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Trade: WAVES/USDT/60/DEMA/KCU/4112

Strategy
WAVES/USDT/60/DEMA/KCU/4112
Pair
WAVES_USDT
Interval
1h
Score
349615
Daily Profit
0.149941
Profit Factor
1.215640
Profitability
75.151515
Streak
497.838410
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-29 17:07
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 86527.7918 73574.3538 12953.4381 14476.2767 17666.2331 -3189.9563
Total P&L (%) 86.5278 73.5744 12.9534 14.4763 17.6662 -3.19
Avg Daily Profit (%) 0.1499 0.1275 0.0224 0.0234 0.0282 -0.0056
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92961 -50339 -64680 -92131 -51465 -54433
Profit Factor 1.2156 1.3663 1.0646 1.0473 1.1126 0.9786
Total Trades 165 82 83 165 82 83
Winning Trades 124 60 64 124 60 64
Losing Trades 41 22 19 41 22 19
Profitability (%) 75.1515 73.1707 77.1084 75.1515 73.1707 77.1084
Ratio Avg Win / Avg Loss 0.4019 0.501 0.3161 0.3463 0.408 0.2905
Largest Winning Trade 16490 16490 12870 12893 12893 11908
Largest Losing Trade -50319 -30427 -50319 -43366 -36779 -43366
Avg Bars in Trades 78 104 53 78 104 53
Avg Bars in Winners 41 51 31 41 51 31
Avg Bars in Losers 192 250 125 192 250 125
Bars Traded 13006 8576 4430 13006 8576 4430
Profit Streak 497.8384 502.1301 497.8384 497.8384 502.1301 497.8384
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349615 -24974 -384202 -353532 -262978 -577124
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669064400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759154838676,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 94,
            "offset": 215,
            "scalar": 1
        }
    }
}
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": [
        [
            86527.7918361313,
            73574.3537604743,
            12953.438075657,
            14476.2767409,
            17666.2330719717,
            -3189.9563310716
        ],
        [
            86.527792,
            73.574354,
            12.953438,
            14.476277,
            17.666233,
            -3.189956
        ],
        [
            0.149941,
            0.127494,
            0.022447,
            0.023431,
            0.028195,
            -0.005618
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92961,
            -50339,
            -64680,
            -92131,
            -51465,
            -54433
        ],
        [
            1.21564,
            1.366268,
            1.064643,
            1.047316,
            1.112596,
            0.978598
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            124,
            60,
            64,
            124,
            60,
            64
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            75.151515,
            73.170732,
            77.108434,
            75.151515,
            73.170732,
            77.108434
        ],
        [
            0.401946,
            0.500965,
            0.316066,
            0.34629,
            0.407952,
            0.290521
        ],
        [
            16490,
            16490,
            12870,
            12893,
            12893,
            11908
        ],
        [
            -50319,
            -30427,
            -50319,
            -43366,
            -36779,
            -43366
        ],
        [
            78,
            104,
            53,
            78,
            104,
            53
        ],
        [
            41,
            51,
            31,
            41,
            51,
            31
        ],
        [
            192,
            250,
            125,
            192,
            250,
            125
        ],
        [
            13006,
            8576,
            4430,
            13006,
            8576,
            4430
        ],
        [
            497.83841,
            502.130077,
            497.83841,
            497.838411,
            502.130077,
            497.838411
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349615,
            -24974,
            -384202,
            -353532,
            -262978,
            -577124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669064400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759154838676,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 94,
            "offset": 215,
            "scalar": 1
        }
    }
}

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)