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Trade: WAVES/USDT/120/DEMA/SWMA/8756

Strategy
WAVES/USDT/120/DEMA/SWMA/8756
Pair
WAVES_USDT
Interval
2h
Score
336998
Daily Profit
0.194701
Profit Factor
1.434118
Profitability
53.977273
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 13:45
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 186485.7757 315025.937 -128540.1613 -98619.4345 188890.0184 -287509.4529
Total P&L (%) 186.4858 315.0259 -128.5402 -98.6194 188.89 -287.5095
Avg Daily Profit (%) 0.1153 0.1947 -0.0794 -0.2643 0.0656 0
Buy And Hold Return (%) 23.1262 23.1262 23.1262 23.1262 23.1262 23.1262
Max Trade Drawdown -199990 -149461 -275676 -261485 -170454 -292440
Profit Factor 1.1195 1.4341 0.846 0.9109 1.4369 0.5734
Total Trades 352 176 176 352 176 176
Winning Trades 180 95 85 180 95 85
Losing Trades 172 81 91 172 81 91
Profitability (%) 51.1364 53.9773 48.2955 51.1364 53.9773 48.2955
Ratio Avg Win / Avg Loss 1.0698 1.2228 0.9057 0.8704 1.2252 0.6138
Largest Winning Trade 68336 68336 57650 72831 72831 50100
Largest Losing Trade -96610 -65382 -96610 -77420 -34830 -77420
Avg Bars in Trades 54 59 49 54 59 49
Avg Bars in Winners 54 55 53 54 55 53
Avg Bars in Losers 54 64 46 54 64 46
Bars Traded 19183 10448 8735 19183 10448 8735
Profit Streak 479.0313 0 498.4479 479.0313 0 498.4479
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125626 336998 -579738 -578205 -103551 -579738

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579723200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758883500835,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 36,
            "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": [
        [
            186485.775729909,
            315025.9370248594,
            -128540.1612949503,
            -98619.4344861648,
            188890.0184086315,
            -287509.4528947964
        ],
        [
            186.485776,
            315.025937,
            -128.540161,
            -98.619434,
            188.890018,
            -287.509453
        ],
        [
            0.115257,
            0.194701,
            -0.079444,
            -0.26434,
            0.065589,
            0
        ],
        [
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216
        ],
        [
            -199990,
            -149461,
            -275676,
            -261485,
            -170454,
            -292440
        ],
        [
            1.119508,
            1.434118,
            0.846019,
            0.910851,
            1.436921,
            0.573374
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            180,
            95,
            85,
            180,
            95,
            85
        ],
        [
            172,
            81,
            91,
            172,
            81,
            91
        ],
        [
            51.136364,
            53.977273,
            48.295455,
            51.136364,
            53.977273,
            48.295455
        ],
        [
            1.069752,
            1.222774,
            0.905738,
            0.870369,
            1.225164,
            0.613848
        ],
        [
            68336,
            68336,
            57650,
            72831,
            72831,
            50100
        ],
        [
            -96610,
            -65382,
            -96610,
            -77420,
            -34830,
            -77420
        ],
        [
            54,
            59,
            49,
            54,
            59,
            49
        ],
        [
            54,
            55,
            53,
            54,
            55,
            53
        ],
        [
            54,
            64,
            46,
            54,
            64,
            46
        ],
        [
            19183,
            10448,
            8735,
            19183,
            10448,
            8735
        ],
        [
            479.03126,
            0,
            498.447926,
            479.03126,
            0,
            498.447926
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125626,
            336998,
            -579738,
            -578205,
            -103551,
            -579738
        ]
    ]
}
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": 1579723200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758883500835,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 36,
            "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)