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Trade: WAVES/USDT/480/SINWMA/DCM/5545

Strategy
WAVES/USDT/480/SINWMA/DCM/5545
Pair
WAVES_USDT
Interval
8h
Score
310142
Daily Profit
0.303907
Profit Factor
1.757524
Profitability
39.705882
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-09 22:50
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 600823.3823 521749.1419 79074.2405 568044.8414 404724.668 163320.1734
Total P&L (%) 600.8234 521.7491 79.0742 568.0448 404.7247 163.3202
Avg Daily Profit (%) 0.3039 0.2639 0.04 0.0961 0.0819 0.049
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152813 -131473 -73962 -2852263 -2221039 -1122847
Profit Factor 1.7575 2.1725 1.2271 1.0653 1.082 1.0435
Total Trades 136 68 68 136 68 68
Winning Trades 54 24 30 54 24 30
Losing Trades 82 44 38 82 44 38
Profitability (%) 39.7059 35.2941 44.1176 39.7059 35.2941 44.1176
Ratio Avg Win / Avg Loss 2.6688 3.9828 1.5544 1.6177 1.9836 1.3217
Largest Winning Trade 191106 191106 71063 1362355 1155871 1362355
Largest Losing Trade -31238 -31238 -28568 -1024440 -1024440 -525097
Avg Bars in Trades 42 39 45 42 39 45
Avg Bars in Winners 76 76 76 76 76 76
Avg Bars in Losers 20 19 21 20 19 21
Bars Traded 5790 2691 3099 5790 2691 3099
Profit Streak 0 0 511.8267 0 0 511.8267
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 310142 -102460 -249888 -215434 -328015 -411360
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549987200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760039424229,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "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": [
        [
            600823.382311321,
            521749.1418609635,
            79074.2404503571,
            568044.8414231567,
            404724.668012924,
            163320.1734102324
        ],
        [
            600.823382,
            521.749142,
            79.07424,
            568.044841,
            404.724668,
            163.320173
        ],
        [
            0.303907,
            0.26391,
            0.039997,
            0.09611,
            0.081917,
            0.048985
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152813,
            -131473,
            -73962,
            -2852263,
            -2221039,
            -1122847
        ],
        [
            1.757524,
            2.172453,
            1.227137,
            1.065334,
            1.081965,
            1.043474
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            39.705882,
            35.294118,
            44.117647,
            39.705882,
            35.294118,
            44.117647
        ],
        [
            2.668832,
            3.982831,
            1.554373,
            1.61773,
            1.983603,
            1.321734
        ],
        [
            191106,
            191106,
            71063,
            1362355,
            1155871,
            1362355
        ],
        [
            -31238,
            -31238,
            -28568,
            -1024440,
            -1024440,
            -525097
        ],
        [
            42,
            39,
            45,
            42,
            39,
            45
        ],
        [
            76,
            76,
            76,
            76,
            76,
            76
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            5790,
            2691,
            3099,
            5790,
            2691,
            3099
        ],
        [
            0,
            0,
            511.826669,
            0,
            0,
            511.826669
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            310142,
            -102460,
            -249888,
            -215434,
            -328015,
            -411360
        ]
    ]
}
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": 1549987200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760039424229,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 9,
            "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)