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Trade: WAVES/USDT/240/MIDPOINT/DEMA/7362

Strategy
WAVES/USDT/240/MIDPOINT/DEMA/7362
Pair
WAVES_USDT
Interval
4h
Score
307707
Daily Profit
0.149374
Profit Factor
1.317529
Profitability
51.572327
Streak
486.980561
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-06 14:32
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 295162.2763 300059.3095 -4897.0333 -29152.801 -6372.3565 -22780.4445
Total P&L (%) 295.1623 300.0593 -4.897 -29.1528 -6.3724 -22.7804
Avg Daily Profit (%) 0.1494 0.1519 -0.0025 -0.0174 -0.0033 -0.0131
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202083 -88175 -246667 -212482 -113855 -155094
Profit Factor 1.3175 1.6579 0.9897 0.9558 0.9826 0.9225
Total Trades 159 80 79 159 80 79
Winning Trades 82 46 36 82 46 36
Losing Trades 77 34 43 77 34 43
Profitability (%) 51.5723 57.5 45.5696 51.5723 57.5 45.5696
Ratio Avg Win / Avg Loss 1.2372 1.2254 1.1821 0.8976 0.7263 1.1018
Largest Winning Trade 83480 83480 79089 46256 31669 46256
Largest Losing Trade -71511 -56757 -71511 -47046 -47046 -37359
Avg Bars in Trades 72 45 100 72 45 100
Avg Bars in Winners 87 43 142 87 43 142
Avg Bars in Losers 57 48 64 57 48 64
Bars Traded 11595 3671 7924 11595 3671 7924
Profit Streak 486.9806 486.9806 552.6472 486.9806 486.9806 552.6472
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 307707 -8385 -606457 -578780 -598401 -606457
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550649600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759750320454,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 199,
            "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": [
        [
            295162.2762505685,
            300059.3095175748,
            -4897.0332670062,
            -29152.8009747579,
            -6372.3565016227,
            -22780.4444731351
        ],
        [
            295.162276,
            300.05931,
            -4.897033,
            -29.152801,
            -6.372357,
            -22.780444
        ],
        [
            0.149374,
            0.151852,
            -0.002478,
            -0.01744,
            -0.003332,
            -0.013082
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202083,
            -88175,
            -246667,
            -212482,
            -113855,
            -155094
        ],
        [
            1.317529,
            1.657894,
            0.989657,
            0.955845,
            0.98261,
            0.922466
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            82,
            46,
            36,
            82,
            46,
            36
        ],
        [
            77,
            34,
            43,
            77,
            34,
            43
        ],
        [
            51.572327,
            57.5,
            45.56962,
            51.572327,
            57.5,
            45.56962
        ],
        [
            1.237192,
            1.2254,
            1.18209,
            0.897562,
            0.726277,
            1.101834
        ],
        [
            83480,
            83480,
            79089,
            46256,
            31669,
            46256
        ],
        [
            -71511,
            -56757,
            -71511,
            -47046,
            -47046,
            -37359
        ],
        [
            72,
            45,
            100,
            72,
            45,
            100
        ],
        [
            87,
            43,
            142,
            87,
            43,
            142
        ],
        [
            57,
            48,
            64,
            57,
            48,
            64
        ],
        [
            11595,
            3671,
            7924,
            11595,
            3671,
            7924
        ],
        [
            486.980561,
            486.980561,
            552.647227,
            486.980561,
            486.980561,
            552.647227
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            307707,
            -8385,
            -606457,
            -578780,
            -598401,
            -606457
        ]
    ]
}
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": 1550649600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759750320454,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 199,
            "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)