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Trade: WAVES/USDT/240/DCL/JMA/5786

Strategy
WAVES/USDT/240/DCL/JMA/5786
Pair
WAVES_USDT
Interval
4h
Score
396364
Daily Profit
0.202758
Profit Factor
1.458674
Profitability
55.445545
Streak
469.925534
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 01:12
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400649.2266 454797.3365 -54148.1099 -91458.15 349052.3072 -440510.4573
Total P&L (%) 400.6492 454.7973 -54.1481 -91.4582 349.0523 -440.5105
Avg Daily Profit (%) 0.2028 0.2302 -0.0274 -0.1244 0.076 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -265572 -161144 -147240 -741390 -499838 -561371
Profit Factor 1.4587 1.7929 0.8194 0.953 1.3004 0.4384
Total Trades 101 50 51 101 50 51
Winning Trades 56 25 31 56 25 31
Losing Trades 45 25 20 45 25 20
Profitability (%) 55.4455 50 60.7843 55.4455 50 60.7843
Ratio Avg Win / Avg Loss 1.1721 1.7929 0.5287 0.7658 1.3004 0.2828
Largest Winning Trade 234593 234593 29637 346695 346695 48249
Largest Losing Trade -77404 -77404 -73407 -374607 -374607 -187050
Avg Bars in Trades 115 206 25 115 206 25
Avg Bars in Winners 114 226 24 114 226 24
Avg Bars in Losers 115 185 28 115 185 28
Bars Traded 11628 10306 1322 11628 10306 1322
Profit Streak 469.9255 469.9255 493.4255 469.9255 469.9255 493.4255
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 396364 -168191 -758197 -578466 -270805 -758197

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550433600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838366190,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "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": [
        [
            400649.2266214236,
            454797.3365468974,
            -54148.1099254737,
            -91458.1500129746,
            349052.3072446581,
            -440510.4572576327
        ],
        [
            400.649227,
            454.797337,
            -54.14811,
            -91.45815,
            349.052307,
            -440.510457
        ],
        [
            0.202758,
            0.230161,
            -0.027403,
            -0.124426,
            0.076039,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -265572,
            -161144,
            -147240,
            -741390,
            -499838,
            -561371
        ],
        [
            1.458674,
            1.792893,
            0.819447,
            0.953006,
            1.300439,
            0.438385
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            45,
            25,
            20,
            45,
            25,
            20
        ],
        [
            55.445545,
            50,
            60.784314,
            55.445545,
            50,
            60.784314
        ],
        [
            1.172149,
            1.792893,
            0.528676,
            0.765808,
            1.300439,
            0.282829
        ],
        [
            234593,
            234593,
            29637,
            346695,
            346695,
            48249
        ],
        [
            -77404,
            -77404,
            -73407,
            -374607,
            -374607,
            -187050
        ],
        [
            115,
            206,
            25,
            115,
            206,
            25
        ],
        [
            114,
            226,
            24,
            114,
            226,
            24
        ],
        [
            115,
            185,
            28,
            115,
            185,
            28
        ],
        [
            11628,
            10306,
            1322,
            11628,
            10306,
            1322
        ],
        [
            469.925534,
            469.925535,
            493.425534,
            469.925535,
            469.925535,
            493.425535
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396364,
            -168191,
            -758197,
            -578466,
            -270805,
            -758197
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550433600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838366190,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 184,
            "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)