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Trade: WAVES/USDT/120/DCM/JMA/1990

Strategy
WAVES/USDT/120/DCM/JMA/1990
Pair
WAVES_USDT
Interval
2h
Score
310211
Daily Profit
0.433493
Profit Factor
1.681798
Profitability
34.586466
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 04:06
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 701391.9341 625300.7445 76091.1896 1323689.0012 627763.555 695925.4462
Total P&L (%) 701.3919 625.3007 76.0912 1323.689 627.7636 695.9254
Avg Daily Profit (%) 0.4335 0.3865 0.047 0.1643 0.1227 0.1283
Buy And Hold Return (%) 26.143 26.143 26.143 26.143 26.143 26.143
Max Trade Drawdown -114264 -63333 -210971 -714583 -435424 -702003
Profit Factor 1.6818 2.3157 1.1375 1.3344 1.3331 1.3355
Total Trades 266 133 133 266 133 133
Winning Trades 92 45 47 92 45 47
Losing Trades 174 88 86 174 88 86
Profitability (%) 34.5865 33.8346 35.3383 34.5865 33.8346 35.3383
Ratio Avg Win / Avg Loss 3.1808 4.5285 2.0813 2.5237 2.607 2.4436
Largest Winning Trade 299959 299959 63193 570999 570999 347689
Largest Losing Trade -29426 -19742 -29426 -184573 -183690 -184573
Avg Bars in Trades 71 60 82 71 60 82
Avg Bars in Winners 141 120 162 141 120 162
Avg Bars in Losers 34 30 39 34 30 39
Bars Traded 19083 8106 10977 19083 8106 10977
Profit Streak 0 0 491.6296 0 0 491.6296
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310211 271906 -206804 163251 -33818 -25248
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579917600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107999991,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 29,
            "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": [
        [
            701391.9340789884,
            625300.7444850462,
            76091.1895939425,
            1323689.001219356,
            627763.5550462957,
            695925.4461730602
        ],
        [
            701.391934,
            625.300744,
            76.09119,
            1323.689001,
            627.763555,
            695.925446
        ],
        [
            0.433493,
            0.386465,
            0.047028,
            0.164278,
            0.122746,
            0.128286
        ],
        [
            26.143025,
            26.143025,
            26.143025,
            26.143025,
            26.143025,
            26.143025
        ],
        [
            -114264,
            -63333,
            -210971,
            -714583,
            -435424,
            -702003
        ],
        [
            1.681798,
            2.315721,
            1.137476,
            1.334358,
            1.333146,
            1.33546
        ],
        [
            266,
            133,
            133,
            266,
            133,
            133
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            174,
            88,
            86,
            174,
            88,
            86
        ],
        [
            34.586466,
            33.834586,
            35.338346,
            34.586466,
            33.834586,
            35.338346
        ],
        [
            3.180792,
            4.528521,
            2.08134,
            2.523678,
            2.607041,
            2.443607
        ],
        [
            299959,
            299959,
            63193,
            570999,
            570999,
            347689
        ],
        [
            -29426,
            -19742,
            -29426,
            -184573,
            -183690,
            -184573
        ],
        [
            71,
            60,
            82,
            71,
            60,
            82
        ],
        [
            141,
            120,
            162,
            141,
            120,
            162
        ],
        [
            34,
            30,
            39,
            34,
            30,
            39
        ],
        [
            19083,
            8106,
            10977,
            19083,
            8106,
            10977
        ],
        [
            0,
            0,
            491.629629,
            0,
            0,
            491.62963
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310211,
            271906,
            -206804,
            163251,
            -33818,
            -25248
        ]
    ]
}
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": 1579917600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107999991,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 29,
            "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)