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Trade: WAVES/USDT/360/DEMA/SWMA/8919

Strategy
WAVES/USDT/360/DEMA/SWMA/8919
Pair
WAVES_USDT
Interval
6h
Score
423651
Daily Profit
0.323984
Profit Factor
1.957405
Profitability
46.601942
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 15:03
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 640434.6546 535981.3515 104453.303 492421.5421 148302.0166 344119.5254
Total P&L (%) 640.4347 535.9814 104.4533 492.4215 148.302 344.1195
Avg Daily Profit (%) 0.324 0.2711 0.0528 0.09 0.046 0.0755
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104968 -115026 -133185 -481238 -566217 -345999
Profit Factor 1.9574 2.2495 1.4353 1.2207 1.096 1.5014
Total Trades 103 52 51 103 52 51
Winning Trades 48 24 24 48 24 24
Losing Trades 55 28 27 55 28 27
Profitability (%) 46.6019 46.1538 47.0588 46.6019 46.1538 47.0588
Ratio Avg Win / Avg Loss 2.2429 2.6245 1.6147 1.3987 1.2786 1.6891
Largest Winning Trade 187073 187073 69780 267828 240892 267828
Largest Losing Trade -63790 -45348 -63790 -358278 -358278 -219631
Avg Bars in Trades 74 85 62 74 85 62
Avg Bars in Winners 96 97 94 96 97 94
Avg Bars in Losers 55 74 35 55 74 35
Bars Traded 7644 4435 3210 7644 4435 3210
Profit Streak 0 0 550.2521 0 0 550.2521
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 423651 -168623 -300945 -74202 -427945 -270394

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552089600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801780539,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 17,
            "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": [
        [
            640434.654556877,
            535981.3515363551,
            104453.3030205219,
            492421.5420721504,
            148302.0166270739,
            344119.5254450762
        ],
        [
            640.434655,
            535.981352,
            104.453303,
            492.421542,
            148.302017,
            344.119525
        ],
        [
            0.323984,
            0.271143,
            0.052841,
            0.090039,
            0.046019,
            0.075451
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104968,
            -115026,
            -133185,
            -481238,
            -566217,
            -345999
        ],
        [
            1.957405,
            2.24953,
            1.435256,
            1.220675,
            1.095982,
            1.501384
        ],
        [
            103,
            52,
            51,
            103,
            52,
            51
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            46.601942,
            46.153846,
            47.058824,
            46.601942,
            46.153846,
            47.058824
        ],
        [
            2.24286,
            2.624452,
            1.614663,
            1.39869,
            1.278646,
            1.689057
        ],
        [
            187073,
            187073,
            69780,
            267828,
            240892,
            267828
        ],
        [
            -63790,
            -45348,
            -63790,
            -358278,
            -358278,
            -219631
        ],
        [
            74,
            85,
            62,
            74,
            85,
            62
        ],
        [
            96,
            97,
            94,
            96,
            97,
            94
        ],
        [
            55,
            74,
            35,
            55,
            74,
            35
        ],
        [
            7644,
            4435,
            3210,
            7644,
            4435,
            3210
        ],
        [
            0,
            0,
            550.252089,
            0,
            0,
            550.25209
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423651,
            -168623,
            -300945,
            -74202,
            -427945,
            -270394
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552089600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801780539,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 17,
            "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)