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Trade: WAVES/USDT/360/MIDPRICE/DEMA/7953

Strategy
WAVES/USDT/360/MIDPRICE/DEMA/7953
Pair
WAVES_USDT
Interval
6h
Score
426895
Daily Profit
0.305314
Profit Factor
1.666196
Profitability
53.793103
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 07:42
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 603530.3056 533727.5543 69802.7514 -147963.3242 267757.3071 -415720.6313
Total P&L (%) 603.5303 533.7276 69.8028 -147.9633 267.7573 -415.7206
Avg Daily Profit (%) 0.3053 0.27 0.0353 0 0.0659 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130050 -72332 -254537 -427299 -125199 -529590
Profit Factor 1.6662 2.3423 1.1373 0.8663 1.6832 0.4183
Total Trades 145 73 72 145 73 72
Winning Trades 78 42 36 69 37 32
Losing Trades 67 31 36 76 36 40
Profitability (%) 53.7931 57.5342 50 47.5862 50.6849 44.4444
Ratio Avg Win / Avg Loss 1.4312 1.7289 1.1373 0.9542 1.6378 0.5228
Largest Winning Trade 188238 188238 80220 87147 87147 64153
Largest Losing Trade -102869 -56844 -102869 -200474 -68933 -200474
Avg Bars in Trades 53 32 74 53 32 74
Avg Bars in Winners 63 36 95 44 28 64
Avg Bars in Losers 41 28 52 61 37 82
Bars Traded 7728 2396 5332 7728 2396 5332
Profit Streak 0 0 492.9459 480.1959 530.1959 0
Trades During Streak 0 0 1 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426895 -57606 -294084 -580748 -172660 -662396

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": 1549821600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758861724349,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 95,
            "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": [
        [
            603530.305630893,
            533727.5542690164,
            69802.7513618766,
            -147963.3242240983,
            267757.3071182553,
            -415720.6313423538
        ],
        [
            603.530306,
            533.727554,
            69.802751,
            -147.963324,
            267.757307,
            -415.720631
        ],
        [
            0.305314,
            0.270003,
            0.035312,
            0,
            0.0659,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130050,
            -72332,
            -254537,
            -427299,
            -125199,
            -529590
        ],
        [
            1.666196,
            2.342313,
            1.137321,
            0.866281,
            1.683248,
            0.418277
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            78,
            42,
            36,
            69,
            37,
            32
        ],
        [
            67,
            31,
            36,
            76,
            36,
            40
        ],
        [
            53.793103,
            57.534247,
            50,
            47.586207,
            50.684932,
            44.444444
        ],
        [
            1.43122,
            1.72885,
            1.137321,
            0.954165,
            1.637755,
            0.522846
        ],
        [
            188238,
            188238,
            80220,
            87147,
            87147,
            64153
        ],
        [
            -102869,
            -56844,
            -102869,
            -200474,
            -68933,
            -200474
        ],
        [
            53,
            32,
            74,
            53,
            32,
            74
        ],
        [
            63,
            36,
            95,
            44,
            28,
            64
        ],
        [
            41,
            28,
            52,
            61,
            37,
            82
        ],
        [
            7728,
            2396,
            5332,
            7728,
            2396,
            5332
        ],
        [
            0,
            0,
            492.945884,
            480.195884,
            530.195884,
            0
        ],
        [
            0,
            0,
            1,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426895,
            -57606,
            -294084,
            -580748,
            -172660,
            -662396
        ]
    ]
}
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": 1549821600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758861724349,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 84,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 95,
            "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)