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Trade: WAVES/USDT/480/PWMA/DEMA/5387

Strategy
WAVES/USDT/480/PWMA/DEMA/5387
Pair
WAVES_USDT
Interval
8h
Score
554502
Daily Profit
0.232904
Profit Factor
4.115578
Profitability
52.631579
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-09 00:31
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 624417.134 460450.2982 163966.8358 4403359.7652 1605722.5372 2797637.2279
Total P&L (%) 624.4171 460.4503 163.9668 4403.3598 1605.7225 2797.6372
Avg Daily Profit (%) 0.3158 0.2329 0.0829 0.1928 0.1436 0.1704
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123312 -72909 -59305 -4337649 -2456513 -2013743
Profit Factor 2.8893 4.1156 1.8974 1.6202 1.4809 1.7439
Total Trades 76 38 38 76 38 38
Winning Trades 42 20 22 42 20 22
Losing Trades 34 18 16 34 18 16
Profitability (%) 55.2632 52.6316 57.8947 55.2632 52.6316 57.8947
Ratio Avg Win / Avg Loss 2.339 3.704 1.38 1.3116 1.3328 1.2683
Largest Winning Trade 187215 187215 70214 1945462 1275660 1945462
Largest Losing Trade -32525 -21313 -32525 -1151740 -649496 -1151740
Avg Bars in Trades 75 64 86 75 64 86
Avg Bars in Winners 111 96 124 111 96 124
Avg Bars in Losers 31 28 35 31 28 35
Bars Traded 5755 2456 3299 5755 2456 3299
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 -38273 554502 -78696 -42885 21479 396583
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551369600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759959096615,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 125,
            "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": [
        [
            624417.134016611,
            460450.2982291259,
            163966.8357874847,
            4403359.765157791,
            1605722.5372106864,
            2797637.2279471043
        ],
        [
            624.417134,
            460.450298,
            163.966836,
            4403.359765,
            1605.722537,
            2797.637228
        ],
        [
            0.315841,
            0.232904,
            0.082937,
            0.192771,
            0.143582,
            0.170427
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123312,
            -72909,
            -59305,
            -4337649,
            -2456513,
            -2013743
        ],
        [
            2.88934,
            4.115578,
            1.897439,
            1.620202,
            1.480912,
            1.743862
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            55.263158,
            52.631579,
            57.894737,
            55.263158,
            52.631579,
            57.894737
        ],
        [
            2.338989,
            3.70402,
            1.379956,
            1.311592,
            1.332821,
            1.268263
        ],
        [
            187215,
            187215,
            70214,
            1945462,
            1275660,
            1945462
        ],
        [
            -32525,
            -21313,
            -32525,
            -1151740,
            -649496,
            -1151740
        ],
        [
            75,
            64,
            86,
            75,
            64,
            86
        ],
        [
            111,
            96,
            124,
            111,
            96,
            124
        ],
        [
            31,
            28,
            35,
            31,
            28,
            35
        ],
        [
            5755,
            2456,
            3299,
            5755,
            2456,
            3299
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -38273,
            554502,
            -78696,
            -42885,
            21479,
            396583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551369600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759959096615,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 125,
            "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)