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Trade: WAVES/USDT/360/DCM/WMA/6562

Strategy
WAVES/USDT/360/DCM/WMA/6562
Pair
WAVES_USDT
Interval
6h
Score
440993
Daily Profit
0.194310
Profit Factor
2.208171
Profitability
61.904762
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 09:35
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403861.3078 384103.0437 19758.2641 78803.5829 180121.6874 -101318.1045
Total P&L (%) 403.8613 384.103 19.7583 78.8036 180.1217 -101.3181
Avg Daily Profit (%) 0.2043 0.1943 0.01 0.0294 0.0521 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114810 -71385 -251991 -180819 -94545 -311718
Profit Factor 1.5614 2.2082 1.0492 1.0935 1.485 0.7851
Total Trades 84 42 42 84 42 42
Winning Trades 48 26 22 48 26 22
Losing Trades 36 16 20 36 16 20
Profitability (%) 57.1429 61.9048 52.381 57.1429 61.9048 52.381
Ratio Avg Win / Avg Loss 1.171 1.3589 0.9538 0.8201 0.9138 0.7137
Largest Winning Trade 116226 116226 76384 63678 63678 63597
Largest Losing Trade -55015 -55015 -50812 -66327 -66327 -65122
Avg Bars in Trades 91 58 124 91 58 124
Avg Bars in Winners 105 53 167 105 53 167
Avg Bars in Losers 72 66 77 72 66 77
Bars Traded 7679 2447 5232 7679 2447 5232
Profit Streak 0 0 577.2748 0 0 577.2748
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377620 440993 -353280 -271802 -122176 -579467
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759646140352,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 78,
            "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": [
        [
            403861.3078314764,
            384103.0437269056,
            19758.2641045708,
            78803.5829231172,
            180121.6874442163,
            -101318.104521099
        ],
        [
            403.861308,
            384.103044,
            19.758264,
            78.803583,
            180.121687,
            -101.318105
        ],
        [
            0.204306,
            0.19431,
            0.009995,
            0.029402,
            0.052122,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114810,
            -71385,
            -251991,
            -180819,
            -94545,
            -311718
        ],
        [
            1.561372,
            2.208171,
            1.049211,
            1.093495,
            1.484986,
            0.785101
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            57.142857,
            61.904762,
            52.380952,
            57.142857,
            61.904762,
            52.380952
        ],
        [
            1.171029,
            1.358874,
            0.953829,
            0.820121,
            0.913838,
            0.713728
        ],
        [
            116226,
            116226,
            76384,
            63678,
            63678,
            63597
        ],
        [
            -55015,
            -55015,
            -50812,
            -66327,
            -66327,
            -65122
        ],
        [
            91,
            58,
            124,
            91,
            58,
            124
        ],
        [
            105,
            53,
            167,
            105,
            53,
            167
        ],
        [
            72,
            66,
            77,
            72,
            66,
            77
        ],
        [
            7679,
            2447,
            5232,
            7679,
            2447,
            5232
        ],
        [
            0,
            0,
            577.274773,
            0,
            0,
            577.274773
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377620,
            440993,
            -353280,
            -271802,
            -122176,
            -579467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551657600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759646140352,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 78,
            "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)