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Trade: WAVES/USDT/360/MIDPOINT/DEMA/7780

Strategy
WAVES/USDT/360/MIDPOINT/DEMA/7780
Pair
WAVES_USDT
Interval
6h
Score
476695
Daily Profit
0.215374
Profit Factor
2.355975
Profitability
66.666667
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 00:26
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 368858.8806 425740.1259 -56881.2453 -26278.2352 82568.331 -108846.5662
Total P&L (%) 368.8589 425.7401 -56.8812 -26.2782 82.5683 -108.8466
Avg Daily Profit (%) 0.1866 0.2154 -0.0288 -0.0154 0.0305 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121983 -100043 -150867 -482576 -491330 -242763
Profit Factor 1.6135 2.356 0.802 0.9835 1.0788 0.8012
Total Trades 59 30 29 59 30 29
Winning Trades 34 20 14 34 20 14
Losing Trades 25 10 15 25 10 15
Profitability (%) 57.6271 66.6667 48.2759 57.6271 66.6667 48.2759
Ratio Avg Win / Avg Loss 1.1864 1.178 0.8593 0.7232 0.5394 0.8584
Largest Winning Trade 122400 122400 88485 284209 284209 205029
Largest Losing Trade -60298 -58347 -60298 -324588 -324588 -134557
Avg Bars in Trades 124 91 159 124 91 159
Avg Bars in Winners 108 70 162 108 70 162
Avg Bars in Losers 146 131 157 146 131 157
Bars Traded 7367 2736 4631 7367 2736 4631
Profit Streak 0 0 567.8935 0 0 567.8935
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169061 476695 -580920 -759289 -285592 -580920

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": 1552932000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921994930,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 194,
            "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": [
        [
            368858.8805987459,
            425740.1258747891,
            -56881.2452760434,
            -26278.2351536302,
            82568.3310242768,
            -108846.566177907
        ],
        [
            368.858881,
            425.740126,
            -56.881245,
            -26.278235,
            82.568331,
            -108.846566
        ],
        [
            0.186599,
            0.215374,
            -0.028775,
            -0.015422,
            0.030456,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121983,
            -100043,
            -150867,
            -482576,
            -491330,
            -242763
        ],
        [
            1.613484,
            2.355975,
            0.802,
            0.983527,
            1.078806,
            0.801189
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            57.627119,
            66.666667,
            48.275862,
            57.627119,
            66.666667,
            48.275862
        ],
        [
            1.186385,
            1.177987,
            0.859286,
            0.723182,
            0.539403,
            0.858417
        ],
        [
            122400,
            122400,
            88485,
            284209,
            284209,
            205029
        ],
        [
            -60298,
            -58347,
            -60298,
            -324588,
            -324588,
            -134557
        ],
        [
            124,
            91,
            159,
            124,
            91,
            159
        ],
        [
            108,
            70,
            162,
            108,
            70,
            162
        ],
        [
            146,
            131,
            157,
            146,
            131,
            157
        ],
        [
            7367,
            2736,
            4631,
            7367,
            2736,
            4631
        ],
        [
            0,
            0,
            567.89346,
            0,
            0,
            567.89346
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169061,
            476695,
            -580920,
            -759289,
            -285592,
            -580920
        ]
    ]
}
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": 1552932000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921994930,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 194,
            "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)