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Trade: WAVES/USDT/240/DCM/VWMA/9481

Strategy
WAVES/USDT/240/DCM/VWMA/9481
Pair
WAVES_USDT
Interval
4h
Score
512597
Daily Profit
0.173255
Profit Factor
2.709924
Profitability
55.555556
Streak
621.177467
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-05 03:15
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 314199.2243 342351.8913 -28152.667 -64388.759 15187.621 -79576.3799
Total P&L (%) 314.1992 342.3519 -28.1527 -64.3888 15.1876 -79.5764
Avg Daily Profit (%) 0.159 0.1733 -0.0142 -0.0522 0.0072 -0.0804
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -154928 -78037 -194655 -511646 -193329 -397311
Profit Factor 1.5278 2.7099 0.9288 0.9257 1.0511 0.8602
Total Trades 72 36 36 72 36 36
Winning Trades 35 20 15 35 20 15
Losing Trades 37 16 21 37 16 21
Profitability (%) 48.6111 55.5556 41.6667 48.6111 55.5556 41.6667
Ratio Avg Win / Avg Loss 1.6151 2.1679 1.3003 0.9786 0.8409 1.2042
Largest Winning Trade 103912 103912 77185 119225 79134 119225
Largest Losing Trade -92000 -27289 -92000 -392844 -104837 -392844
Avg Bars in Trades 159 151 167 159 151 167
Avg Bars in Winners 225 193 268 225 193 268
Avg Bars in Losers 97 98 96 97 98 96
Bars Traded 11487 5441 6046 11487 5441 6046
Profit Streak 589.0108 621.1775 589.0108 589.0108 621.1775 589.0108
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73126 512597 -581770 -663762 -357642 -581770
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550808000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759623333123,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "offset": 161
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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": [
        [
            314199.224338428,
            342351.8913442758,
            -28152.6670058479,
            -64388.7589535272,
            15187.620983905,
            -79576.3799374322
        ],
        [
            314.199224,
            342.351891,
            -28.152667,
            -64.388759,
            15.187621,
            -79.57638
        ],
        [
            0.159008,
            0.173255,
            -0.014247,
            -0.052239,
            0.007156,
            -0.080356
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -154928,
            -78037,
            -194655,
            -511646,
            -193329,
            -397311
        ],
        [
            1.52776,
            2.709924,
            0.928751,
            0.925659,
            1.051125,
            0.860162
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            48.611111,
            55.555556,
            41.666667,
            48.611111,
            55.555556,
            41.666667
        ],
        [
            1.615061,
            2.167939,
            1.300251,
            0.978554,
            0.8409,
            1.204226
        ],
        [
            103912,
            103912,
            77185,
            119225,
            79134,
            119225
        ],
        [
            -92000,
            -27289,
            -92000,
            -392844,
            -104837,
            -392844
        ],
        [
            159,
            151,
            167,
            159,
            151,
            167
        ],
        [
            225,
            193,
            268,
            225,
            193,
            268
        ],
        [
            97,
            98,
            96,
            97,
            98,
            96
        ],
        [
            11487,
            5441,
            6046,
            11487,
            5441,
            6046
        ],
        [
            589.0108,
            621.177467,
            589.0108,
            589.0108,
            621.177467,
            589.0108
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73126,
            512597,
            -581770,
            -663762,
            -357642,
            -581770
        ]
    ]
}
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": 1550808000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759623333123,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "offset": 161
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 144,
            "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)