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Trade: WAVES/USDT/360/DCM/SSF/1048

Strategy
WAVES/USDT/360/DCM/SSF/1048
Pair
WAVES_USDT
Interval
6h
Score
509569
Daily Profit
0.255243
Profit Factor
2.629987
Profitability
54.166667
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-30 00:19
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 613314.8672 504552.2298 108762.6374 1318934.4141 699538.0488 619396.3653
Total P&L (%) 613.3149 504.5522 108.7626 1318.9344 699.538 619.3964
Avg Daily Profit (%) 0.3103 0.2552 0.055 0.1343 0.1052 0.0999
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108320 -68724 -218464 -419714 -453932 -707543
Profit Factor 1.9733 2.63 1.3393 1.5181 1.4738 1.5792
Total Trades 96 48 48 96 48 48
Winning Trades 48 26 22 48 26 22
Losing Trades 48 22 26 48 22 26
Profitability (%) 50 54.1667 45.8333 50 54.1667 45.8333
Ratio Avg Win / Avg Loss 1.9733 2.2254 1.5828 1.5181 1.247 1.8663
Largest Winning Trade 172977 172977 81259 444035 299183 444035
Largest Losing Trade -49791 -49791 -40860 -201498 -191199 -201498
Avg Bars in Trades 80 55 104 80 55 104
Avg Bars in Winners 100 60 147 100 60 147
Avg Bars in Losers 60 50 68 60 50 68
Bars Traded 7716 2682 5034 7716 2682 5034
Profit Streak 0 0 589.3886 0 0 589.3886
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467452 509569 -118191 -10572 -50320 -56507
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": 1550944800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759180777691,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            613314.867208202,
            504552.229817235,
            108762.637390967,
            1318934.4140889184,
            699538.0488339649,
            619396.3652549539
        ],
        [
            613.314867,
            504.55223,
            108.762637,
            1318.934414,
            699.538049,
            619.396365
        ],
        [
            0.310264,
            0.255243,
            0.055021,
            0.134275,
            0.105221,
            0.099872
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108320,
            -68724,
            -218464,
            -419714,
            -453932,
            -707543
        ],
        [
            1.97334,
            2.629987,
            1.339279,
            1.518062,
            1.473784,
            1.579194
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            50,
            54.166667,
            45.833333,
            50,
            54.166667,
            45.833333
        ],
        [
            1.97334,
            2.225374,
            1.582784,
            1.518062,
            1.247048,
            1.86632
        ],
        [
            172977,
            172977,
            81259,
            444035,
            299183,
            444035
        ],
        [
            -49791,
            -49791,
            -40860,
            -201498,
            -191199,
            -201498
        ],
        [
            80,
            55,
            104,
            80,
            55,
            104
        ],
        [
            100,
            60,
            147,
            100,
            60,
            147
        ],
        [
            60,
            50,
            68,
            60,
            50,
            68
        ],
        [
            7716,
            2682,
            5034,
            7716,
            2682,
            5034
        ],
        [
            0,
            0,
            589.388631,
            0,
            0,
            589.388631
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467452,
            509569,
            -118191,
            -10572,
            -50320,
            -56507
        ]
    ]
}
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": 1550944800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759180777691,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 2
        }
    }
}

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)