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Trade: WAVES/USDT/720/TEMA/FWMA/1203

Strategy
WAVES/USDT/720/TEMA/FWMA/1203
Pair
WAVES_USDT
Interval
12h
Score
309165
Daily Profit
0.395574
Profit Factor
1.963729
Profitability
35.937500
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-02 07:17
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 782248.5373 616658.318 165590.2194 2214757.1046 1299456.0232 915301.0813
Total P&L (%) 782.2485 616.6583 165.5902 2214.7571 1299.456 915.3011
Avg Daily Profit (%) 0.3956 0.3118 0.0837 0.159 0.1335 0.1173
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90029 -94558 -143770 -1687825 -1598595 -1123615
Profit Factor 1.9637 2.3972 1.4471 1.3645 1.3574 1.3751
Total Trades 128 64 64 128 64 64
Winning Trades 46 18 28 46 18 28
Losing Trades 82 46 36 82 46 36
Profitability (%) 35.9375 28.125 43.75 35.9375 28.125 43.75
Ratio Avg Win / Avg Loss 3.5006 6.1262 1.8606 2.4323 3.4689 1.7679
Largest Winning Trade 214163 214163 67492 1337668 1337668 764809
Largest Losing Trade -53378 -44375 -53378 -876296 -876296 -387310
Avg Bars in Trades 29 31 27 29 31 27
Avg Bars in Winners 49 50 49 49 50 49
Avg Bars in Losers 18 23 10 18 23 10
Bars Traded 3764 2002 1762 3764 2002 1762
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309165 -141939 -220673 159293 -168311 -175978
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": 1554163200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759378637603,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 149,
            "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": [
        [
            782248.5373491083,
            616658.3179674076,
            165590.2193817007,
            2214757.1045510126,
            1299456.0232316242,
            915301.0813193875
        ],
        [
            782.248537,
            616.658318,
            165.590219,
            2214.757105,
            1299.456023,
            915.301081
        ],
        [
            0.395574,
            0.311837,
            0.083737,
            0.159008,
            0.133524,
            0.117276
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90029,
            -94558,
            -143770,
            -1687825,
            -1598595,
            -1123615
        ],
        [
            1.963729,
            2.397206,
            1.447133,
            1.364487,
            1.357396,
            1.37505
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            46,
            18,
            28,
            46,
            18,
            28
        ],
        [
            82,
            46,
            36,
            82,
            46,
            36
        ],
        [
            35.9375,
            28.125,
            43.75,
            35.9375,
            28.125,
            43.75
        ],
        [
            3.500561,
            6.126192,
            1.8606,
            2.432346,
            3.468902,
            1.767921
        ],
        [
            214163,
            214163,
            67492,
            1337668,
            1337668,
            764809
        ],
        [
            -53378,
            -44375,
            -53378,
            -876296,
            -876296,
            -387310
        ],
        [
            29,
            31,
            27,
            29,
            31,
            27
        ],
        [
            49,
            50,
            49,
            49,
            50,
            49
        ],
        [
            18,
            23,
            10,
            18,
            23,
            10
        ],
        [
            3764,
            2002,
            1762,
            3764,
            2002,
            1762
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309165,
            -141939,
            -220673,
            159293,
            -168311,
            -175978
        ]
    ]
}
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": 1554163200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759378637603,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "tema",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 149,
            "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)