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Trade: WAVES/USDT/240/DEMA/EMA/4475

Strategy
WAVES/USDT/240/DEMA/EMA/4475
Pair
WAVES_USDT
Interval
4h
Score
318127
Daily Profit
0.217886
Profit Factor
1.998540
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 12:30
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 414160.5409 430542.4272 -16381.8864 -76032.2632 142846.0017 -218878.2649
Total P&L (%) 414.1605 430.5424 -16.3819 -76.0323 142.846 -218.8783
Avg Daily Profit (%) 0.2096 0.2179 -0.0083 -0.0723 0.0449 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160779 -169429 -216981 -170544 -97415 -267718
Profit Factor 1.4874 1.9985 0.9609 0.8823 1.5552 0.437
Total Trades 84 42 42 84 42 42
Winning Trades 34 18 16 34 18 16
Losing Trades 50 24 26 50 24 26
Profitability (%) 40.4762 42.8571 38.0952 40.4762 42.8571 38.0952
Ratio Avg Win / Avg Loss 2.1873 2.6647 1.5614 1.2975 2.0735 0.7101
Largest Winning Trade 207411 207411 69577 97336 97336 36789
Largest Losing Trade -78174 -64734 -78174 -112778 -84520 -112778
Avg Bars in Trades 138 162 114 138 162 114
Avg Bars in Winners 185 201 168 185 201 168
Avg Bars in Losers 106 133 81 106 133 81
Bars Traded 11648 6832 4816 11648 6832 4816
Profit Streak 486.396 0 648.0626 486.396 0 648.0626
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 257343 318127 -581254 -582006 -132903 -584032
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759483810660,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 54,
            "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": [
        [
            414160.5408700522,
            430542.4272279164,
            -16381.8863578641,
            -76032.263203648,
            142846.0016692624,
            -218878.2648729104
        ],
        [
            414.160541,
            430.542427,
            -16.381886,
            -76.032263,
            142.846002,
            -218.878265
        ],
        [
            0.209595,
            0.217886,
            -0.00829,
            -0.072264,
            0.044912,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160779,
            -169429,
            -216981,
            -170544,
            -97415,
            -267718
        ],
        [
            1.487387,
            1.99854,
            0.960864,
            0.882319,
            1.555161,
            0.437014
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            40.47619,
            42.857143,
            38.095238,
            40.47619,
            42.857143,
            38.095238
        ],
        [
            2.187334,
            2.66472,
            1.561403,
            1.297528,
            2.073548,
            0.710147
        ],
        [
            207411,
            207411,
            69577,
            97336,
            97336,
            36789
        ],
        [
            -78174,
            -64734,
            -78174,
            -112778,
            -84520,
            -112778
        ],
        [
            138,
            162,
            114,
            138,
            162,
            114
        ],
        [
            185,
            201,
            168,
            185,
            201,
            168
        ],
        [
            106,
            133,
            81,
            106,
            133,
            81
        ],
        [
            11648,
            6832,
            4816,
            11648,
            6832,
            4816
        ],
        [
            486.395957,
            0,
            648.062623,
            486.395957,
            0,
            648.062623
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            257343,
            318127,
            -581254,
            -582006,
            -132903,
            -584032
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550404800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759483810660,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 54,
            "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)