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Trade: WAVES/USDT/480/DCM/TEMA/7525

Strategy
WAVES/USDT/480/DCM/TEMA/7525
Pair
WAVES_USDT
Interval
8h
Score
409581
Daily Profit
0.320139
Profit Factor
1.421525
Profitability
44.269663
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-04 23:43
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 632914.2322 497838.3714 135075.8608 894267.5303 603022.5154 291245.0149
Total P&L (%) 632.9142 497.8384 135.0759 894.2675 603.0225 291.245
Avg Daily Profit (%) 0.3201 0.2518 0.0683 0.1162 0.0987 0.069
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162970 -155785 -206277 -469989 -411464 -514804
Profit Factor 1.4215 1.708 1.1692 1.2504 1.3427 1.1607
Total Trades 445 223 222 445 223 222
Winning Trades 197 95 102 197 95 102
Losing Trades 248 128 120 248 128 120
Profitability (%) 44.2697 42.6009 45.9459 44.2697 42.6009 45.9459
Ratio Avg Win / Avg Loss 1.7895 2.3013 1.3755 1.5741 1.8091 1.3656
Largest Winning Trade 117320 117320 70986 297789 297789 238525
Largest Losing Trade -67151 -35345 -67151 -200153 -165577 -200153
Avg Bars in Trades 13 10 15 13 10 15
Avg Bars in Winners 16 13 20 16 13 20
Avg Bars in Losers 10 8 11 10 8 11
Bars Traded 5854 2368 3486 5854 2368 3486
Profit Streak 0 0 507.5304 0 0 507.5304
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409581 335251 -135470 -36129 -61330 -143865
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548806400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759610630415,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 36,
            "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": [
        [
            632914.2321875546,
            497838.3713622508,
            135075.8608253045,
            894267.5303105421,
            603022.5154174274,
            291245.0148931143
        ],
        [
            632.914232,
            497.838371,
            135.075861,
            894.26753,
            603.022515,
            291.245015
        ],
        [
            0.320139,
            0.251815,
            0.068324,
            0.116245,
            0.098694,
            0.069026
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162970,
            -155785,
            -206277,
            -469989,
            -411464,
            -514804
        ],
        [
            1.421525,
            1.707989,
            1.169201,
            1.250359,
            1.342666,
            1.160718
        ],
        [
            445,
            223,
            222,
            445,
            223,
            222
        ],
        [
            197,
            95,
            102,
            197,
            95,
            102
        ],
        [
            248,
            128,
            120,
            248,
            128,
            120
        ],
        [
            44.269663,
            42.600897,
            45.945946,
            44.269663,
            42.600897,
            45.945946
        ],
        [
            1.789534,
            2.30129,
            1.375531,
            1.574056,
            1.809066,
            1.365551
        ],
        [
            117320,
            117320,
            70986,
            297789,
            297789,
            238525
        ],
        [
            -67151,
            -35345,
            -67151,
            -200153,
            -165577,
            -200153
        ],
        [
            13,
            10,
            15,
            13,
            10,
            15
        ],
        [
            16,
            13,
            20,
            16,
            13,
            20
        ],
        [
            10,
            8,
            11,
            10,
            8,
            11
        ],
        [
            5854,
            2368,
            3486,
            5854,
            2368,
            3486
        ],
        [
            0,
            0,
            507.530444,
            0,
            0,
            507.530445
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409581,
            335251,
            -135470,
            -36129,
            -61330,
            -143865
        ]
    ]
}
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": 1548806400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759610630415,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 36,
            "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)