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Trade: WAVES/USDT/240/DCM/WMA/1491

Strategy
WAVES/USDT/240/DCM/WMA/1491
Pair
WAVES_USDT
Interval
4h
Score
313149
Daily Profit
0.413769
Profit Factor
2.096468
Profitability
34.567901
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 04:33
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 817607.5777 633752.372 183855.2057 4352843.1156 1756583.7584 2596259.3572
Total P&L (%) 817.6076 633.7524 183.8552 4352.8431 1756.5838 2596.2594
Avg Daily Profit (%) 0.4138 0.3207 0.093 0.1923 0.148 0.1669
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77754 -74889 -139339 -2480923 -1745849 -1511414
Profit Factor 2.0965 2.7149 1.4888 1.3407 1.2553 1.4403
Total Trades 162 81 81 162 81 81
Winning Trades 56 27 29 56 27 29
Losing Trades 106 54 52 106 54 52
Profitability (%) 34.5679 33.3333 35.8025 34.5679 33.3333 35.8025
Ratio Avg Win / Avg Loss 3.9683 5.4297 2.6696 2.5377 2.5106 2.5826
Largest Winning Trade 193374 193374 69537 1313706 1313706 1101974
Largest Losing Trade -53378 -22118 -53378 -1058512 -1058512 -638092
Avg Bars in Trades 71 53 90 71 53 90
Avg Bars in Winners 159 119 197 159 119 197
Avg Bars in Losers 25 20 30 25 20 30
Bars Traded 11615 4311 7304 11615 4311 7304
Profit Streak 0 0 563.2314 0 0 563.2314
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313149 -4190 -82543 153459 -12640 -6338
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759973590154,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 11,
            "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": [
        [
            817607.5777392684,
            633752.3720127909,
            183855.2057264775,
            4352843.1156460345,
            1756583.7584476874,
            2596259.357198348
        ],
        [
            817.607578,
            633.752372,
            183.855206,
            4352.843116,
            1756.583758,
            2596.259357
        ],
        [
            0.413769,
            0.320725,
            0.093044,
            0.192296,
            0.14795,
            0.166862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77754,
            -74889,
            -139339,
            -2480923,
            -1745849,
            -1511414
        ],
        [
            2.096468,
            2.714873,
            1.488832,
            1.340668,
            1.255287,
            1.4403
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            106,
            54,
            52,
            106,
            54,
            52
        ],
        [
            34.567901,
            33.333333,
            35.802469,
            34.567901,
            33.333333,
            35.802469
        ],
        [
            3.968315,
            5.429746,
            2.669629,
            2.537692,
            2.510574,
            2.582606
        ],
        [
            193374,
            193374,
            69537,
            1313706,
            1313706,
            1101974
        ],
        [
            -53378,
            -22118,
            -53378,
            -1058512,
            -1058512,
            -638092
        ],
        [
            71,
            53,
            90,
            71,
            53,
            90
        ],
        [
            159,
            119,
            197,
            159,
            119,
            197
        ],
        [
            25,
            20,
            30,
            25,
            20,
            30
        ],
        [
            11615,
            4311,
            7304,
            11615,
            4311,
            7304
        ],
        [
            0,
            0,
            563.231367,
            0,
            0,
            563.231368
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313149,
            -4190,
            -82543,
            153459,
            -12640,
            -6338
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759973590154,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 11,
            "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)