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Trade: WAVES/USDT/120/DEMA/MIDPOINT/7178

Strategy
WAVES/USDT/120/DEMA/MIDPOINT/7178
Pair
WAVES_USDT
Interval
2h
Score
310739
Daily Profit
0.337519
Profit Factor
1.561060
Profitability
39.053254
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 09:38
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 546105.0797 539565.458 6539.6217 315096.2715 124187.983 190908.2885
Total P&L (%) 546.1051 539.5655 6.5396 315.0963 124.188 190.9083
Avg Daily Profit (%) 0.3375 0.3335 0.004 0.088 0.0499 0.066
Buy And Hold Return (%) 22.3422 22.3422 22.3422 22.3422 22.3422 22.3422
Max Trade Drawdown -132335 -127104 -150541 -678190 -763769 -282834
Profit Factor 1.5611 2.1087 1.0134 1.0902 1.0623 1.1274
Total Trades 169 85 84 169 85 84
Winning Trades 66 31 35 66 31 35
Losing Trades 103 54 49 103 54 49
Profitability (%) 39.0533 36.4706 41.6667 39.0533 36.4706 41.6667
Ratio Avg Win / Avg Loss 2.4362 3.6732 1.4188 1.7014 1.8505 1.5783
Largest Winning Trade 166461 166461 56582 412766 412766 257580
Largest Losing Trade -45484 -41669 -45484 -165767 -165767 -141247
Avg Bars in Trades 112 116 107 112 116 107
Avg Bars in Winners 190 207 175 190 207 175
Avg Bars in Losers 62 64 59 62 64 59
Bars Traded 18938 9898 9040 18938 9898 9040
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 310739 273614 -562511 -198987 -283675 -187676
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580328000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759991932866,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 127,
            "offset": 96
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "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": [
        [
            546105.0796941633,
            539565.4579700595,
            6539.6217241038,
            315096.2714949583,
            124187.9829601142,
            190908.2885348443
        ],
        [
            546.10508,
            539.565458,
            6.539622,
            315.096271,
            124.187983,
            190.908289
        ],
        [
            0.337519,
            0.333477,
            0.004042,
            0.088008,
            0.049908,
            0.066019
        ],
        [
            22.34224,
            22.34224,
            22.34224,
            22.34224,
            22.34224,
            22.34224
        ],
        [
            -132335,
            -127104,
            -150541,
            -678190,
            -763769,
            -282834
        ],
        [
            1.56106,
            2.108708,
            1.013437,
            1.090239,
            1.06232,
            1.127355
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            66,
            31,
            35,
            66,
            31,
            35
        ],
        [
            103,
            54,
            49,
            103,
            54,
            49
        ],
        [
            39.053254,
            36.470588,
            41.666667,
            39.053254,
            36.470588,
            41.666667
        ],
        [
            2.4362,
            3.673233,
            1.418812,
            1.701434,
            1.850492,
            1.578297
        ],
        [
            166461,
            166461,
            56582,
            412766,
            412766,
            257580
        ],
        [
            -45484,
            -41669,
            -45484,
            -165767,
            -165767,
            -141247
        ],
        [
            112,
            116,
            107,
            112,
            116,
            107
        ],
        [
            190,
            207,
            175,
            190,
            207,
            175
        ],
        [
            62,
            64,
            59,
            62,
            64,
            59
        ],
        [
            18938,
            9898,
            9040,
            18938,
            9898,
            9040
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310739,
            273614,
            -562511,
            -198987,
            -283675,
            -187676
        ]
    ]
}
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": 1580328000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759991932866,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 127,
            "offset": 96
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 64,
            "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)