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Trade: WAVES/USDT/480/DCM/PWMA/3402

Strategy
WAVES/USDT/480/DCM/PWMA/3402
Pair
WAVES_USDT
Interval
8h
Score
698750
Daily Profit
0.183931
Profit Factor
13.395711
Profitability
68.571429
Streak
603.055947
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-07 20:20
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 82395.5342 173661.2801 -91265.7459 -158348.7615 3682488.3143 -3840837.0758
Total P&L (%) 82.3955 173.6613 -91.2657 -158.3488 3682.4883 -3840.8371
Avg Daily Profit (%) 0.0417 0.0878 -0.0462 0 0.1839 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -472116 -154140 -371975 -6527077 -151594 -6717287
Profit Factor 1.1082 1.8942 0.8391 0.9785 13.3957 0.4559
Total Trades 70 35 35 70 35 35
Winning Trades 42 21 21 46 24 22
Losing Trades 28 14 14 24 11 13
Profitability (%) 60 60 60 65.7143 68.5714 62.8571
Ratio Avg Win / Avg Loss 0.7388 1.2628 0.5594 0.5105 6.1397 0.2694
Largest Winning Trade 73800 73800 46279 811602 746462 811602
Largest Losing Trade -173989 -43085 -173989 -3557702 -141896 -3557702
Avg Bars in Trades 80 45 115 80 45 115
Avg Bars in Winners 65 45 86 82 49 118
Avg Bars in Losers 102 45 159 75 35 109
Bars Traded 5626 1591 4035 5626 1591 4035
Profit Streak 514.7226 0 538.0559 0 603.0559 0
Trades During Streak 1 0 1 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -337015 -71913 -578907 -677240 698750 -579121
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554451200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759857633808,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "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": [
        [
            82395.5342344482,
            173661.2801133014,
            -91265.7458788532,
            -158348.7615055058,
            3682488.314301664,
            -3840837.075807171
        ],
        [
            82.395534,
            173.66128,
            -91.265746,
            -158.348762,
            3682.488314,
            -3840.837076
        ],
        [
            0.041677,
            0.087841,
            -0.046164,
            0,
            0.183931,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -472116,
            -154140,
            -371975,
            -6527077,
            -151594,
            -6717287
        ],
        [
            1.108213,
            1.894189,
            0.839097,
            0.978473,
            13.395711,
            0.455877
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            42,
            21,
            21,
            46,
            24,
            22
        ],
        [
            28,
            14,
            14,
            24,
            11,
            13
        ],
        [
            60,
            60,
            60,
            65.714286,
            68.571429,
            62.857143
        ],
        [
            0.738808,
            1.262793,
            0.559398,
            0.510508,
            6.139701,
            0.269382
        ],
        [
            73800,
            73800,
            46279,
            811602,
            746462,
            811602
        ],
        [
            -173989,
            -43085,
            -173989,
            -3557702,
            -141896,
            -3557702
        ],
        [
            80,
            45,
            115,
            80,
            45,
            115
        ],
        [
            65,
            45,
            86,
            82,
            49,
            118
        ],
        [
            102,
            45,
            159,
            75,
            35,
            109
        ],
        [
            5626,
            1591,
            4035,
            5626,
            1591,
            4035
        ],
        [
            514.722613,
            0,
            538.055947,
            0,
            603.055947,
            0
        ],
        [
            1,
            0,
            1,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -337015,
            -71913,
            -578907,
            -677240,
            698750,
            -579121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554451200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759857633808,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 232,
            "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)