887,
            -46478,
            -490466,
            -490466,
            -121227
        ],
        [
            120,
            79,
            163,
            120,
            79,
            163
        ],
        [
            110,
            52,
            175,
            110,
            52,
            175
        ],
        [
            135,
            123,
            147,
            135,
            123,
            147
        ],
        [
            7605,
            2530,
            5075,
            7605,
            2530,
            5075
        ],
        [
            0,
            0,
            566.425235,
            0,
            0,
            566.425235
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140418,
            429032,
            -541637,
            -508189,
            -114234,
            -578813
        ]
    ]
}
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": 1553104800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758903140270,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 247,
            "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)