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Trade: WAVES/USDT/360/DCM/BBM/2752

Strategy
WAVES/USDT/360/DCM/BBM/2752
Pair
WAVES_USDT
Interval
6h
Score
480184
Daily Profit
0.198998
Profit Factor
2.424771
Profitability
58.139535
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 06:09
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 455372.0611 393370.249 62001.8121 447835.0332 304248.2722 143586.761
Total P&L (%) 455.3721 393.3702 62.0018 447.835 304.2483 143.5868
Avg Daily Profit (%) 0.2304 0.199 0.0314 0.0861 0.0707 0.045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99449 -65833 -207394 -191698 -243718 -393150
Profit Factor 1.7661 2.4248 1.1948 1.3512 1.4423 1.2446
Total Trades 86 43 43 86 43 43
Winning Trades 43 25 18 43 25 18
Losing Trades 43 18 25 43 18 25
Profitability (%) 50 58.1395 41.8605 50 58.1395 41.8605
Ratio Avg Win / Avg Loss 1.7661 1.7458 1.6595 1.3512 1.0384 1.7286
Largest Winning Trade 111742 111742 76384 179443 110253 179443
Largest Losing Trade -51044 -51044 -40618 -136125 -136125 -100401
Avg Bars in Trades 89 60 117 89 60 117
Avg Bars in Winners 121 73 187 121 73 187
Avg Bars in Losers 57 43 67 57 43 67
Bars Traded 7677 2617 5060 7677 2617 5060
Profit Streak 0 0 690.3816 0 0 690.3816
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 412532 480184 -158415 -77410 -96495 -133651

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": 1551636000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758856169926,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 32,
            "offset": 167,
            "std": 1.6222
        }
    }
}
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": [
        [
            455372.0611016676,
            393370.2490197591,
            62001.8120819086,
            447835.033236937,
            304248.2721960256,
            143586.7610409114
        ],
        [
            455.372061,
            393.370249,
            62.001812,
            447.835033,
            304.248272,
            143.586761
        ],
        [
            0.230364,
            0.198998,
            0.031366,
            0.086077,
            0.070689,
            0.045049
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99449,
            -65833,
            -207394,
            -191698,
            -243718,
            -393150
        ],
        [
            1.766142,
            2.424771,
            1.194805,
            1.351247,
            1.442251,
            1.244598
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            43,
            25,
            18,
            43,
            25,
            18
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            50,
            58.139535,
            41.860465,
            50,
            58.139535,
            41.860465
        ],
        [
            1.766142,
            1.745835,
            1.659451,
            1.351247,
            1.038421,
            1.728608
        ],
        [
            111742,
            111742,
            76384,
            179443,
            110253,
            179443
        ],
        [
            -51044,
            -51044,
            -40618,
            -136125,
            -136125,
            -100401
        ],
        [
            89,
            60,
            117,
            89,
            60,
            117
        ],
        [
            121,
            73,
            187,
            121,
            73,
            187
        ],
        [
            57,
            43,
            67,
            57,
            43,
            67
        ],
        [
            7677,
            2617,
            5060,
            7677,
            2617,
            5060
        ],
        [
            0,
            0,
            690.381596,
            0,
            0,
            690.381596
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            412532,
            480184,
            -158415,
            -77410,
            -96495,
            -133651
        ]
    ]
}
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": 1551636000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758856169926,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 32,
            "offset": 167,
            "std": 1.6222
        }
    }
}

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)