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Trade: WAVES/USDT/120/DCL/VWAP/5159

Strategy
WAVES/USDT/120/DCL/VWAP/5159
Pair
WAVES_USDT
Interval
2h
Score
339909
Daily Profit
0.183842
Profit Factor
1.271928
Profitability
49.523810
Streak
471.320155
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:41
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 297455.5996 324794.1507 -27338.551 -29707.7395 391229.8366 -420937.5761
Total P&L (%) 297.4556 324.7942 -27.3386 -29.7077 391.2298 -420.9376
Avg Daily Profit (%) 0.1838 0.2007 -0.0169 -0.0218 0.0984 0
Buy And Hold Return (%) 24.7536 24.7536 24.7536 24.7536 24.7536 24.7536
Max Trade Drawdown -286577 -256526 -46589 -4421731 -3532283 -900972
Profit Factor 1.2719 1.3384 0.7963 0.9975 1.038 0.7309
Total Trades 315 157 158 315 157 158
Winning Trades 156 75 81 156 75 81
Losing Trades 159 82 77 159 82 77
Profitability (%) 49.5238 47.7707 51.2658 49.5238 47.7707 51.2658
Ratio Avg Win / Avg Loss 1.2964 1.4634 0.757 1.0167 1.1349 0.6948
Largest Winning Trade 90807 90807 5270 1245476 1245476 178558
Largest Losing Trade -55776 -55776 -12068 -1221754 -1221754 -260391
Avg Bars in Trades 60 120 1 60 120 1
Avg Bars in Winners 56 116 1 56 116 1
Avg Bars in Losers 64 123 1 64 123 1
Bars Traded 19141 18879 262 19141 18879 262
Profit Streak 471.3202 0 502.0702 471.3202 0 502.0702
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339909 264467 -579103 -577064 -240925 -579103
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578751200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196461411,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            297455.5996250113,
            324794.1506575214,
            -27338.5510325102,
            -29707.7394937503,
            391229.8366274005,
            -420937.5761211498
        ],
        [
            297.4556,
            324.794151,
            -27.338551,
            -29.707739,
            391.229837,
            -420.937576
        ],
        [
            0.183842,
            0.200738,
            -0.016897,
            -0.021784,
            0.098426,
            0
        ],
        [
            24.753623,
            24.753623,
            24.753623,
            24.753623,
            24.753623,
            24.753623
        ],
        [
            -286577,
            -256526,
            -46589,
            -4421731,
            -3532283,
            -900972
        ],
        [
            1.271928,
            1.338443,
            0.79629,
            0.997496,
            1.037976,
            0.730894
        ],
        [
            315,
            157,
            158,
            315,
            157,
            158
        ],
        [
            156,
            75,
            81,
            156,
            75,
            81
        ],
        [
            159,
            82,
            77,
            159,
            82,
            77
        ],
        [
            49.52381,
            47.770701,
            51.265823,
            49.52381,
            47.770701,
            51.265823
        ],
        [
            1.296389,
            1.463364,
            0.756967,
            1.016679,
            1.134853,
            0.6948
        ],
        [
            90807,
            90807,
            5270,
            1245476,
            1245476,
            178558
        ],
        [
            -55776,
            -55776,
            -12068,
            -1221754,
            -1221754,
            -260391
        ],
        [
            60,
            120,
            1,
            60,
            120,
            1
        ],
        [
            56,
            116,
            1,
            56,
            116,
            1
        ],
        [
            64,
            123,
            1,
            64,
            123,
            1
        ],
        [
            19141,
            18879,
            262,
            19141,
            18879,
            262
        ],
        [
            471.320155,
            0,
            502.070155,
            471.320155,
            0,
            502.070155
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339909,
            264467,
            -579103,
            -577064,
            -240925,
            -579103
        ]
    ]
}
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": 1578751200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196461411,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)