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Trade: WAVES/USDT/360/DCM/JMA/9429

Strategy
WAVES/USDT/360/DCM/JMA/9429
Pair
WAVES_USDT
Interval
6h
Score
408950
Daily Profit
0.210518
Profit Factor
2.975365
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 11:39
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 390626.9408 416140.9285 -25513.9877 161392.4466 246749.2462 -85356.7996
Total P&L (%) 390.6269 416.1409 -25.514 161.3924 246.7492 -85.3568
Avg Daily Profit (%) 0.1976 0.2105 -0.0129 0.0486 0.0629 -0.0971
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132317 -57941 -233324 -479131 -244099 -291284
Profit Factor 1.6703 2.9754 0.9314 1.1421 1.5215 0.8712
Total Trades 75 38 37 75 38 37
Winning Trades 28 17 11 28 17 11
Losing Trades 47 21 26 47 21 26
Profitability (%) 37.3333 44.7368 29.7297 37.3333 44.7368 29.7297
Ratio Avg Win / Avg Loss 2.8038 3.6755 2.2016 1.917 1.8795 2.0593
Largest Winning Trade 160881 160881 81578 174433 123334 174433
Largest Losing Trade -41321 -24769 -41321 -195447 -78541 -195447
Avg Bars in Trades 98 71 125 98 71 125
Avg Bars in Winners 197 133 295 197 133 295
Avg Bars in Losers 39 22 53 39 22 53
Bars Traded 7373 2732 4642 7373 2732 4642
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55438 408950 -586963 -257327 -108394 -586963

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": 1551981600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789561727,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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": [
        [
            390626.940798394,
            416140.928533032,
            -25513.9877346379,
            161392.4465854918,
            246749.2461610783,
            -85356.7995755868
        ],
        [
            390.626941,
            416.140929,
            -25.513988,
            161.392447,
            246.749246,
            -85.3568
        ],
        [
            0.197611,
            0.210518,
            -0.012907,
            0.04862,
            0.062923,
            -0.097142
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132317,
            -57941,
            -233324,
            -479131,
            -244099,
            -291284
        ],
        [
            1.670345,
            2.975365,
            0.931425,
            1.142065,
            1.521501,
            0.871236
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            28,
            17,
            11,
            28,
            17,
            11
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            37.333333,
            44.736842,
            29.72973,
            37.333333,
            44.736842,
            29.72973
        ],
        [
            2.803794,
            3.67545,
            2.20155,
            1.917038,
            1.879502,
            2.059285
        ],
        [
            160881,
            160881,
            81578,
            174433,
            123334,
            174433
        ],
        [
            -41321,
            -24769,
            -41321,
            -195447,
            -78541,
            -195447
        ],
        [
            98,
            71,
            125,
            98,
            71,
            125
        ],
        [
            197,
            133,
            295,
            197,
            133,
            295
        ],
        [
            39,
            22,
            53,
            39,
            22,
            53
        ],
        [
            7373,
            2732,
            4642,
            7373,
            2732,
            4642
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55438,
            408950,
            -586963,
            -257327,
            -108394,
            -586963
        ]
    ]
}
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": 1551981600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789561727,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 27,
            "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)