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Trade: WAVES/USDT/720/SMA/TEMA/5150

Strategy
WAVES/USDT/720/SMA/TEMA/5150
Pair
WAVES_USDT
Interval
12h
Score
344859
Daily Profit
0.230447
Profit Factor
2.950492
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-28 09:23
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 555659.7913 455709.474 99950.3173 1048075.7541 252534.4663 795541.2878
Total P&L (%) 555.6598 455.7095 99.9503 1048.0758 252.5345 795.5413
Avg Daily Profit (%) 0.281 0.2304 0.0505 0.1235 0.0637 0.1109
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118280 -112059 -70158 -3018552 -2533000 -803651
Profit Factor 2.2036 2.9505 1.4383 1.1618 1.0674 1.2916
Total Trades 59 30 29 59 30 29
Winning Trades 26 12 14 26 12 14
Losing Trades 33 18 15 33 18 15
Profitability (%) 44.0678 40 48.2759 44.0678 40 48.2759
Ratio Avg Win / Avg Loss 2.7969 4.4257 1.5411 1.4746 1.601 1.3839
Largest Winning Trade 124403 124403 65556 1384415 1126196 1384415
Largest Losing Trade -50342 -47826 -50342 -1719650 -1719650 -738305
Avg Bars in Trades 65 58 72 65 58 72
Avg Bars in Winners 109 101 116 109 101 116
Avg Bars in Losers 30 30 30 30 30 30
Bars Traded 3857 1761 2096 3857 1761 2096
Profit Streak 0 0 705.7663 0 0 705.7663
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168883 344859 -123142 -252074 -257085 -44229
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": 1549972800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759040609877,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 52,
            "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": [
        [
            555659.7912667291,
            455709.4739962743,
            99950.3172704545,
            1048075.7540904188,
            252534.4663384911,
            795541.2877519273
        ],
        [
            555.659791,
            455.709474,
            99.950317,
            1048.075754,
            252.534466,
            795.541288
        ],
        [
            0.280991,
            0.230447,
            0.050544,
            0.123498,
            0.063736,
            0.110922
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118280,
            -112059,
            -70158,
            -3018552,
            -2533000,
            -803651
        ],
        [
            2.203612,
            2.950492,
            1.438336,
            1.161805,
            1.067356,
            1.291601
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            26,
            12,
            14,
            26,
            12,
            14
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            44.067797,
            40,
            48.275862,
            44.067797,
            40,
            48.275862
        ],
        [
            2.796892,
            4.425738,
            1.541075,
            1.474598,
            1.601035,
            1.383859
        ],
        [
            124403,
            124403,
            65556,
            1384415,
            1126196,
            1384415
        ],
        [
            -50342,
            -47826,
            -50342,
            -1719650,
            -1719650,
            -738305
        ],
        [
            65,
            58,
            72,
            65,
            58,
            72
        ],
        [
            109,
            101,
            116,
            109,
            101,
            116
        ],
        [
            30,
            30,
            30,
            30,
            30,
            30
        ],
        [
            3857,
            1761,
            2096,
            3857,
            1761,
            2096
        ],
        [
            0,
            0,
            705.766318,
            0,
            0,
            705.766318
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168883,
            344859,
            -123142,
            -252074,
            -257085,
            -44229
        ]
    ]
}
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": 1549972800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759040609877,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 52,
            "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)