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Trade: WAVES/USDT/120/DCL/SMA/4411

Strategy
WAVES/USDT/120/DCL/SMA/4411
Pair
WAVES_USDT
Interval
2h
Score
453590
Daily Profit
0.293289
Profit Factor
1.656085
Profitability
51.552795
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 17:19
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474540.8487 489429.0345 -14888.1858 89495.5132 579373.934 -489878.4208
Total P&L (%) 474.5408 489.429 -14.8882 89.4955 579.3739 -489.8784
Avg Daily Profit (%) 0.2933 0.3025 -0.0092 0.0395 0.1185 0
Buy And Hold Return (%) 25.1454 25.1454 25.1454 25.1454 25.1454 25.1454
Max Trade Drawdown -237185 -220847 -40029 -4326665 -3914499 -874030
Profit Factor 1.6561 1.7902 0.8567 1.0084 1.0619 0.6367
Total Trades 161 80 81 161 80 81
Winning Trades 83 46 37 83 46 37
Losing Trades 78 34 44 78 34 44
Profitability (%) 51.5528 57.5 45.679 51.5528 57.5 45.679
Ratio Avg Win / Avg Loss 1.5563 1.3232 1.0188 0.9476 0.7849 0.7571
Largest Winning Trade 81602 81602 7269 1721956 1721956 134593
Largest Losing Trade -84499 -84499 -9896 -3427077 -3427077 -366878
Avg Bars in Trades 116 231 3 116 231 3
Avg Bars in Winners 91 162 3 91 162 3
Avg Bars in Losers 143 324 3 143 324 3
Bars Traded 18785 18520 265 18785 18520 265
Profit Streak 0 510.597 0 0 510.597 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 453590 -6466 -592472 -354693 -205775 -594138

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578996000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896377032,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "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": [
        [
            474540.8486816488,
            489429.0345165592,
            -14888.1858349104,
            89495.5131526682,
            579373.933984542,
            -489878.4208318731
        ],
        [
            474.540849,
            489.429035,
            -14.888186,
            89.495513,
            579.373934,
            -489.878421
        ],
        [
            0.293289,
            0.30249,
            -0.009202,
            0.039513,
            0.118488,
            0
        ],
        [
            25.145383,
            25.145383,
            25.145383,
            25.145383,
            25.145383,
            25.145383
        ],
        [
            -237185,
            -220847,
            -40029,
            -4326665,
            -3914499,
            -874030
        ],
        [
            1.656085,
            1.790215,
            0.856748,
            1.008356,
            1.061884,
            0.636666
        ],
        [
            161,
            80,
            81,
            161,
            80,
            81
        ],
        [
            83,
            46,
            37,
            83,
            46,
            37
        ],
        [
            78,
            34,
            44,
            78,
            34,
            44
        ],
        [
            51.552795,
            57.5,
            45.679012,
            51.552795,
            57.5,
            45.679012
        ],
        [
            1.55632,
            1.323202,
            1.018836,
            0.947611,
            0.784871,
            0.757117
        ],
        [
            81602,
            81602,
            7269,
            1721956,
            1721956,
            134593
        ],
        [
            -84499,
            -84499,
            -9896,
            -3427077,
            -3427077,
            -366878
        ],
        [
            116,
            231,
            3,
            116,
            231,
            3
        ],
        [
            91,
            162,
            3,
            91,
            162,
            3
        ],
        [
            143,
            324,
            3,
            143,
            324,
            3
        ],
        [
            18785,
            18520,
            265,
            18785,
            18520,
            265
        ],
        [
            0,
            510.596956,
            0,
            0,
            510.596956,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            453590,
            -6466,
            -592472,
            -354693,
            -205775,
            -594138
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578996000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896377032,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 19,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 38,
            "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)