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Trade: WAVES/USDT/120/DCM/HMA/2189

Strategy
WAVES/USDT/120/DCM/HMA/2189
Pair
WAVES_USDT
Interval
2h
Score
507638
Daily Profit
0.336673
Profit Factor
3.168993
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 23:48
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 612705.7951 544737.7062 67968.0889 1000080.5036 690892.1119 309188.3917
Total P&L (%) 612.7058 544.7377 67.9681 1000.0805 690.8921 309.1884
Avg Daily Profit (%) 0.3787 0.3367 0.042 0.1483 0.1279 0.0871
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112168 -93028 -83405 -1540940 -1481390 -906448
Profit Factor 2.2169 3.169 1.2693 1.1775 1.2257 1.1202
Total Trades 68 34 34 68 34 34
Winning Trades 30 16 14 30 16 14
Losing Trades 38 18 20 38 18 20
Profitability (%) 44.1176 47.0588 41.1765 44.1176 47.0588 41.1765
Ratio Avg Win / Avg Loss 2.808 3.5651 1.8133 1.4915 1.3789 1.6003
Largest Winning Trade 187255 187255 68193 779885 699797 779885
Largest Losing Trade -53184 -29283 -53184 -665774 -546780 -665774
Avg Bars in Trades 274 230 318 274 230 318
Avg Bars in Winners 481 397 577 481 397 577
Avg Bars in Losers 110 82 136 110 82 136
Bars Traded 18656 7843 10813 18656 7843 10813
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 -102281 507638 -139373 -135958 -23396 -167305
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581192000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759265334292,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 133
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 181,
            "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": [
        [
            612705.795081091,
            544737.7062281409,
            67968.0888529502,
            1000080.5035649515,
            690892.1119120594,
            309188.3916528914
        ],
        [
            612.705795,
            544.737706,
            67.968089,
            1000.080504,
            690.892112,
            309.188392
        ],
        [
            0.378681,
            0.336673,
            0.042007,
            0.148316,
            0.127893,
            0.087121
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112168,
            -93028,
            -83405,
            -1540940,
            -1481390,
            -906448
        ],
        [
            2.216879,
            3.168993,
            1.269332,
            1.177517,
            1.225698,
            1.120186
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            44.117647,
            47.058824,
            41.176471,
            44.117647,
            47.058824,
            41.176471
        ],
        [
            2.808047,
            3.565117,
            1.813331,
            1.491522,
            1.378911,
            1.600266
        ],
        [
            187255,
            187255,
            68193,
            779885,
            699797,
            779885
        ],
        [
            -53184,
            -29283,
            -53184,
            -665774,
            -546780,
            -665774
        ],
        [
            274,
            230,
            318,
            274,
            230,
            318
        ],
        [
            481,
            397,
            577,
            481,
            397,
            577
        ],
        [
            110,
            82,
            136,
            110,
            82,
            136
        ],
        [
            18656,
            7843,
            10813,
            18656,
            7843,
            10813
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102281,
            507638,
            -139373,
            -135958,
            -23396,
            -167305
        ]
    ]
}
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": 1581192000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759265334292,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 210,
            "offset": 133
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 181,
            "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)