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Trade: WAVES/USDT/120/DCM/SMA/5679

Strategy
WAVES/USDT/120/DCM/SMA/5679
Pair
WAVES_USDT
Interval
2h
Score
352638
Daily Profit
0.153461
Profit Factor
1.887216
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 02:02
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 132958.3231 248299.8057 -115341.4826 -105438.5728 477723.952 -583162.5248
Total P&L (%) 132.9583 248.2998 -115.3415 -105.4386 477.724 -583.1625
Avg Daily Profit (%) 0.0822 0.1535 -0.0713 0 0.1085 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218102 -116305 -210895 -663724 -185615 -603725
Profit Factor 1.2052 1.8872 0.6865 0.8877 2.8525 0.1438
Total Trades 76 38 38 76 38 38
Winning Trades 34 18 16 35 20 15
Losing Trades 42 20 22 41 18 23
Profitability (%) 44.7368 47.3684 42.1053 46.0526 52.6316 39.4737
Ratio Avg Win / Avg Loss 1.4888 2.0969 0.944 1.0399 2.5673 0.2204
Largest Winning Trade 153924 153924 65071 226647 226647 68828
Largest Losing Trade -106036 -37796 -106036 -265297 -105091 -265297
Avg Bars in Trades 245 203 286 245 203 286
Avg Bars in Winners 385 342 434 221 213 232
Avg Bars in Losers 131 79 179 265 193 322
Bars Traded 18648 7748 10900 18648 7748 10900
Profit Streak 0 0 0 503.7101 548.6268 503.7101
Trades During Streak 0 0 0 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139560 352638 -583835 -633087 -41058 -584274
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581285600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759100553235,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 185,
            "offset": 171
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 127,
            "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": [
        [
            132958.3230837742,
            248299.8056985747,
            -115341.4826148002,
            -105438.5727716694,
            477723.9519963776,
            -583162.5247680466
        ],
        [
            132.958323,
            248.299806,
            -115.341483,
            -105.438573,
            477.723952,
            -583.162525
        ],
        [
            0.082174,
            0.153461,
            -0.071286,
            0,
            0.10846,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218102,
            -116305,
            -210895,
            -663724,
            -185615,
            -603725
        ],
        [
            1.205244,
            1.887216,
            0.686522,
            0.887705,
            2.852538,
            0.14375
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            18,
            16,
            35,
            20,
            15
        ],
        [
            42,
            20,
            22,
            41,
            18,
            23
        ],
        [
            44.736842,
            47.368421,
            42.105263,
            46.052632,
            52.631579,
            39.473684
        ],
        [
            1.488831,
            2.096907,
            0.943968,
            1.039883,
            2.567285,
            0.220416
        ],
        [
            153924,
            153924,
            65071,
            226647,
            226647,
            68828
        ],
        [
            -106036,
            -37796,
            -106036,
            -265297,
            -105091,
            -265297
        ],
        [
            245,
            203,
            286,
            245,
            203,
            286
        ],
        [
            385,
            342,
            434,
            221,
            213,
            232
        ],
        [
            131,
            79,
            179,
            265,
            193,
            322
        ],
        [
            18648,
            7748,
            10900,
            18648,
            7748,
            10900
        ],
        [
            0,
            0,
            0,
            503.710107,
            548.626774,
            503.710107
        ],
        [
            0,
            0,
            0,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139560,
            352638,
            -583835,
            -633087,
            -41058,
            -584274
        ]
    ]
}
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": 1581285600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759100553235,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 185,
            "offset": 171
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 127,
            "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)