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Trade: WAVES/USDT/60/DCM/DEMA/1963

Strategy
WAVES/USDT/60/DCM/DEMA/1963
Pair
WAVES_USDT
Interval
1h
Score
300197
Daily Profit
0.260533
Profit Factor
1.326183
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-05 12:47
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 150348.3372 88881.0039 61467.3333 126533.161 55075.3215 71457.8395
Total P&L (%) 150.3483 88.881 61.4673 126.5332 55.0753 71.4578
Avg Daily Profit (%) 0.2605 0.154 0.1065 0.1418 0.0761 0.0935
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69425 -50402 -70969 -157125 -137048 -143492
Profit Factor 1.3262 1.4007 1.2571 1.1388 1.1217 1.1555
Total Trades 186 93 93 186 93 93
Winning Trades 90 47 43 90 47 43
Losing Trades 96 46 50 96 46 50
Profitability (%) 48.3871 50.5376 46.2366 48.3871 50.5376 46.2366
Ratio Avg Win / Avg Loss 1.4146 1.3709 1.4617 1.2147 1.0979 1.3436
Largest Winning Trade 59008 59008 32132 102419 102419 50041
Largest Losing Trade -23252 -23252 -21250 -63347 -63347 -45352
Avg Bars in Trades 71 53 89 71 53 89
Avg Bars in Winners 65 62 69 65 62 69
Avg Bars in Losers 77 45 107 77 45 107
Bars Traded 13321 4992 8329 13321 4992 8329
Profit Streak 0 0 505.8664 0 0 505.8664
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300197 262832 -53110 -71674 -179622 -119218
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669518000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759657657184,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 220,
            "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": [
        [
            150348.3371991749,
            88881.0039006042,
            61467.3332985707,
            126533.1609993881,
            55075.3215246978,
            71457.8394746904
        ],
        [
            150.348337,
            88.881004,
            61.467333,
            126.533161,
            55.075322,
            71.457839
        ],
        [
            0.260533,
            0.154019,
            0.106514,
            0.1418,
            0.076057,
            0.093474
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69425,
            -50402,
            -70969,
            -157125,
            -137048,
            -143492
        ],
        [
            1.326183,
            1.400691,
            1.257064,
            1.13876,
            1.121748,
            1.155508
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            90,
            47,
            43,
            90,
            47,
            43
        ],
        [
            96,
            46,
            50,
            96,
            46,
            50
        ],
        [
            48.387097,
            50.537634,
            46.236559,
            48.387097,
            50.537634,
            46.236559
        ],
        [
            1.414595,
            1.370889,
            1.461702,
            1.214678,
            1.097881,
            1.343614
        ],
        [
            59008,
            59008,
            32132,
            102419,
            102419,
            50041
        ],
        [
            -23252,
            -23252,
            -21250,
            -63347,
            -63347,
            -45352
        ],
        [
            71,
            53,
            89,
            71,
            53,
            89
        ],
        [
            65,
            62,
            69,
            65,
            62,
            69
        ],
        [
            77,
            45,
            107,
            77,
            45,
            107
        ],
        [
            13321,
            4992,
            8329,
            13321,
            4992,
            8329
        ],
        [
            0,
            0,
            505.866402,
            0,
            0,
            505.866403
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300197,
            262832,
            -53110,
            -71674,
            -179622,
            -119218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669518000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759657657184,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 220,
            "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)