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Trade: WAVES/USDT/240/SMA/DCL/2631

Strategy
WAVES/USDT/240/SMA/DCL/2631
Pair
WAVES_USDT
Interval
4h
Score
455288
Daily Profit
0.247622
Profit Factor
2.106089
Profitability
47.474747
Streak
652.432458
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-04 05:22
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 489300.8232 441096.4905 48204.3327 856389.5253 807973.9103 48415.615
Total P&L (%) 489.3008 441.0965 48.2043 856.3895 807.9739 48.4156
Avg Daily Profit (%) 0.2476 0.2232 0.0244 0.1143 0.1117 0.02
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86272 -40986 -167684 -577979 -292409 -423506
Profit Factor 2.1061 4.3143 1.1559 1.5066 2.6231 1.0406
Total Trades 99 50 49 99 50 49
Winning Trades 47 27 20 47 27 20
Losing Trades 52 23 29 52 23 29
Profitability (%) 47.4747 54 40.8163 47.4747 54 40.8163
Ratio Avg Win / Avg Loss 2.3301 3.6752 1.676 1.6669 2.2345 1.5089
Largest Winning Trade 136577 136577 81082 398936 294834 398936
Largest Losing Trade -46765 -21376 -46765 -220321 -153979 -220321
Avg Bars in Trades 111 67 156 111 67 156
Avg Bars in Winners 185 97 305 185 97 305
Avg Bars in Losers 44 32 54 44 32 54
Bars Traded 11053 3361 7691 11053 3361 7691
Profit Streak 652.4325 732.4325 652.4325 652.4325 732.4325 652.4325
Trades During Streak 3 5 1 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455288 -163062 -212636 -36870 -216622 -345287
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551139200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759544564378,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 18,
            "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": [
        [
            489300.8231677531,
            441096.490461429,
            48204.3327063241,
            856389.5252653266,
            807973.9102894565,
            48415.6149758696
        ],
        [
            489.300823,
            441.09649,
            48.204333,
            856.389525,
            807.97391,
            48.415615
        ],
        [
            0.247622,
            0.223227,
            0.024395,
            0.114336,
            0.111704,
            0.019984
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86272,
            -40986,
            -167684,
            -577979,
            -292409,
            -423506
        ],
        [
            2.106089,
            4.314324,
            1.155859,
            1.50661,
            2.623104,
            1.040596
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            52,
            23,
            29,
            52,
            23,
            29
        ],
        [
            47.474747,
            54,
            40.816327,
            47.474747,
            54,
            40.816327
        ],
        [
            2.330141,
            3.675165,
            1.675995,
            1.666888,
            2.234496,
            1.508863
        ],
        [
            136577,
            136577,
            81082,
            398936,
            294834,
            398936
        ],
        [
            -46765,
            -21376,
            -46765,
            -220321,
            -153979,
            -220321
        ],
        [
            111,
            67,
            156,
            111,
            67,
            156
        ],
        [
            185,
            97,
            305,
            185,
            97,
            305
        ],
        [
            44,
            32,
            54,
            44,
            32,
            54
        ],
        [
            11053,
            3361,
            7691,
            11053,
            3361,
            7691
        ],
        [
            652.432458,
            732.432458,
            652.432458,
            652.432458,
            732.432458,
            652.432458
        ],
        [
            3,
            5,
            1,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455288,
            -163062,
            -212636,
            -36870,
            -216622,
            -345287
        ]
    ]
}
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": 1551139200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759544564378,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 18,
            "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)