Hey,
Thanks for reporging this. I've tried to reproduce the 
issue using plotly 5.20.0+dfsg-1. (I uploaded to unstable this version today)
However, I was able to create a waterfall chart with the snipped you have 
shared.
(See the attached screenshot)

Could you verify if you're able to render the waterfall chart in this version?

Thanks!

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Josue Ortega
«Happy Hacking»

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