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Trade: WAVES/USDT/360/DCL/PWMA/1664

Strategy
WAVES/USDT/360/DCL/PWMA/1664
Pair
WAVES_USDT
Interval
6h
Score
559329
Daily Profit
0.231134
Profit Factor
3.548830
Profitability
56.521739
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-01 11:29
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 447667.4065 456893.6126 -9226.206 204325.8579 -1035428.6443 1239754.5023
Total P&L (%) 447.6674 456.8936 -9.2262 204.3259 -1035.4286 1239.7545
Avg Daily Profit (%) 0.2265 0.2311 -0.0047 0.0563 0 0.1314
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165598 -139533 -37635 -8632388 -8515102 -225077
Profit Factor 2.4884 3.5488 0.9241 1.0213 0.8815 2.4915
Total Trades 93 46 47 93 46 47
Winning Trades 49 26 23 49 26 23
Losing Trades 44 20 24 44 20 24
Profitability (%) 52.6882 56.5217 48.9362 52.6882 56.5217 48.9362
Ratio Avg Win / Avg Loss 2.2345 2.7299 0.9642 0.9171 0.6781 2.5998
Largest Winning Trade 87996 87996 15467 3124336 3124336 849762
Largest Losing Trade -94349 -94349 -26404 -8354355 -8354355 -225077
Avg Bars in Trades 65 126 5 65 126 5
Avg Bars in Winners 74 134 6 74 134 6
Avg Bars in Losers 55 116 4 55 116 4
Bars Traded 6084 5826 258 6084 5826 258
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 474717 559329 -580832 -315832 -579859 -12541
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552132800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759307352742,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 202,
            "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": [
        [
            447667.4065063478,
            456893.6125512822,
            -9226.2060449344,
            204325.8579367804,
            -1035428.6443310968,
            1239754.5022678757
        ],
        [
            447.667407,
            456.893613,
            -9.226206,
            204.325858,
            -1035.428644,
            1239.754502
        ],
        [
            0.226466,
            0.231134,
            -0.004667,
            0.056317,
            0,
            0.131366
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165598,
            -139533,
            -37635,
            -8632388,
            -8515102,
            -225077
        ],
        [
            2.488431,
            3.54883,
            0.924069,
            1.021347,
            0.881535,
            2.491495
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            49,
            26,
            23,
            49,
            26,
            23
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            52.688172,
            56.521739,
            48.93617,
            52.688172,
            56.521739,
            48.93617
        ],
        [
            2.234509,
            2.72987,
            0.964246,
            0.917128,
            0.678104,
            2.59982
        ],
        [
            87996,
            87996,
            15467,
            3124336,
            3124336,
            849762
        ],
        [
            -94349,
            -94349,
            -26404,
            -8354355,
            -8354355,
            -225077
        ],
        [
            65,
            126,
            5,
            65,
            126,
            5
        ],
        [
            74,
            134,
            6,
            74,
            134,
            6
        ],
        [
            55,
            116,
            4,
            55,
            116,
            4
        ],
        [
            6084,
            5826,
            258,
            6084,
            5826,
            258
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            474717,
            559329,
            -580832,
            -315832,
            -579859,
            -12541
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552132800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759307352742,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 202,
            "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)