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Trade: WAVES/USDT/240/DCM/MIDPOINT/1516

Strategy
WAVES/USDT/240/DCM/MIDPOINT/1516
Pair
WAVES_USDT
Interval
4h
Score
461764
Daily Profit
0.391303
Profit Factor
2.392056
Profitability
45.614035
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 17:00
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 773214.2049 594163.4545 179050.7504 5783311.9952 4472731.1242 1310580.871
Total P&L (%) 773.2142 594.1635 179.0508 5783.312 4472.7311 1310.5809
Avg Daily Profit (%) 0.3913 0.3007 0.0906 0.2064 0.1936 0.134
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95418 -87527 -128939 -2477670 -3186127 -2682952
Profit Factor 2.3921 3.4443 1.5732 1.3807 1.6646 1.1549
Total Trades 114 57 57 114 57 57
Winning Trades 52 26 26 52 26 26
Losing Trades 62 31 31 62 31 31
Profitability (%) 45.614 45.614 45.614 45.614 45.614 45.614
Ratio Avg Win / Avg Loss 2.8521 4.1066 1.8758 1.6463 1.9847 1.377
Largest Winning Trade 184034 184034 72707 1897181 1690667 1897181
Largest Losing Trade -49522 -23846 -49522 -1522575 -961867 -1522575
Avg Bars in Trades 101 77 126 101 77 126
Avg Bars in Winners 169 131 208 169 131 208
Avg Bars in Losers 44 32 57 44 32 57
Bars Traded 11601 4409 7192 11601 4409 7192
Profit Streak 0 0 551.7504 0 0 551.7504
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461764 -166275 -250301 301612 -170624 -244976
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549972800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759068034447,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "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": [
        [
            773214.2049031188,
            594163.4545398612,
            179050.7503632575,
            5783311.9951885855,
            4472731.124166042,
            1310580.871022543
        ],
        [
            773.214205,
            594.163455,
            179.05075,
            5783.311995,
            4472.731124,
            1310.580871
        ],
        [
            0.391303,
            0.30069,
            0.090613,
            0.206423,
            0.193644,
            0.134026
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95418,
            -87527,
            -128939,
            -2477670,
            -3186127,
            -2682952
        ],
        [
            2.392056,
            3.444261,
            1.573215,
            1.380734,
            1.664557,
            1.154924
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            45.614035,
            45.614035,
            45.614035,
            45.614035,
            45.614035,
            45.614035
        ],
        [
            2.852067,
            4.106619,
            1.875756,
            1.64626,
            1.984665,
            1.377025
        ],
        [
            184034,
            184034,
            72707,
            1897181,
            1690667,
            1897181
        ],
        [
            -49522,
            -23846,
            -49522,
            -1522575,
            -961867,
            -1522575
        ],
        [
            101,
            77,
            126,
            101,
            77,
            126
        ],
        [
            169,
            131,
            208,
            169,
            131,
            208
        ],
        [
            44,
            32,
            57,
            44,
            32,
            57
        ],
        [
            11601,
            4409,
            7192,
            11601,
            4409,
            7192
        ],
        [
            0,
            0,
            551.750399,
            0,
            0,
            551.750399
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461764,
            -166275,
            -250301,
            301612,
            -170624,
            -244976
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549972800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759068034447,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 21,
            "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)