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Trade: WAVES/USDT/360/DCM/TEMA/1920

Strategy
WAVES/USDT/360/DCM/TEMA/1920
Pair
WAVES_USDT
Interval
6h
Score
473952
Daily Profit
0.300457
Profit Factor
3.920720
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-01 06:04
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 783963.4118 593928.5241 190034.8877 9493738.2153 5880111.8633 3613626.352
Total P&L (%) 783.9634 593.9285 190.0349 9493.7382 5880.1119 3613.6264
Avg Daily Profit (%) 0.3966 0.3005 0.0961 0.2311 0.2072 0.183
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73254 -37234 -138440 -3246121 -2643629 -2109174
Profit Factor 2.6591 3.9207 1.706 1.7882 1.911 1.6463
Total Trades 84 42 42 84 42 42
Winning Trades 38 18 20 38 18 20
Losing Trades 46 24 22 46 24 22
Profitability (%) 45.2381 42.8571 47.619 45.2381 42.8571 47.619
Ratio Avg Win / Avg Loss 3.219 5.2276 1.8766 2.1646 2.548 1.811
Largest Winning Trade 148518 148518 78721 4001055 4001055 1558913
Largest Losing Trade -52696 -20558 -52696 -1937783 -1937783 -1355656
Avg Bars in Trades 91 68 113 91 68 113
Avg Bars in Winners 153 123 180 153 123 180
Avg Bars in Losers 39 28 52 39 28 52
Bars Traded 7656 2897 4759 7656 2897 4759
Profit Streak 0 0 555.1282 0 0 555.1282
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473865 473952 -61692 362446 323750 385612
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": 1550901600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759287873524,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 46,
            "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": [
        [
            783963.4118366087,
            593928.5241324904,
            190034.8877041181,
            9493738.215321798,
            5880111.8633217,
            3613626.3520000987
        ],
        [
            783.963412,
            593.928524,
            190.034888,
            9493.738215,
            5880.111863,
            3613.626352
        ],
        [
            0.396592,
            0.300457,
            0.096135,
            0.231135,
            0.207171,
            0.183023
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73254,
            -37234,
            -138440,
            -3246121,
            -2643629,
            -2109174
        ],
        [
            2.659148,
            3.92072,
            1.70603,
            1.788171,
            1.911024,
            1.646344
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            45.238095,
            42.857143,
            47.619048,
            45.238095,
            42.857143,
            47.619048
        ],
        [
            3.218968,
            5.227626,
            1.876634,
            2.164628,
            2.548031,
            1.810978
        ],
        [
            148518,
            148518,
            78721,
            4001055,
            4001055,
            1558913
        ],
        [
            -52696,
            -20558,
            -52696,
            -1937783,
            -1937783,
            -1355656
        ],
        [
            91,
            68,
            113,
            91,
            68,
            113
        ],
        [
            153,
            123,
            180,
            153,
            123,
            180
        ],
        [
            39,
            28,
            52,
            39,
            28,
            52
        ],
        [
            7656,
            2897,
            4759,
            7656,
            2897,
            4759
        ],
        [
            0,
            0,
            555.128166,
            0,
            0,
            555.128166
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473865,
            473952,
            -61692,
            362446,
            323750,
            385612
        ]
    ]
}
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": 1550901600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759287873524,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 46,
            "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)