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Trade: WAVES/USDT/240/DCM/DEMA/8632

Strategy
WAVES/USDT/240/DCM/DEMA/8632
Pair
WAVES_USDT
Interval
4h
Score
498400
Daily Profit
0.352998
Profit Factor
1.746151
Profitability
52.380952
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-05 02:32
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 697524.3663 567547.3871 129976.9792 496152.1268 3345508.4993 -2849356.3725
Total P&L (%) 697.5244 567.5474 129.977 496.1521 3345.5085 -2849.3564
Avg Daily Profit (%) 0.353 0.2872 0.0658 0.0904 0.1793 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -140871 -105232 -156860 -5492306 -2812583 -4197075
Profit Factor 1.7462 2.3683 1.2499 1.0346 1.5501 0.6543
Total Trades 168 84 84 168 84 84
Winning Trades 88 46 42 88 46 42
Losing Trades 80 38 42 80 38 42
Profitability (%) 52.381 54.7619 50 52.381 54.7619 50
Ratio Avg Win / Avg Loss 1.5874 1.9564 1.2499 0.9406 1.2805 0.6543
Largest Winning Trade 171956 171956 71442 2162162 2162162 1025058
Largest Losing Trade -87694 -44083 -87694 -1961648 -1961648 -1944637
Avg Bars in Trades 69 48 90 69 48 90
Avg Bars in Winners 89 59 122 89 59 122
Avg Bars in Losers 47 35 58 47 35 58
Bars Traded 11669 4076 7593 11669 4076 7593
Profit Streak 0 0 551.1477 0 0 551.1477
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498400 488959 -104694 -255188 351391 -580148
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759620765058,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 91,
            "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": [
        [
            697524.3663051553,
            567547.3870567938,
            129976.9792483616,
            496152.1268309543,
            3345508.499341079,
            -2849356.372510126
        ],
        [
            697.524366,
            567.547387,
            129.976979,
            496.152127,
            3345.508499,
            -2849.356373
        ],
        [
            0.352998,
            0.28722,
            0.065778,
            0.090391,
            0.179293,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -140871,
            -105232,
            -156860,
            -5492306,
            -2812583,
            -4197075
        ],
        [
            1.746151,
            2.36833,
            1.249928,
            1.034638,
            1.550092,
            0.654304
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            88,
            46,
            42,
            88,
            46,
            42
        ],
        [
            80,
            38,
            42,
            80,
            38,
            42
        ],
        [
            52.380952,
            54.761905,
            50,
            52.380952,
            54.761905,
            50
        ],
        [
            1.58741,
            1.956447,
            1.249928,
            0.94058,
            1.280511,
            0.654304
        ],
        [
            171956,
            171956,
            71442,
            2162162,
            2162162,
            1025058
        ],
        [
            -87694,
            -44083,
            -87694,
            -1961648,
            -1961648,
            -1944637
        ],
        [
            69,
            48,
            90,
            69,
            48,
            90
        ],
        [
            89,
            59,
            122,
            89,
            59,
            122
        ],
        [
            47,
            35,
            58,
            47,
            35,
            58
        ],
        [
            11669,
            4076,
            7593,
            11669,
            4076,
            7593
        ],
        [
            0,
            0,
            551.147744,
            0,
            0,
            551.147744
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498400,
            488959,
            -104694,
            -255188,
            351391,
            -580148
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759620765058,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 113,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 91,
            "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)