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Trade: WAVES/USDT/120/DCM/HMA/4390

Strategy
WAVES/USDT/120/DCM/HMA/4390
Pair
WAVES_USDT
Interval
2h
Score
340378
Daily Profit
0.191319
Profit Factor
1.424995
Profitability
54.106280
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 04:06
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 236512.0862 309554.7128 -73042.6266 -62577.6835 251179.3066 -313756.9902
Total P&L (%) 236.5121 309.5547 -73.0426 -62.5777 251.1793 -313.757
Avg Daily Profit (%) 0.1462 0.1913 -0.0451 -0.0607 0.0777 0
Buy And Hold Return (%) 23.7351 23.7351 23.7351 23.7351 23.7351 23.7351
Max Trade Drawdown -190072 -175387 -203562 -377584 -237451 -349394
Profit Factor 1.1528 1.425 0.9109 0.9695 1.2615 0.7117
Total Trades 413 207 206 413 207 206
Winning Trades 220 112 108 220 112 108
Losing Trades 193 95 98 193 95 98
Profitability (%) 53.2688 54.1063 52.4272 53.2688 54.1063 52.4272
Ratio Avg Win / Avg Loss 1.0113 1.2087 0.8265 0.8505 1.07 0.6458
Largest Winning Trade 80367 80367 66829 100837 100837 55432
Largest Losing Trade -50050 -48330 -50050 -97999 -89754 -97999
Avg Bars in Trades 45 36 54 45 36 54
Avg Bars in Winners 39 31 47 39 31 47
Avg Bars in Losers 53 43 63 53 43 63
Bars Traded 18982 7654 11328 18982 7654 11328
Profit Streak 0 0 498.8795 0 0 498.8795
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -47754 340378 -579356 -578195 -88344 -579356
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580421600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107990594,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "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": [
        [
            236512.0862060107,
            309554.7127962292,
            -73042.6265902178,
            -62577.6835392623,
            251179.3066253215,
            -313756.9901645839
        ],
        [
            236.512086,
            309.554713,
            -73.042627,
            -62.577684,
            251.179307,
            -313.75699
        ],
        [
            0.146176,
            0.191319,
            -0.045144,
            -0.06073,
            0.077665,
            0
        ],
        [
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051
        ],
        [
            -190072,
            -175387,
            -203562,
            -377584,
            -237451,
            -349394
        ],
        [
            1.152814,
            1.424995,
            0.910852,
            0.969456,
            1.261483,
            0.71167
        ],
        [
            413,
            207,
            206,
            413,
            207,
            206
        ],
        [
            220,
            112,
            108,
            220,
            112,
            108
        ],
        [
            193,
            95,
            98,
            193,
            95,
            98
        ],
        [
            53.268765,
            54.10628,
            52.427184,
            53.268765,
            54.10628,
            52.427184
        ],
        [
            1.011332,
            1.208701,
            0.826514,
            0.850477,
            1.070008,
            0.645775
        ],
        [
            80367,
            80367,
            66829,
            100837,
            100837,
            55432
        ],
        [
            -50050,
            -48330,
            -50050,
            -97999,
            -89754,
            -97999
        ],
        [
            45,
            36,
            54,
            45,
            36,
            54
        ],
        [
            39,
            31,
            47,
            39,
            31,
            47
        ],
        [
            53,
            43,
            63,
            53,
            43,
            63
        ],
        [
            18982,
            7654,
            11328,
            18982,
            7654,
            11328
        ],
        [
            0,
            0,
            498.879521,
            0,
            0,
            498.879521
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -47754,
            340378,
            -579356,
            -578195,
            -88344,
            -579356
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580421600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107990594,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 223,
            "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)