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Trade: WAVES/USDT/120/DEMA/JMA/3958

Strategy
WAVES/USDT/120/DEMA/JMA/3958
Pair
WAVES_USDT
Interval
2h
Score
392057
Daily Profit
0.322750
Profit Factor
1.503569
Profitability
44.117647
Streak
499.316625
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 10:35
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522208.7833 532379.2882 -10170.5049 138040.6646 898642.1871 -760601.5226
Total P&L (%) 522.2088 532.3793 -10.1705 138.0407 898.6422 -760.6015
Avg Daily Profit (%) 0.3228 0.329 -0.0063 0.0536 0.1423 0
Buy And Hold Return (%) 25.0726 25.0726 25.0726 25.0726 25.0726 25.0726
Max Trade Drawdown -213536 -194988 -118933 -1354435 -733027 -1203785
Profit Factor 1.5036 2.0786 0.9813 1.0282 1.4066 0.7168
Total Trades 204 102 102 204 102 102
Winning Trades 90 42 48 90 42 48
Losing Trades 114 60 54 114 60 54
Profitability (%) 44.1176 41.1765 47.0588 44.1176 41.1765 47.0588
Ratio Avg Win / Avg Loss 1.9045 2.9694 1.1039 1.3024 2.0094 0.8064
Largest Winning Trade 167884 167884 53233 790236 790236 297717
Largest Losing Trade -55303 -41579 -55303 -636174 -259775 -636174
Avg Bars in Trades 93 94 92 93 94 92
Avg Bars in Winners 144 151 137 144 151 137
Avg Bars in Losers 52 54 51 52 54 51
Bars Traded 18993 9601 9392 18993 9601 9392
Profit Streak 499.3166 503.4 0 499.3166 503.4 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 392057 358666 -580537 -312462 -3902 -582204
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579759200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759044956403,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 30,
            "offset": 109
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "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": [
        [
            522208.7832895583,
            532379.28817359,
            -10170.5048840313,
            138040.6645567581,
            898642.1871135236,
            -760601.5225567652
        ],
        [
            522.208783,
            532.379288,
            -10.170505,
            138.040665,
            898.642187,
            -760.601523
        ],
        [
            0.32275,
            0.329035,
            -0.006286,
            0.053616,
            0.142328,
            0
        ],
        [
            25.072649,
            25.072649,
            25.072649,
            25.072649,
            25.072649,
            25.072649
        ],
        [
            -213536,
            -194988,
            -118933,
            -1354435,
            -733027,
            -1203785
        ],
        [
            1.503569,
            2.07857,
            0.981284,
            1.028195,
            1.406602,
            0.71681
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            90,
            42,
            48,
            90,
            42,
            48
        ],
        [
            114,
            60,
            54,
            114,
            60,
            54
        ],
        [
            44.117647,
            41.176471,
            47.058824,
            44.117647,
            41.176471,
            47.058824
        ],
        [
            1.904521,
            2.969386,
            1.103945,
            1.30238,
            2.009432,
            0.806412
        ],
        [
            167884,
            167884,
            53233,
            790236,
            790236,
            297717
        ],
        [
            -55303,
            -41579,
            -55303,
            -636174,
            -259775,
            -636174
        ],
        [
            93,
            94,
            92,
            93,
            94,
            92
        ],
        [
            144,
            151,
            137,
            144,
            151,
            137
        ],
        [
            52,
            54,
            51,
            52,
            54,
            51
        ],
        [
            18993,
            9601,
            9392,
            18993,
            9601,
            9392
        ],
        [
            499.316625,
            503.399958,
            0,
            499.316625,
            503.399958,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            392057,
            358666,
            -580537,
            -312462,
            -3902,
            -582204
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579759200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759044956403,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 30,
            "offset": 109
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "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)