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Trade: WAVES/USDT/360/DCM/JMA/3379

Strategy
WAVES/USDT/360/DCM/JMA/3379
Pair
WAVES_USDT
Interval
6h
Score
314401
Daily Profit
0.352459
Profit Factor
1.941880
Profitability
38.095238
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-30 05:46
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 696723.3889 563632.7626 133090.6263 1360955.1162 962096.9036 398858.2126
Total P&L (%) 696.7234 563.6328 133.0906 1360.9551 962.0969 398.8582
Avg Daily Profit (%) 0.3525 0.2851 0.0673 0.1358 0.1196 0.0813
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129517 -84927 -181281 -701107 -570773 -831359
Profit Factor 1.9419 2.5591 1.3519 1.3338 1.4696 1.1967
Total Trades 126 63 63 126 63 63
Winning Trades 48 22 26 48 22 26
Losing Trades 78 41 37 78 41 37
Profitability (%) 38.0952 34.9206 41.2698 38.0952 34.9206 41.2698
Ratio Avg Win / Avg Loss 3.1556 4.7692 1.9239 2.1675 2.7388 1.703
Largest Winning Trade 211315 211315 71036 536768 536768 353142
Largest Losing Trade -53378 -31761 -53378 -290777 -231975 -290777
Avg Bars in Trades 61 45 76 61 45 76
Avg Bars in Winners 121 97 141 121 97 141
Avg Bars in Losers 24 18 31 24 18 31
Bars Traded 7741 2895 4846 7741 2895 4846
Profit Streak 0 0 491.3653 0 0 491.3653
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314401 -139177 -251292 -14279 -183509 -237178
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": 1550145600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200365056,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 19,
            "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": [
        [
            696723.3889302977,
            563632.7626236879,
            133090.6263066099,
            1360955.1161907902,
            962096.9035689486,
            398858.2126218415
        ],
        [
            696.723389,
            563.632763,
            133.090626,
            1360.955116,
            962.096904,
            398.858213
        ],
        [
            0.352459,
            0.285131,
            0.067328,
            0.135753,
            0.119603,
            0.081336
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129517,
            -84927,
            -181281,
            -701107,
            -570773,
            -831359
        ],
        [
            1.94188,
            2.559088,
            1.351905,
            1.333844,
            1.469585,
            1.196695
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            38.095238,
            34.920635,
            41.269841,
            38.095238,
            34.920635,
            41.269841
        ],
        [
            3.155556,
            4.76921,
            1.923864,
            2.167496,
            2.738772,
            1.70299
        ],
        [
            211315,
            211315,
            71036,
            536768,
            536768,
            353142
        ],
        [
            -53378,
            -31761,
            -53378,
            -290777,
            -231975,
            -290777
        ],
        [
            61,
            45,
            76,
            61,
            45,
            76
        ],
        [
            121,
            97,
            141,
            121,
            97,
            141
        ],
        [
            24,
            18,
            31,
            24,
            18,
            31
        ],
        [
            7741,
            2895,
            4846,
            7741,
            2895,
            4846
        ],
        [
            0,
            0,
            491.365336,
            0,
            0,
            491.365336
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314401,
            -139177,
            -251292,
            -14279,
            -183509,
            -237178
        ]
    ]
}
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": 1550145600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200365056,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 19,
            "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)