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Trade: WAVES/USDT/240/DCU/WMA/4512

Strategy
WAVES/USDT/240/DCU/WMA/4512
Pair
WAVES_USDT
Interval
4h
Score
324248
Daily Profit
0.180540
Profit Factor
1.306577
Profitability
63.157895
Streak
537.398394
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 12:33
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 -1958440.5901 -35865.4749 -1922575.1151 2296905.4704 -1134404.855 3431310.3254
Total P&L (%) -1958.4406 -35.8655 -1922.5751 2296.9055 -1134.4049 3431.3103
Avg Daily Profit (%) -0.9911 -0.0182 -0.973 0.1609 0 0.1805
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2181433 -35319 -2178461 -4789218 -1132694 -4858733
Profit Factor 0.2086 0.4736 0.2011 1.178 0.3367 1.3066
Total Trades 77 39 38 77 39 38
Winning Trades 39 16 23 35 11 24
Losing Trades 38 23 15 42 28 14
Profitability (%) 50.6494 41.0256 60.5263 45.4545 28.2051 63.1579
Ratio Avg Win / Avg Loss 0.2032 0.6808 0.1311 1.4136 0.8571 0.7622
Largest Winning Trade 72564 5538 72564 3220595 115149 3220595
Largest Losing Trade -1987970 -10172 -1987970 -3940233 -271442 -3940233
Avg Bars in Trades 145 2 291 145 2 291
Avg Bars in Winners 100 2 168 112 3 162
Avg Bars in Losers 191 2 480 172 2 513
Bars Traded 11199 109 11090 11199 109 11090
Profit Streak 0 0 537.3984 0 0 537.3984
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -626971 -583969 -578441 -65049 -596168 324248

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548331200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792821226,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "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": [
        [
            -1958440.5900609943,
            -35865.474923657,
            -1922575.1151373363,
            2296905.470394118,
            -1134404.8550191633,
            3431310.3254132816
        ],
        [
            -1958.44059,
            -35.865475,
            -1922.575115,
            2296.90547,
            -1134.404855,
            3431.310325
        ],
        [
            -0.991114,
            -0.018151,
            -0.972963,
            0.160897,
            0,
            0.18054
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2181433,
            -35319,
            -2178461,
            -4789218,
            -1132694,
            -4858733
        ],
        [
            0.208575,
            0.473611,
            0.201071,
            1.178018,
            0.336716,
            1.306577
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            39,
            16,
            23,
            35,
            11,
            24
        ],
        [
            38,
            23,
            15,
            42,
            28,
            14
        ],
        [
            50.649351,
            41.025641,
            60.526316,
            45.454545,
            28.205128,
            63.157895
        ],
        [
            0.203227,
            0.680816,
            0.131133,
            1.413622,
            0.857094,
            0.76217
        ],
        [
            72564,
            5538,
            72564,
            3220595,
            115149,
            3220595
        ],
        [
            -1987970,
            -10172,
            -1987970,
            -3940233,
            -271442,
            -3940233
        ],
        [
            145,
            2,
            291,
            145,
            2,
            291
        ],
        [
            100,
            2,
            168,
            112,
            3,
            162
        ],
        [
            191,
            2,
            480,
            172,
            2,
            513
        ],
        [
            11199,
            109,
            11090,
            11199,
            109,
            11090
        ],
        [
            0,
            0,
            537.398394,
            0,
            0,
            537.398394
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -626971,
            -583969,
            -578441,
            -65049,
            -596168,
            324248
        ]
    ]
}
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": 1548331200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758792821226,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 15,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 38,
            "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)