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Trade: WAVES/USDT/120/DCM/HMA/2709

Strategy
WAVES/USDT/120/DCM/HMA/2709
Pair
WAVES_USDT
Interval
2h
Score
328899
Daily Profit
0.404719
Profit Factor
1.607702
Profitability
37.444934
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:59
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 654835.4482 616944.2232 37891.225 602308.896 300845.9542 301462.9418
Total P&L (%) 654.8354 616.9442 37.8912 602.3089 300.846 301.4629
Avg Daily Profit (%) 0.4047 0.3813 0.0234 0.1205 0.0858 0.0859
Buy And Hold Return (%) 26.0839 26.0839 26.0839 26.0839 26.0839 26.0839
Max Trade Drawdown -147487 -74995 -193340 -540389 -295950 -351270
Profit Factor 1.6077 2.135 1.071 1.1991 1.1842 1.2166
Total Trades 227 114 113 227 114 113
Winning Trades 85 41 44 85 41 44
Losing Trades 142 73 69 142 73 69
Profitability (%) 37.4449 35.9649 38.9381 37.4449 35.9649 38.9381
Ratio Avg Win / Avg Loss 2.6858 3.8014 1.6795 2.0032 2.1084 1.9078
Largest Winning Trade 275303 275303 78607 335339 335339 174619
Largest Losing Trade -53872 -28520 -53872 -205829 -141241 -205829
Avg Bars in Trades 83 70 97 83 70 97
Avg Bars in Winners 142 120 162 142 120 162
Avg Bars in Losers 48 42 55 48 42 55
Bars Traded 19049 8059 10990 19049 8059 10990
Profit Streak 0 0 489.4579 0 0 489.4579
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 328899 285805 -331865 -35780 -100872 -81502

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580047200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927561422,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 59,
            "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": [
        [
            654835.4482160266,
            616944.2231735924,
            37891.2250424339,
            602308.8960185859,
            300845.9542034948,
            301462.9418150911
        ],
        [
            654.835448,
            616.944223,
            37.891225,
            602.308896,
            300.845954,
            301.462942
        ],
        [
            0.404719,
            0.381301,
            0.023419,
            0.120543,
            0.085847,
            0.085942
        ],
        [
            26.0839,
            26.0839,
            26.0839,
            26.0839,
            26.0839,
            26.0839
        ],
        [
            -147487,
            -74995,
            -193340,
            -540389,
            -295950,
            -351270
        ],
        [
            1.607702,
            2.135044,
            1.070955,
            1.199087,
            1.184179,
            1.216581
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            142,
            73,
            69,
            142,
            73,
            69
        ],
        [
            37.444934,
            35.964912,
            38.938053,
            37.444934,
            35.964912,
            38.938053
        ],
        [
            2.685809,
            3.80142,
            1.679452,
            2.003181,
            2.108417,
            1.907821
        ],
        [
            275303,
            275303,
            78607,
            335339,
            335339,
            174619
        ],
        [
            -53872,
            -28520,
            -53872,
            -205829,
            -141241,
            -205829
        ],
        [
            83,
            70,
            97,
            83,
            70,
            97
        ],
        [
            142,
            120,
            162,
            142,
            120,
            162
        ],
        [
            48,
            42,
            55,
            48,
            42,
            55
        ],
        [
            19049,
            8059,
            10990,
            19049,
            8059,
            10990
        ],
        [
            0,
            0,
            489.457887,
            0,
            0,
            489.457887
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328899,
            285805,
            -331865,
            -35780,
            -100872,
            -81502
        ]
    ]
}
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": 1580047200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927561422,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 59,
            "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)