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Trade: WAVES/USDT/360/MIDPOINT/DEMA/9331

Strategy
WAVES/USDT/360/MIDPOINT/DEMA/9331
Pair
WAVES_USDT
Interval
6h
Score
339157
Daily Profit
0.195286
Profit Factor
1.686433
Profitability
46.534653
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-07 03:18
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 369100.9275 386031.2214 -16930.2939 -86533.3725 188406.0412 -274939.4138
Total P&L (%) 369.1009 386.0312 -16.9303 -86.5334 188.406 -274.9394
Avg Daily Profit (%) 0.1867 0.1953 -0.0086 -0.1014 0.0536 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150112 -169010 -164291 -685646 -221468 -569861
Profit Factor 1.3279 1.6864 0.97 0.9506 1.249 0.7234
Total Trades 201 101 100 201 101 100
Winning Trades 97 47 50 97 47 50
Losing Trades 104 54 50 104 54 50
Profitability (%) 48.2587 46.5347 50 48.2587 46.5347 50
Ratio Avg Win / Avg Loss 1.4237 1.9376 0.97 1.0192 1.435 0.7234
Largest Winning Trade 166654 166654 69503 198289 173939 198289
Largest Losing Trade -93281 -42170 -93281 -563726 -171492 -563726
Avg Bars in Trades 38 29 48 38 29 48
Avg Bars in Winners 44 32 55 44 32 55
Avg Bars in Losers 33 26 40 33 26 40
Bars Traded 7756 2956 4800 7756 2956 4800
Profit Streak 0 0 559.5128 0 0 559.5128
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 292925 339157 -580106 -578736 -122926 -580106
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": 1549173600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796308185,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 65,
            "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": [
        [
            369100.9275442027,
            386031.2214049485,
            -16930.2938607458,
            -86533.3725356303,
            188406.0412466438,
            -274939.4137822741
        ],
        [
            369.100928,
            386.031221,
            -16.930294,
            -86.533373,
            188.406041,
            -274.939414
        ],
        [
            0.186721,
            0.195286,
            -0.008565,
            -0.101375,
            0.053597,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150112,
            -169010,
            -164291,
            -685646,
            -221468,
            -569861
        ],
        [
            1.327861,
            1.686433,
            0.96995,
            0.950568,
            1.249021,
            0.723394
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            97,
            47,
            50,
            97,
            47,
            50
        ],
        [
            104,
            54,
            50,
            104,
            54,
            50
        ],
        [
            48.258706,
            46.534653,
            50,
            48.258706,
            46.534653,
            50
        ],
        [
            1.423686,
            1.937604,
            0.96995,
            1.019166,
            1.435046,
            0.723394
        ],
        [
            166654,
            166654,
            69503,
            198289,
            173939,
            198289
        ],
        [
            -93281,
            -42170,
            -93281,
            -563726,
            -171492,
            -563726
        ],
        [
            38,
            29,
            48,
            38,
            29,
            48
        ],
        [
            44,
            32,
            55,
            44,
            32,
            55
        ],
        [
            33,
            26,
            40,
            33,
            26,
            40
        ],
        [
            7756,
            2956,
            4800,
            7756,
            2956,
            4800
        ],
        [
            0,
            0,
            559.512826,
            0,
            0,
            559.512826
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            292925,
            339157,
            -580106,
            -578736,
            -122926,
            -580106
        ]
    ]
}
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": 1549173600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796308185,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 65,
            "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)