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Trade: WAVES/USDT/60/DCM/WMA/6425

Strategy
WAVES/USDT/60/DCM/WMA/6425
Pair
WAVES_USDT
Interval
1h
Score
332379
Daily Profit
0.239156
Profit Factor
1.410856
Profitability
54.471545
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-06 20:40
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 138012.4205 75181.9045 62830.516 141555.3389 75362.3647 66192.9742
Total P&L (%) 138.0124 75.1819 62.8305 141.5553 75.3624 66.193
Avg Daily Profit (%) 0.2392 0.1303 0.1089 0.1529 0.0974 0.0881
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43943 -65834 -44836 -175390 -213918 -124073
Profit Factor 1.4109 1.3971 1.4286 1.1876 1.1708 1.2114
Total Trades 123 62 61 123 62 61
Winning Trades 67 33 34 67 33 34
Losing Trades 56 29 27 56 29 27
Profitability (%) 54.4715 53.2258 55.7377 54.4715 53.2258 55.7377
Ratio Avg Win / Avg Loss 1.1792 1.2278 1.1345 0.9926 1.0289 0.962
Largest Winning Trade 24616 23899 24616 80427 80427 53235
Largest Losing Trade -21169 -21169 -15936 -81329 -81329 -40652
Avg Bars in Trades 108 81 135 108 81 135
Avg Bars in Winners 107 82 130 107 82 130
Avg Bars in Losers 109 79 140 109 79 140
Bars Traded 13298 5051 8247 13298 5051 8247
Profit Streak 0 0 506.9031 0 0 506.9031
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332379 -172574 -207987 -8066 -249786 -238507
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669590000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759772428542,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "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": [
        [
            138012.4205056235,
            75181.9045026169,
            62830.5160030065,
            141555.3388792684,
            75362.3646979897,
            66192.9741812788
        ],
        [
            138.012421,
            75.181905,
            62.830516,
            141.555339,
            75.362365,
            66.192974
        ],
        [
            0.239156,
            0.13028,
            0.108877,
            0.152943,
            0.09738,
            0.088065
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -43943,
            -65834,
            -44836,
            -175390,
            -213918,
            -124073
        ],
        [
            1.410856,
            1.397105,
            1.428615,
            1.18763,
            1.170781,
            1.211372
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            54.471545,
            53.225806,
            55.737705,
            54.471545,
            53.225806,
            55.737705
        ],
        [
            1.179223,
            1.227759,
            1.134489,
            0.992646,
            1.028868,
            0.961972
        ],
        [
            24616,
            23899,
            24616,
            80427,
            80427,
            53235
        ],
        [
            -21169,
            -21169,
            -15936,
            -81329,
            -81329,
            -40652
        ],
        [
            108,
            81,
            135,
            108,
            81,
            135
        ],
        [
            107,
            82,
            130,
            107,
            82,
            130
        ],
        [
            109,
            79,
            140,
            109,
            79,
            140
        ],
        [
            13298,
            5051,
            8247,
            13298,
            5051,
            8247
        ],
        [
            0,
            0,
            506.903108,
            0,
            0,
            506.903108
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332379,
            -172574,
            -207987,
            -8066,
            -249786,
            -238507
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669590000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759772428542,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "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)