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Trade: WAVES/USDT/360/DCM/EMA/5045

Strategy
WAVES/USDT/360/DCM/EMA/5045
Pair
WAVES_USDT
Interval
6h
Score
534203
Daily Profit
0.244128
Profit Factor
3.487916
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-29 23:00
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 554810.5542 482579.377 72231.1772 1018831.409 1061037.0433 -42205.6342
Total P&L (%) 554.8106 482.5794 72.2312 1018.8314 1061.037 -42.2056
Avg Daily Profit (%) 0.2807 0.2441 0.0365 0.1222 0.1241 -0.0277
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96865 -49831 -205846 -494900 -201476 -851240
Profit Factor 2.229 3.4879 1.2806 1.5092 2.1884 0.9619
Total Trades 62 31 31 62 31 31
Winning Trades 31 16 15 31 16 15
Losing Trades 31 15 16 31 15 16
Profitability (%) 50 51.6129 48.3871 50 51.6129 48.3871
Ratio Avg Win / Avg Loss 2.229 3.2699 1.3659 1.5092 2.0516 1.026
Largest Winning Trade 146414 146414 76406 272884 272841 272884
Largest Losing Trade -49831 -49831 -45675 -201476 -201476 -186139
Avg Bars in Trades 119 86 151 119 86 151
Avg Bars in Winners 180 106 258 180 106 258
Avg Bars in Losers 58 65 51 58 65 51
Bars Traded 7387 2689 4698 7387 2689 4698
Profit Streak 0 0 578.8336 0 0 578.8336
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -145530 534203 -144204 -185431 -22571 -579195
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552672800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759176021467,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 34,
            "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": [
        [
            554810.5542117159,
            482579.3769752088,
            72231.1772365071,
            1018831.4090414748,
            1061037.0432507675,
            -42205.6342092927
        ],
        [
            554.810554,
            482.579377,
            72.231177,
            1018.831409,
            1061.037043,
            -42.205634
        ],
        [
            0.280668,
            0.244128,
            0.03654,
            0.122238,
            0.124114,
            -0.027733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96865,
            -49831,
            -205846,
            -494900,
            -201476,
            -851240
        ],
        [
            2.229034,
            3.487916,
            1.280563,
            1.509211,
            2.188351,
            0.961906
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            50,
            51.612903,
            48.387097,
            50,
            51.612903,
            48.387097
        ],
        [
            2.229034,
            3.269921,
            1.365934,
            1.509211,
            2.051579,
            1.026033
        ],
        [
            146414,
            146414,
            76406,
            272884,
            272841,
            272884
        ],
        [
            -49831,
            -49831,
            -45675,
            -201476,
            -201476,
            -186139
        ],
        [
            119,
            86,
            151,
            119,
            86,
            151
        ],
        [
            180,
            106,
            258,
            180,
            106,
            258
        ],
        [
            58,
            65,
            51,
            58,
            65,
            51
        ],
        [
            7387,
            2689,
            4698,
            7387,
            2689,
            4698
        ],
        [
            0,
            0,
            578.833582,
            0,
            0,
            578.833582
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -145530,
            534203,
            -144204,
            -185431,
            -22571,
            -579195
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1552672800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759176021467,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 34,
            "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)