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Trade: WAVES/USDT/240/DCL/DEMA/4797

Strategy
WAVES/USDT/240/DCL/DEMA/4797
Pair
WAVES_USDT
Interval
4h
Score
584730
Daily Profit
0.756911
Profit Factor
4.723617
Profitability
36.842105
Streak
744.881341
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 12:09
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 1308797.566 1495656.7873 -186859.2213 -106777.2698 1414621.427 -1521398.6968
Total P&L (%) 1308.7976 1495.6568 -186.8592 -106.7773 1414.6214 -1521.3987
Avg Daily Profit (%) 0.6623 0.7569 -0.0946 0 0.1376 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -510490 -284436 -229392 -3966964 -2090865 -1907227
Profit Factor 2.7503 4.7236 0.4601 0.9792 1.4574 0.2566
Total Trades 77 38 39 77 38 39
Winning Trades 35 14 21 47 23 24
Losing Trades 42 24 18 30 15 15
Profitability (%) 45.4545 36.8421 53.8462 61.039 60.5263 61.5385
Ratio Avg Win / Avg Loss 3.3004 8.0976 0.3943 0.625 0.9505 0.1604
Largest Winning Trade 1595681 1595681 39380 2384751 2384751 151646
Largest Losing Trade -131310 -81051 -131310 -1919846 -1919846 -1146386
Avg Bars in Trades 136 249 27 136 249 27
Avg Bars in Winners 153 349 22 131 232 33
Avg Bars in Losers 122 191 31 145 274 15
Bars Traded 10532 9479 1053 10532 9479 1053
Profit Streak 708.548 744.8813 708.548 0 0 0
Trades During Streak 2 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -29850 584730 -579398 -625346 -8122 -578983
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550836800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760000947857,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 212,
            "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": [
        [
            1308797.5660012881,
            1495656.787300099,
            -186859.2212988103,
            -106777.2698265073,
            1414621.4269990912,
            -1521398.6968255984
        ],
        [
            1308.797566,
            1495.656787,
            -186.859221,
            -106.77727,
            1414.621427,
            -1521.398697
        ],
        [
            0.662347,
            0.756911,
            -0.094564,
            0,
            0.137633,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -510490,
            -284436,
            -229392,
            -3966964,
            -2090865,
            -1907227
        ],
        [
            2.750347,
            4.723617,
            0.460051,
            0.979224,
            1.457393,
            0.256638
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            35,
            14,
            21,
            47,
            23,
            24
        ],
        [
            42,
            24,
            18,
            30,
            15,
            15
        ],
        [
            45.454545,
            36.842105,
            53.846154,
            61.038961,
            60.526316,
            61.538462
        ],
        [
            3.300416,
            8.097629,
            0.39433,
            0.625037,
            0.950474,
            0.160399
        ],
        [
            1595681,
            1595681,
            39380,
            2384751,
            2384751,
            151646
        ],
        [
            -131310,
            -81051,
            -131310,
            -1919846,
            -1919846,
            -1146386
        ],
        [
            136,
            249,
            27,
            136,
            249,
            27
        ],
        [
            153,
            349,
            22,
            131,
            232,
            33
        ],
        [
            122,
            191,
            31,
            145,
            274,
            15
        ],
        [
            10532,
            9479,
            1053,
            10532,
            9479,
            1053
        ],
        [
            708.548008,
            744.881341,
            708.548008,
            0,
            0,
            0
        ],
        [
            2,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -29850,
            584730,
            -579398,
            -625346,
            -8122,
            -578983
        ]
    ]
}
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": 1550836800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760000947857,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 212,
            "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)