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Trade: WAVES/USDT/720/MIDPOINT/DEMA/6616

Strategy
WAVES/USDT/720/MIDPOINT/DEMA/6616
Pair
WAVES_USDT
Interval
12h
Score
465610
Daily Profit
0.177447
Profit Factor
2.216452
Profitability
65.909091
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-04 06:47
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 300909.4578 350900.9582 -49991.5004 -102992.7624 77236.5684 -180229.3308
Total P&L (%) 300.9095 350.901 -49.9915 -102.9928 77.2366 -180.2293
Avg Daily Profit (%) 0.1522 0.1774 -0.0253 0 0.0289 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145550 -72255 -300922 -240462 -73808 -306025
Profit Factor 1.4003 2.2165 0.8921 0.7886 1.5642 0.4857
Total Trades 87 44 43 87 44 43
Winning Trades 56 29 27 43 24 19
Losing Trades 31 15 16 44 20 24
Profitability (%) 64.3678 65.9091 62.7907 49.4253 54.5455 44.186
Ratio Avg Win / Avg Loss 0.7751 1.1464 0.5287 0.807 1.3035 0.6135
Largest Winning Trade 137486 137486 90218 87421 42715 87421
Largest Losing Trade -101921 -55746 -101921 -153546 -63904 -153546
Avg Bars in Trades 43 26 61 43 26 61
Avg Bars in Winners 43 21 67 34 22 49
Avg Bars in Losers 44 36 51 52 31 70
Bars Traded 3798 1171 2627 3798 1171 2627
Profit Streak 0 0 573.658 488.158 537.658 0
Trades During Streak 0 0 4 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310132 465610 -577718 -580184 -150628 -582988
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553688000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759549646991,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 138,
            "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": [
        [
            300909.4578369624,
            350900.9582177837,
            -49991.5003808213,
            -102992.7623560382,
            77236.5684067069,
            -180229.3307627452
        ],
        [
            300.909458,
            350.900958,
            -49.9915,
            -102.992762,
            77.236568,
            -180.229331
        ],
        [
            0.152167,
            0.177447,
            -0.02528,
            0,
            0.028946,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145550,
            -72255,
            -300922,
            -240462,
            -73808,
            -306025
        ],
        [
            1.400263,
            2.216452,
            0.892101,
            0.788645,
            1.564202,
            0.485651
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            56,
            29,
            27,
            43,
            24,
            19
        ],
        [
            31,
            15,
            16,
            44,
            20,
            24
        ],
        [
            64.367816,
            65.909091,
            62.790698,
            49.425287,
            54.545455,
            44.186047
        ],
        [
            0.775145,
            1.14644,
            0.528652,
            0.806986,
            1.303502,
            0.613454
        ],
        [
            137486,
            137486,
            90218,
            87421,
            42715,
            87421
        ],
        [
            -101921,
            -55746,
            -101921,
            -153546,
            -63904,
            -153546
        ],
        [
            43,
            26,
            61,
            43,
            26,
            61
        ],
        [
            43,
            21,
            67,
            34,
            22,
            49
        ],
        [
            44,
            36,
            51,
            52,
            31,
            70
        ],
        [
            3798,
            1171,
            2627,
            3798,
            1171,
            2627
        ],
        [
            0,
            0,
            573.657951,
            488.157951,
            537.657951,
            0
        ],
        [
            0,
            0,
            4,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310132,
            465610,
            -577718,
            -580184,
            -150628,
            -582988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553688000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759549646991,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 138,
            "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)