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Trade: WAVES/USDT/60/DCM/RMA/2204

Strategy
WAVES/USDT/60/DCM/RMA/2204
Pair
WAVES_USDT
Interval
1h
Score
348540
Daily Profit
0.255048
Profit Factor
1.224980
Profitability
49.470899
Streak
471.392137
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-01 03:24
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 147183.2296 64635.8706 82547.359 132149.866 10725.9546 121423.9114
Total P&L (%) 147.1832 64.6359 82.5474 132.1499 10.726 121.4239
Avg Daily Profit (%) 0.255 0.112 0.143 0.1461 0.0177 0.1378
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53200 -55678 -57376 -149581 -161888 -124504
Profit Factor 1.225 1.1912 1.2611 1.1086 1.0162 1.2179
Total Trades 378 189 189 378 189 189
Winning Trades 187 95 92 187 95 92
Losing Trades 191 94 97 191 94 97
Profitability (%) 49.4709 50.2646 48.6772 49.4709 50.2646 48.6772
Ratio Avg Win / Avg Loss 1.2512 1.1787 1.3296 1.1323 1.0055 1.2841
Largest Winning Trade 25597 18779 25597 61688 36160 61688
Largest Losing Trade -35630 -35630 -14059 -108337 -108337 -24239
Avg Bars in Trades 36 35 37 36 35 37
Avg Bars in Winners 34 32 36 34 32 36
Avg Bars in Losers 37 37 38 37 37 38
Bars Traded 13704 6617 7087 13704 6617 7087
Profit Streak 471.3921 0 471.4338 471.3921 0 471.4338
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348540 -53918 -2122 -97228 -515035 -9320
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": 1669057200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759278280625,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 37,
            "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": [
        [
            147183.2296389586,
            64635.8706436114,
            82547.3589953473,
            132149.8660124774,
            10725.9545679877,
            121423.9114444896
        ],
        [
            147.18323,
            64.635871,
            82.547359,
            132.149866,
            10.725955,
            121.423911
        ],
        [
            0.255048,
            0.112005,
            0.143043,
            0.14605,
            0.017657,
            0.137842
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53200,
            -55678,
            -57376,
            -149581,
            -161888,
            -124504
        ],
        [
            1.22498,
            1.191231,
            1.261054,
            1.108552,
            1.016245,
            1.217948
        ],
        [
            378,
            189,
            189,
            378,
            189,
            189
        ],
        [
            187,
            95,
            92,
            187,
            95,
            92
        ],
        [
            191,
            94,
            97,
            191,
            94,
            97
        ],
        [
            49.470899,
            50.26455,
            48.677249,
            49.470899,
            50.26455,
            48.677249
        ],
        [
            1.251182,
            1.178692,
            1.329589,
            1.132264,
            1.005548,
            1.284141
        ],
        [
            25597,
            18779,
            25597,
            61688,
            36160,
            61688
        ],
        [
            -35630,
            -35630,
            -14059,
            -108337,
            -108337,
            -24239
        ],
        [
            36,
            35,
            37,
            36,
            35,
            37
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            37,
            37,
            38,
            37,
            37,
            38
        ],
        [
            13704,
            6617,
            7087,
            13704,
            6617,
            7087
        ],
        [
            471.392137,
            0,
            471.433803,
            471.392137,
            0,
            471.433804
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348540,
            -53918,
            -2122,
            -97228,
            -515035,
            -9320
        ]
    ]
}
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": 1669057200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759278280625,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 37,
            "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)