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Trade: WAVES/USDT/360/DCM/HMA/8437

Strategy
WAVES/USDT/360/DCM/HMA/8437
Pair
WAVES_USDT
Interval
6h
Score
438291
Daily Profit
0.309411
Profit Factor
1.395287
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 15:02
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 611627.8498 477363.4046 134264.4452 800662.6238 1414569.7888 -613907.165
Total P&L (%) 611.6279 477.3634 134.2644 800.6626 1414.5698 -613.9072
Avg Daily Profit (%) 0.3094 0.2415 0.0679 0.1113 0.1376 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147987 -152344 -149390 -1872164 -1172745 -1733855
Profit Factor 1.3953 1.6652 1.1618 1.0734 1.2832 0.8961
Total Trades 432 216 216 432 216 216
Winning Trades 216 107 109 216 107 109
Losing Trades 216 109 107 216 109 107
Profitability (%) 50 49.537 50.463 50 49.537 50.463
Ratio Avg Win / Avg Loss 1.3953 1.6963 1.1405 1.0734 1.3072 0.8797
Largest Winning Trade 78265 78265 70319 558052 558052 515256
Largest Losing Trade -55591 -39636 -55591 -1044380 -345492 -1044380
Avg Bars in Trades 18 14 21 18 14 21
Avg Bars in Winners 18 14 22 18 14 22
Avg Bars in Losers 17 13 21 17 13 21
Bars Traded 7790 3101 4689 7790 3101 4689
Profit Streak 0 0 484.752 0 0 484.752
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 438291 424890 -143257 -181273 -8297 -579280

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549022400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801774189,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 52,
            "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": [
        [
            611627.8497974066,
            477363.404593753,
            134264.4452036537,
            800662.6237569184,
            1414569.788799117,
            -613907.1650421991
        ],
        [
            611.62785,
            477.363405,
            134.264445,
            800.662624,
            1414.569789,
            -613.907165
        ],
        [
            0.309411,
            0.241489,
            0.067922,
            0.111252,
            0.137579,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147987,
            -152344,
            -149390,
            -1872164,
            -1172745,
            -1733855
        ],
        [
            1.395287,
            1.665175,
            1.161833,
            1.073429,
            1.283185,
            0.8961
        ],
        [
            432,
            216,
            216,
            432,
            216,
            216
        ],
        [
            216,
            107,
            109,
            216,
            107,
            109
        ],
        [
            216,
            109,
            107,
            216,
            109,
            107
        ],
        [
            50,
            49.537037,
            50.462963,
            50,
            49.537037,
            50.462963
        ],
        [
            1.395287,
            1.6963,
            1.140515,
            1.073429,
            1.307169,
            0.879657
        ],
        [
            78265,
            78265,
            70319,
            558052,
            558052,
            515256
        ],
        [
            -55591,
            -39636,
            -55591,
            -1044380,
            -345492,
            -1044380
        ],
        [
            18,
            14,
            21,
            18,
            14,
            21
        ],
        [
            18,
            14,
            22,
            18,
            14,
            22
        ],
        [
            17,
            13,
            21,
            17,
            13,
            21
        ],
        [
            7790,
            3101,
            4689,
            7790,
            3101,
            4689
        ],
        [
            0,
            0,
            484.752016,
            0,
            0,
            484.752016
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438291,
            424890,
            -143257,
            -181273,
            -8297,
            -579280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549022400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801774189,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 52,
            "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)