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Trade: WAVES/USDT/120/DCM/DEMA/7613

Strategy
WAVES/USDT/120/DCM/DEMA/7613
Pair
WAVES_USDT
Interval
2h
Score
483504
Daily Profit
0.440366
Profit Factor
1.513247
Profitability
46.462264
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 19:53
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 712511.5113 592830.9405 119680.5709 3351879.1659 2177732.3514 1174146.8146
Total P&L (%) 712.5115 592.8309 119.6806 3351.8792 2177.7324 1174.1468
Avg Daily Profit (%) 0.4404 0.3664 0.074 0.2191 0.1934 0.1574
Buy And Hold Return (%) 20.2638 20.2638 20.2638 20.2638 20.2638 20.2638
Max Trade Drawdown -127580 -62492 -189709 -2568360 -1370188 -2091982
Profit Factor 1.5132 1.8956 1.1648 1.221 1.2891 1.1538
Total Trades 424 212 212 424 212 212
Winning Trades 197 101 96 197 101 96
Losing Trades 227 111 116 227 111 116
Profitability (%) 46.4623 47.6415 45.283 46.4623 47.6415 45.283
Ratio Avg Win / Avg Loss 1.7437 2.0833 1.4074 1.4069 1.4168 1.3941
Largest Winning Trade 100730 100730 79777 1709171 1709171 774636
Largest Losing Trade -59047 -20686 -59047 -1083492 -465751 -1083492
Avg Bars in Trades 45 39 51 45 39 51
Avg Bars in Winners 57 46 68 57 46 68
Avg Bars in Losers 34 32 36 34 32 36
Bars Traded 19136 8268 10868 19136 8268 10868
Profit Streak 0 0 487.1205 0 0 487.1205
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483504 457044 -134502 311132 274878 -44031

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579291200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905609610,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 60,
            "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": [
        [
            712511.5113157895,
            592830.9404601674,
            119680.5708556218,
            3351879.165918039,
            2177732.3513678084,
            1174146.8145502307
        ],
        [
            712.511511,
            592.83094,
            119.680571,
            3351.879166,
            2177.732351,
            1174.146815
        ],
        [
            0.440366,
            0.366397,
            0.073968,
            0.219121,
            0.193374,
            0.157408
        ],
        [
            20.263776,
            20.263776,
            20.263776,
            20.263776,
            20.263776,
            20.263776
        ],
        [
            -127580,
            -62492,
            -189709,
            -2568360,
            -1370188,
            -2091982
        ],
        [
            1.513247,
            1.89561,
            1.164778,
            1.220985,
            1.289134,
            1.153765
        ],
        [
            424,
            212,
            212,
            424,
            212,
            212
        ],
        [
            197,
            101,
            96,
            197,
            101,
            96
        ],
        [
            227,
            111,
            116,
            227,
            111,
            116
        ],
        [
            46.462264,
            47.641509,
            45.283019,
            46.462264,
            47.641509,
            45.283019
        ],
        [
            1.74369,
            2.083294,
            1.40744,
            1.406922,
            1.416771,
            1.394132
        ],
        [
            100730,
            100730,
            79777,
            1709171,
            1709171,
            774636
        ],
        [
            -59047,
            -20686,
            -59047,
            -1083492,
            -465751,
            -1083492
        ],
        [
            45,
            39,
            51,
            45,
            39,
            51
        ],
        [
            57,
            46,
            68,
            57,
            46,
            68
        ],
        [
            34,
            32,
            36,
            34,
            32,
            36
        ],
        [
            19136,
            8268,
            10868,
            19136,
            8268,
            10868
        ],
        [
            0,
            0,
            487.120481,
            0,
            0,
            487.120482
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483504,
            457044,
            -134502,
            311132,
            274878,
            -44031
        ]
    ]
}
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": 1579291200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905609610,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 79,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 60,
            "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)