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Trade: WAVES/USDT/240/DEMA/SMA/8494

Strategy
WAVES/USDT/240/DEMA/SMA/8494
Pair
WAVES_USDT
Interval
4h
Score
474065
Daily Profit
0.315098
Profit Factor
1.648492
Profitability
50.781250
Streak
478.374104
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 15:58
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 622634.6344 564848.2269 57786.4074 -47553.7017 1240340.7682 -1287894.4699
Total P&L (%) 622.6346 564.8482 57.7864 -47.5537 1240.3408 -1287.8945
Avg Daily Profit (%) 0.3151 0.2859 0.0292 -0.0327 0.1314 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -183661 -161505 -155963 -2222048 -1315210 -1553642
Profit Factor 1.6485 1.9883 1.1487 0.9892 1.7176 0.5163
Total Trades 128 64 64 128 64 64
Winning Trades 65 33 32 65 33 32
Losing Trades 63 31 32 63 31 32
Profitability (%) 50.7813 51.5625 50 50.7813 51.5625 50
Ratio Avg Win / Avg Loss 1.5978 1.8678 1.1487 0.9587 1.6135 0.5163
Largest Winning Trade 193827 193827 57294 786336 786336 486131
Largest Losing Trade -90701 -73112 -90701 -1012246 -683343 -1012246
Avg Bars in Trades 91 109 73 91 109 73
Avg Bars in Winners 92 98 87 92 98 87
Avg Bars in Losers 89 120 59 89 120 59
Bars Traded 11675 6976 4699 11675 6976 4699
Profit Streak 478.3741 0 641.5408 478.3741 0 641.5408
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 474065 -126428 -349415 -579752 -152861 -718609

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805122557,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 35,
            "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": [
        [
            622634.6343622255,
            564848.2269476725,
            57786.4074145532,
            -47553.7016861101,
            1240340.7682041244,
            -1287894.4698902345
        ],
        [
            622.634634,
            564.848227,
            57.786407,
            -47.553702,
            1240.340768,
            -1287.89447
        ],
        [
            0.315098,
            0.285854,
            0.029244,
            -0.032656,
            0.131438,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -183661,
            -161505,
            -155963,
            -2222048,
            -1315210,
            -1553642
        ],
        [
            1.648492,
            1.988323,
            1.148702,
            0.98917,
            1.717626,
            0.516305
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            50.78125,
            51.5625,
            50,
            50.78125,
            51.5625,
            50
        ],
        [
            1.597769,
            1.867819,
            1.148702,
            0.958734,
            1.613527,
            0.516305
        ],
        [
            193827,
            193827,
            57294,
            786336,
            786336,
            486131
        ],
        [
            -90701,
            -73112,
            -90701,
            -1012246,
            -683343,
            -1012246
        ],
        [
            91,
            109,
            73,
            91,
            109,
            73
        ],
        [
            92,
            98,
            87,
            92,
            98,
            87
        ],
        [
            89,
            120,
            59,
            89,
            120,
            59
        ],
        [
            11675,
            6976,
            4699,
            11675,
            6976,
            4699
        ],
        [
            478.374104,
            0,
            641.54077,
            478.374104,
            0,
            641.54077
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            474065,
            -126428,
            -349415,
            -579752,
            -152861,
            -718609
        ]
    ]
}
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": 1549699200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805122557,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 35,
            "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)