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Trade: WAVES/USDT/480/DCM/BBM/3523

Strategy
WAVES/USDT/480/DCM/BBM/3523
Pair
WAVES_USDT
Interval
8h
Score
493995
Daily Profit
0.455319
Profit Factor
2.240285
Profitability
47.101449
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-03 09:24
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 900166.2328 638238.9698 261927.263 17642869.5425 6837717.7652 10805151.7773
Total P&L (%) 900.1662 638.239 261.9273 17642.8695 6837.7178 10805.1518
Avg Daily Profit (%) 0.4553 0.3228 0.1325 0.2623 0.2147 0.2376
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -76941 -82020 -109203 -5866547 -9044146 -8853157
Profit Factor 2.2403 2.6622 1.7663 1.3399 1.2506 1.4388
Total Trades 138 69 69 138 69 69
Winning Trades 65 30 35 65 30 35
Losing Trades 73 39 34 73 39 34
Profitability (%) 47.1014 43.4783 50.7246 47.1014 43.4783 50.7246
Ratio Avg Win / Avg Loss 2.516 3.4609 1.7158 1.5048 1.6258 1.3977
Largest Winning Trade 138127 138127 71686 5431984 5431984 5256853
Largest Losing Trade -52093 -38361 -52093 -4172421 -2254783 -4172421
Avg Bars in Trades 42 31 52 42 31 52
Avg Bars in Winners 65 51 76 65 51 76
Avg Bars in Losers 21 15 28 21 15 28
Bars Traded 5820 2166 3654 5820 2166 3654
Profit Streak 0 0 555.9334 0 0 555.9334
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 493995 -90328 -113435 332891 -95437 -91336
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549814400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759472648548,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 2.92974
        }
    }
}
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": [
        [
            900166.2328154714,
            638238.9697861831,
            261927.2630292884,
            17642869.542513598,
            6837717.765179376,
            10805151.777334219
        ],
        [
            900.166233,
            638.23897,
            261.927263,
            17642.869543,
            6837.717765,
            10805.151777
        ],
        [
            0.455319,
            0.322832,
            0.132487,
            0.262284,
            0.214674,
            0.237602
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -76941,
            -82020,
            -109203,
            -5866547,
            -9044146,
            -8853157
        ],
        [
            2.240285,
            2.662209,
            1.76631,
            1.339881,
            1.250628,
            1.438759
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            65,
            30,
            35,
            65,
            30,
            35
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            47.101449,
            43.478261,
            50.724638,
            47.101449,
            43.478261,
            50.724638
        ],
        [
            2.516013,
            3.460872,
            1.715844,
            1.504789,
            1.625816,
            1.397652
        ],
        [
            138127,
            138127,
            71686,
            5431984,
            5431984,
            5256853
        ],
        [
            -52093,
            -38361,
            -52093,
            -4172421,
            -2254783,
            -4172421
        ],
        [
            42,
            31,
            52,
            42,
            31,
            52
        ],
        [
            65,
            51,
            76,
            65,
            51,
            76
        ],
        [
            21,
            15,
            28,
            21,
            15,
            28
        ],
        [
            5820,
            2166,
            3654,
            5820,
            2166,
            3654
        ],
        [
            0,
            0,
            555.933432,
            0,
            0,
            555.933432
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            493995,
            -90328,
            -113435,
            332891,
            -95437,
            -91336
        ]
    ]
}
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": 1549814400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759472648548,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 2.92974
        }
    }
}

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)