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Trade: WAVES/USDT/60/DCM/WMA/7619

Strategy
WAVES/USDT/60/DCM/WMA/7619
Pair
WAVES_USDT
Interval
1h
Score
389324
Daily Profit
0.378977
Profit Factor
1.408289
Profitability
50.204082
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-04 00:53
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 218700.2245 119288.164 99412.0606 328143.0493 110406.3096 217736.7398
Total P&L (%) 218.7002 119.2882 99.4121 328.143 110.4063 217.7367
Avg Daily Profit (%) 0.379 0.2067 0.1723 0.2523 0.129 0.2005
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51032 -38951 -41161 -157285 -194018 -115850
Profit Factor 1.4083 1.4282 1.3867 1.2483 1.1554 1.3564
Total Trades 245 123 122 245 123 122
Winning Trades 123 60 63 123 60 63
Losing Trades 122 63 59 122 63 59
Profitability (%) 50.2041 48.7805 51.6393 50.2041 48.7805 51.6393
Ratio Avg Win / Avg Loss 1.3968 1.4996 1.2987 1.2382 1.2131 1.2703
Largest Winning Trade 54335 54335 28929 124178 124178 81083
Largest Losing Trade -24098 -19783 -24098 -101479 -101479 -54002
Avg Bars in Trades 55 50 60 55 50 60
Avg Bars in Winners 55 56 54 55 56 54
Avg Bars in Losers 55 44 65 55 44 65
Bars Traded 13548 6222 7326 13548 6222 7326
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389324 268329 273238 315159 -71537 275265
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669165200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759528428485,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "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": [
        [
            218700.2245233944,
            119288.1639522491,
            99412.0605711454,
            328143.0493356604,
            110406.3095806764,
            217736.7397549836
        ],
        [
            218.700225,
            119.288164,
            99.412061,
            328.143049,
            110.40631,
            217.73674
        ],
        [
            0.378977,
            0.20671,
            0.172267,
            0.252326,
            0.128986,
            0.200529
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51032,
            -38951,
            -41161,
            -157285,
            -194018,
            -115850
        ],
        [
            1.408289,
            1.428188,
            1.386724,
            1.248307,
            1.15537,
            1.356407
        ],
        [
            245,
            123,
            122,
            245,
            123,
            122
        ],
        [
            123,
            60,
            63,
            123,
            60,
            63
        ],
        [
            122,
            63,
            59,
            122,
            63,
            59
        ],
        [
            50.204082,
            48.780488,
            51.639344,
            50.204082,
            48.780488,
            51.639344
        ],
        [
            1.39684,
            1.499597,
            1.298678,
            1.238158,
            1.213139,
            1.270286
        ],
        [
            54335,
            54335,
            28929,
            124178,
            124178,
            81083
        ],
        [
            -24098,
            -19783,
            -24098,
            -101479,
            -101479,
            -54002
        ],
        [
            55,
            50,
            60,
            55,
            50,
            60
        ],
        [
            55,
            56,
            54,
            55,
            56,
            54
        ],
        [
            55,
            44,
            65,
            55,
            44,
            65
        ],
        [
            13548,
            6222,
            7326,
            13548,
            6222,
            7326
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389324,
            268329,
            273238,
            315159,
            -71537,
            275265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669165200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759528428485,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 122,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 79,
            "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)