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Trade: WAVES/USDT/120/DCM/T3/6549

Strategy
WAVES/USDT/120/DCM/T3/6549
Pair
WAVES_USDT
Interval
2h
Score
391545
Daily Profit
0.296269
Profit Factor
2.708160
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 07:13
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 514312.3351 479362.5249 34949.8102 402221.1266 408194.0439 -5972.9173
Total P&L (%) 514.3123 479.3625 34.9498 402.2211 408.194 -5.9729
Avg Daily Profit (%) 0.3179 0.2963 0.0216 0.0998 0.1005 -0.0038
Buy And Hold Return (%) 13.7782 13.7782 13.7782 13.7782 13.7782 13.7782
Max Trade Drawdown -112038 -105663 -123990 -791009 -686347 -533982
Profit Factor 1.8899 2.7082 1.1176 1.1436 1.2822 0.9956
Total Trades 84 42 42 84 42 42
Winning Trades 37 18 19 37 18 19
Losing Trades 47 24 23 47 24 23
Profitability (%) 44.0476 42.8571 45.2381 44.0476 42.8571 45.2381
Ratio Avg Win / Avg Loss 2.4007 3.6109 1.3528 1.4527 1.7096 1.2052
Largest Winning Trade 193928 193928 66356 407399 339526 407399
Largest Losing Trade -39595 -35793 -39595 -355790 -355790 -252084
Avg Bars in Trades 222 183 260 222 183 260
Avg Bars in Winners 354 310 395 354 310 395
Avg Bars in Losers 118 88 149 118 88 149
Bars Traded 18661 7711 10950 18661 7711 10950
Profit Streak 0 0 648.0928 0 0 648.0928
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379538 391545 -259584 -124369 -60419 -579962
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580637600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946420607,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 195,
            "offset": 71
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.64679
        }
    }
}
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": [
        [
            514312.3350677296,
            479362.5248852492,
            34949.8101824804,
            402221.1265755902,
            408194.0438832899,
            -5972.9173076998
        ],
        [
            514.312335,
            479.362525,
            34.94981,
            402.221127,
            408.194044,
            -5.972917
        ],
        [
            0.317869,
            0.296269,
            0.021601,
            0.099795,
            0.100526,
            -0.003806
        ],
        [
            13.778154,
            13.778154,
            13.778154,
            13.778154,
            13.778154,
            13.778154
        ],
        [
            -112038,
            -105663,
            -123990,
            -791009,
            -686347,
            -533982
        ],
        [
            1.889949,
            2.70816,
            1.117565,
            1.143631,
            1.282228,
            0.995589
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            44.047619,
            42.857143,
            45.238095,
            44.047619,
            42.857143,
            45.238095
        ],
        [
            2.400746,
            3.61088,
            1.352842,
            1.45272,
            1.709637,
            1.205187
        ],
        [
            193928,
            193928,
            66356,
            407399,
            339526,
            407399
        ],
        [
            -39595,
            -35793,
            -39595,
            -355790,
            -355790,
            -252084
        ],
        [
            222,
            183,
            260,
            222,
            183,
            260
        ],
        [
            354,
            310,
            395,
            354,
            310,
            395
        ],
        [
            118,
            88,
            149,
            118,
            88,
            149
        ],
        [
            18661,
            7711,
            10950,
            18661,
            7711,
            10950
        ],
        [
            0,
            0,
            648.092831,
            0,
            0,
            648.092831
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379538,
            391545,
            -259584,
            -124369,
            -60419,
            -579962
        ]
    ]
}
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": 1580637600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946420607,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 195,
            "offset": 71
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 48,
            "offset": 0,
            "a": 0.64679
        }
    }
}

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)