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Trade: WAVES/USDT/360/DCM/BBL/1245

Strategy
WAVES/USDT/360/DCM/BBL/1245
Pair
WAVES_USDT
Interval
6h
Score
488305
Daily Profit
0.305155
Profit Factor
1.929267
Profitability
58.503401
Streak
557.019639
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 09:28
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 603215.3152 514440.4053 88774.9099 2478923.6475 1824880.1071 654043.5404
Total P&L (%) 603.2153 514.4404 88.7749 2478.9236 1824.8801 654.0435
Avg Daily Profit (%) 0.3052 0.2602 0.0449 0.1645 0.1497 0.1023
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105307 -39797 -209414 -710298 -450584 -398724
Profit Factor 1.9293 3.0603 1.2222 1.7614 2.1734 1.3846
Total Trades 147 74 73 147 74 73
Winning Trades 86 46 40 86 46 40
Losing Trades 61 28 33 61 28 33
Profitability (%) 58.5034 62.1622 54.7945 58.5034 62.1622 54.7945
Ratio Avg Win / Avg Loss 1.3684 1.8628 1.0084 1.2494 1.323 1.1423
Largest Winning Trade 84587 82845 84587 906721 906721 542299
Largest Losing Trade -66909 -32222 -66909 -450584 -450584 -259714
Avg Bars in Trades 49 19 80 49 19 80
Avg Bars in Winners 64 20 114 64 20 114
Avg Bars in Losers 29 17 38 29 17 38
Bars Traded 7314 1437 5877 7314 1437 5877
Profit Streak 557.0196 566.7696 0 557.0196 566.7696 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 488305 -47343 -204376 433378 -51476 -126508
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": 1550577600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759732096817,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 15,
            "offset": 0,
            "std": 2.04037
        }
    }
}
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": [
        [
            603215.3151940374,
            514440.4053354879,
            88774.9098585496,
            2478923.647492348,
            1824880.1071075818,
            654043.5403847673
        ],
        [
            603.215315,
            514.440405,
            88.77491,
            2478.923647,
            1824.880107,
            654.04354
        ],
        [
            0.305155,
            0.260246,
            0.04491,
            0.164544,
            0.149724,
            0.102254
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105307,
            -39797,
            -209414,
            -710298,
            -450584,
            -398724
        ],
        [
            1.929267,
            3.060318,
            1.222248,
            1.761394,
            2.173431,
            1.384595
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            86,
            46,
            40,
            86,
            46,
            40
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            58.503401,
            62.162162,
            54.794521,
            58.503401,
            62.162162,
            54.794521
        ],
        [
            1.368433,
            1.862803,
            1.008355,
            1.249361,
            1.322958,
            1.142291
        ],
        [
            84587,
            82845,
            84587,
            906721,
            906721,
            542299
        ],
        [
            -66909,
            -32222,
            -66909,
            -450584,
            -450584,
            -259714
        ],
        [
            49,
            19,
            80,
            49,
            19,
            80
        ],
        [
            64,
            20,
            114,
            64,
            20,
            114
        ],
        [
            29,
            17,
            38,
            29,
            17,
            38
        ],
        [
            7314,
            1437,
            5877,
            7314,
            1437,
            5877
        ],
        [
            557.019639,
            566.769639,
            0,
            557.019639,
            566.769639,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            488305,
            -47343,
            -204376,
            433378,
            -51476,
            -126508
        ]
    ]
}
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": 1550577600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759732096817,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 15,
            "offset": 0,
            "std": 2.04037
        }
    }
}

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)