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Trade: WAVES/USDT/360/SMA/DCM/8734

Strategy
WAVES/USDT/360/SMA/DCM/8734
Pair
WAVES_USDT
Interval
6h
Score
304246
Daily Profit
0.157161
Profit Factor
1.680580
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-10 21:26
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 146030.8898 310667.2809 -164636.3911 -99614.2079 97883.6587 -197497.8666
Total P&L (%) 146.0309 310.6673 -164.6364 -99.6142 97.8837 -197.4979
Avg Daily Profit (%) 0.0739 0.1572 -0.0833 -0.2808 0.0345 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -353269 -234978 -207986 -482944 -358892 -214374
Profit Factor 1.1822 1.6806 0.5231 0.8784 1.2047 0.4206
Total Trades 94 47 47 94 47 47
Winning Trades 41 21 20 41 21 20
Losing Trades 53 26 27 53 26 27
Profitability (%) 43.617 44.6809 42.5532 43.617 44.6809 42.5532
Ratio Avg Win / Avg Loss 1.5281 2.0807 0.7062 1.1354 1.4916 0.5678
Largest Winning Trade 431999 431999 30135 170078 170078 49904
Largest Losing Trade -94876 -72826 -94876 -174165 -174165 -99388
Avg Bars in Trades 80 123 38 80 123 38
Avg Bars in Winners 112 177 44 112 177 44
Avg Bars in Losers 55 79 33 55 79 33
Bars Traded 7595 5802 1793 7595 5802 1793
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -115589 304246 -583592 -581342 -149248 -583592
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": 1553104800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760120770609,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 206,
            "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": [
        [
            146030.8898389825,
            310667.2809494945,
            -164636.3911105118,
            -99614.2079275946,
            97883.6587147488,
            -197497.8666423435
        ],
        [
            146.03089,
            310.667281,
            -164.636391,
            -99.614208,
            97.883659,
            -197.497867
        ],
        [
            0.073874,
            0.157161,
            -0.083286,
            -0.280755,
            0.034533,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -353269,
            -234978,
            -207986,
            -482944,
            -358892,
            -214374
        ],
        [
            1.182151,
            1.68058,
            0.523106,
            0.878367,
            1.204724,
            0.420564
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            43.617021,
            44.680851,
            42.553191,
            43.617021,
            44.680851,
            42.553191
        ],
        [
            1.528147,
            2.080718,
            0.706194,
            1.135449,
            1.491563,
            0.567762
        ],
        [
            431999,
            431999,
            30135,
            170078,
            170078,
            49904
        ],
        [
            -94876,
            -72826,
            -94876,
            -174165,
            -174165,
            -99388
        ],
        [
            80,
            123,
            38,
            80,
            123,
            38
        ],
        [
            112,
            177,
            44,
            112,
            177,
            44
        ],
        [
            55,
            79,
            33,
            55,
            79,
            33
        ],
        [
            7595,
            5802,
            1793,
            7595,
            5802,
            1793
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -115589,
            304246,
            -583592,
            -581342,
            -149248,
            -583592
        ]
    ]
}
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": 1553104800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760120770609,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 206,
            "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)