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Trade: WAVES/USDT/120/DEMA/LINREG/8174

Strategy
WAVES/USDT/120/DEMA/LINREG/8174
Pair
WAVES_USDT
Interval
2h
Score
378881
Daily Profit
0.314984
Profit Factor
1.663327
Profitability
43.478261
Streak
498.641572
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:23
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 509644.0737 488785.8853 20858.1884 354056.5792 174097.8182 179958.761
Total P&L (%) 509.6441 488.7859 20.8582 354.0566 174.0978 179.9588
Avg Daily Profit (%) 0.315 0.3021 0.0129 0.0936 0.0623 0.0636
Buy And Hold Return (%) 23.7351 23.7351 23.7351 23.7351 23.7351 23.7351
Max Trade Drawdown -168900 -154696 -126084 -1797332 -1510320 -444917
Profit Factor 1.6633 2.266 1.0546 1.0835 1.0709 1.1008
Total Trades 115 58 57 115 58 57
Winning Trades 50 25 25 50 25 25
Losing Trades 65 33 32 65 33 32
Profitability (%) 43.4783 43.1034 43.8596 43.4783 43.1034 43.8596
Ratio Avg Win / Avg Loss 2.1623 2.9912 1.3498 1.4085 1.4135 1.4091
Largest Winning Trade 141955 141955 53264 790597 790597 717761
Largest Losing Trade -57622 -42792 -57622 -883781 -883781 -287735
Avg Bars in Trades 164 167 161 164 167 161
Avg Bars in Winners 258 265 251 258 265 251
Avg Bars in Losers 92 92 92 92 92 92
Bars Traded 18937 9710 9227 18937 9710 9227
Profit Streak 498.6416 500.5582 0 498.6416 500.5582 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 378881 -169345 -684341 -198420 -434420 -400011

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580421600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849831797,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 150,
            "offset": 86
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 181,
            "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": [
        [
            509644.0736731926,
            488785.8852886565,
            20858.1883845363,
            354056.5792010634,
            174097.8182007517,
            179958.7610003118
        ],
        [
            509.644074,
            488.785885,
            20.858188,
            354.056579,
            174.097818,
            179.958761
        ],
        [
            0.314984,
            0.302093,
            0.012891,
            0.093557,
            0.062338,
            0.063646
        ],
        [
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051
        ],
        [
            -168900,
            -154696,
            -126084,
            -1797332,
            -1510320,
            -444917
        ],
        [
            1.663327,
            2.266037,
            1.054568,
            1.08347,
            1.070863,
            1.100822
        ],
        [
            115,
            58,
            57,
            115,
            58,
            57
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            43.478261,
            43.103448,
            43.859649,
            43.478261,
            43.103448,
            43.859649
        ],
        [
            2.162325,
            2.991168,
            1.349848,
            1.408511,
            1.41354,
            1.409052
        ],
        [
            141955,
            141955,
            53264,
            790597,
            790597,
            717761
        ],
        [
            -57622,
            -42792,
            -57622,
            -883781,
            -883781,
            -287735
        ],
        [
            164,
            167,
            161,
            164,
            167,
            161
        ],
        [
            258,
            265,
            251,
            258,
            265,
            251
        ],
        [
            92,
            92,
            92,
            92,
            92,
            92
        ],
        [
            18937,
            9710,
            9227,
            18937,
            9710,
            9227
        ],
        [
            498.641572,
            500.558238,
            0,
            498.641572,
            500.558238,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378881,
            -169345,
            -684341,
            -198420,
            -434420,
            -400011
        ]
    ]
}
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": 1580421600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849831797,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 150,
            "offset": 86
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 181,
            "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)