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Trade: WAVES/USDT/120/MIDPRICE/TEMA/4427

Strategy
WAVES/USDT/120/MIDPRICE/TEMA/4427
Pair
WAVES_USDT
Interval
2h
Score
435449
Daily Profit
0.297773
Profit Factor
1.869926
Profitability
52.307692
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 20:47
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 545618.0165 481797.1994 63820.8171 507753.0906 675215.8934 -167462.8028
Total P&L (%) 545.618 481.7972 63.8208 507.7531 675.2159 -167.4628
Avg Daily Profit (%) 0.3372 0.2978 0.0394 0.1116 0.1267 0
Buy And Hold Return (%) 23.1826 23.1826 23.1826 23.1826 23.1826 23.1826
Max Trade Drawdown -82837 -117527 -144041 -477959 -371613 -563894
Profit Factor 1.492 1.8699 1.115 1.1066 1.2888 0.931
Total Trades 260 130 130 260 130 130
Winning Trades 134 68 66 134 68 66
Losing Trades 126 62 64 126 62 64
Profitability (%) 51.5385 52.3077 50.7692 51.5385 52.3077 50.7692
Ratio Avg Win / Avg Loss 1.4029 1.7049 1.0812 1.0405 1.1751 0.9028
Largest Winning Trade 118943 118943 67106 312204 312204 136345
Largest Losing Trade -67207 -44223 -67207 -367533 -161089 -367533
Avg Bars in Trades 73 60 85 73 60 85
Avg Bars in Winners 84 68 101 84 68 101
Avg Bars in Losers 60 51 69 60 51 69
Bars Traded 19022 7869 11153 19022 7869 11153
Profit Streak 0 0 503.4083 0 0 503.4083
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 432980 435449 -236774 -145327 -23412 -579927
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580184000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759427275277,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 203,
            "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": [
        [
            545618.0165124839,
            481797.1994240142,
            63820.8170884702,
            507753.0905839138,
            675215.8933998336,
            -167462.8028159193
        ],
        [
            545.618017,
            481.797199,
            63.820817,
            507.753091,
            675.215893,
            -167.462803
        ],
        [
            0.337218,
            0.297773,
            0.039444,
            0.111595,
            0.126654,
            0
        ],
        [
            23.182599,
            23.182599,
            23.182599,
            23.182599,
            23.182599,
            23.182599
        ],
        [
            -82837,
            -117527,
            -144041,
            -477959,
            -371613,
            -563894
        ],
        [
            1.491978,
            1.869926,
            1.114952,
            1.106579,
            1.288838,
            0.930983
        ],
        [
            260,
            130,
            130,
            260,
            130,
            130
        ],
        [
            134,
            68,
            66,
            134,
            68,
            66
        ],
        [
            126,
            62,
            64,
            126,
            62,
            64
        ],
        [
            51.538462,
            52.307692,
            50.769231,
            51.538462,
            52.307692,
            50.769231
        ],
        [
            1.402904,
            1.704932,
            1.081166,
            1.040515,
            1.175117,
            0.902771
        ],
        [
            118943,
            118943,
            67106,
            312204,
            312204,
            136345
        ],
        [
            -67207,
            -44223,
            -67207,
            -367533,
            -161089,
            -367533
        ],
        [
            73,
            60,
            85,
            73,
            60,
            85
        ],
        [
            84,
            68,
            101,
            84,
            68,
            101
        ],
        [
            60,
            51,
            69,
            60,
            51,
            69
        ],
        [
            19022,
            7869,
            11153,
            19022,
            7869,
            11153
        ],
        [
            0,
            0,
            503.408279,
            0,
            0,
            503.408279
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            432980,
            435449,
            -236774,
            -145327,
            -23412,
            -579927
        ]
    ]
}
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": 1580184000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759427275277,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 124,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 203,
            "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)