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Trade: WAVES/USDT/480/DCM/EMA/1829

Strategy
WAVES/USDT/480/DCM/EMA/1829
Pair
WAVES_USDT
Interval
8h
Score
493970
Daily Profit
0.202189
Profit Factor
2.779122
Profitability
56.250000
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 06:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 309982.8416 399726.6652 -89743.8236 -16132.1527 331686.598 -347818.7507
Total P&L (%) 309.9828 399.7267 -89.7438 -16.1322 331.6866 -347.8188
Avg Daily Profit (%) 0.1568 0.2022 -0.0454 -0.0089 0.074 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155725 -43638 -281450 -528350 -191473 -623635
Profit Factor 1.5217 2.7791 0.7571 0.9857 1.8453 0.5256
Total Trades 64 32 32 64 32 32
Winning Trades 33 18 15 33 18 15
Losing Trades 31 14 17 31 14 17
Profitability (%) 51.5625 56.25 46.875 51.5625 56.25 46.875
Ratio Avg Win / Avg Loss 1.4295 2.1615 0.8581 0.9259 1.4353 0.5957
Largest Winning Trade 149853 149853 92818 242897 242897 119804
Largest Losing Trade -65210 -43638 -65210 -251330 -110695 -251330
Avg Bars in Trades 85 50 121 85 50 121
Avg Bars in Winners 94 61 135 94 61 135
Avg Bars in Losers 75 35 108 75 35 108
Bars Traded 5486 1601 3885 5486 1601 3885
Profit Streak 0 0 574.7968 0 0 574.7968
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -134606 493970 -581442 -724075 -90964 -581442
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554364800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806443735,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 86,
            "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": [
        [
            309982.8416369433,
            399726.6652446346,
            -89743.8236076912,
            -16132.1527065791,
            331686.5979780596,
            -347818.7506846387
        ],
        [
            309.982842,
            399.726665,
            -89.743824,
            -16.132153,
            331.686598,
            -347.818751
        ],
        [
            0.156795,
            0.202189,
            -0.045394,
            -0.008898,
            0.074005,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155725,
            -43638,
            -281450,
            -528350,
            -191473,
            -623635
        ],
        [
            1.521721,
            2.779122,
            0.757107,
            0.985667,
            1.845328,
            0.525602
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            51.5625,
            56.25,
            46.875,
            51.5625,
            56.25,
            46.875
        ],
        [
            1.429495,
            2.161539,
            0.858054,
            0.92593,
            1.435255,
            0.595683
        ],
        [
            149853,
            149853,
            92818,
            242897,
            242897,
            119804
        ],
        [
            -65210,
            -43638,
            -65210,
            -251330,
            -110695,
            -251330
        ],
        [
            85,
            50,
            121,
            85,
            50,
            121
        ],
        [
            94,
            61,
            135,
            94,
            61,
            135
        ],
        [
            75,
            35,
            108,
            75,
            35,
            108
        ],
        [
            5486,
            1601,
            3885,
            5486,
            1601,
            3885
        ],
        [
            0,
            0,
            574.796802,
            0,
            0,
            574.796802
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -134606,
            493970,
            -581442,
            -724075,
            -90964,
            -581442
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554364800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759806443735,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 86,
            "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)