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Trade: WAVES/USDT/60/DCM/DEMA/3655

Strategy
WAVES/USDT/60/DCM/DEMA/3655
Pair
WAVES_USDT
Interval
1h
Score
466447
Daily Profit
0.485950
Profit Factor
1.551515
Profitability
51.838235
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-10 10:19
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 280432.2363 159845.8 120586.4362 723091.3572 252243.9814 470847.3758
Total P&L (%) 280.4322 159.8458 120.5864 723.0914 252.244 470.8474
Avg Daily Profit (%) 0.486 0.277 0.209 0.3659 0.2184 0.3023
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78417 -55320 -38285 -196363 -243999 -111690
Profit Factor 1.5515 1.6954 1.4328 1.5223 1.3477 1.7145
Total Trades 272 136 136 272 136 136
Winning Trades 141 69 72 141 69 72
Losing Trades 131 67 64 131 67 64
Profitability (%) 51.8382 50.7353 52.9412 51.8382 50.7353 52.9412
Ratio Avg Win / Avg Loss 1.4415 1.6462 1.2736 1.4143 1.3086 1.524
Largest Winning Trade 32456 30034 32456 164354 117952 164354
Largest Losing Trade -22023 -19261 -22023 -196363 -196363 -74202
Avg Bars in Trades 49 38 59 49 38 59
Avg Bars in Winners 52 41 63 52 41 63
Avg Bars in Losers 45 35 54 45 35 54
Bars Traded 13332 5285 8047 13332 5285 8047
Profit Streak 0 0 507.4722 0 0 507.4722
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466447 396105 350150 438089 275954 463606
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": 1669305600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760080797945,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 161,
            "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": [
        [
            280432.2362578178,
            159845.8000242205,
            120586.4362335972,
            723091.3572373484,
            252243.9814125367,
            470847.375824812
        ],
        [
            280.432236,
            159.8458,
            120.586436,
            723.091357,
            252.243981,
            470.847376
        ],
        [
            0.48595,
            0.276991,
            0.20896,
            0.365937,
            0.218432,
            0.302312
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78417,
            -55320,
            -38285,
            -196363,
            -243999,
            -111690
        ],
        [
            1.551515,
            1.695388,
            1.432814,
            1.52228,
            1.3477,
            1.714461
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            141,
            69,
            72,
            141,
            69,
            72
        ],
        [
            131,
            67,
            64,
            131,
            67,
            64
        ],
        [
            51.838235,
            50.735294,
            52.941176,
            51.838235,
            50.735294,
            52.941176
        ],
        [
            1.441478,
            1.646246,
            1.273612,
            1.414317,
            1.308636,
            1.523966
        ],
        [
            32456,
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            164354,
            117952,
            164354
        ],
        [
            -22023,
            -19261,
            -22023,
            -196363,
            -196363,
            -74202
        ],
        [
            49,
            38,
            59,
            49,
            38,
            59
        ],
        [
            52,
            41,
            63,
            52,
            41,
            63
        ],
        [
            45,
            35,
            54,
            45,
            35,
            54
        ],
        [
            13332,
            5285,
            8047,
            13332,
            5285,
            8047
        ],
        [
            0,
            0,
            507.472198,
            0,
            0,
            507.472198
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            466447,
            396105,
            350150,
            438089,
            275954,
            463606
        ]
    ]
}
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": 1669305600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760080797945,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 161,
            "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)