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Trade: WAVES/USDT/480/DCM/RMA/8299

Strategy
WAVES/USDT/480/DCM/RMA/8299
Pair
WAVES_USDT
Interval
8h
Score
549920
Daily Profit
0.182248
Profit Factor
3.204834
Profitability
63.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-28 23:07
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 232134.7275 360304.4347 -128169.7072 -65242.2254 391828.1736 -457070.3991
Total P&L (%) 232.1347 360.3044 -128.1697 -65.2422 391.8282 -457.0704
Avg Daily Profit (%) 0.1174 0.1822 -0.0648 -0.0534 0.0806 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -219032 -40191 -347791 -794622 -272311 -850680
Profit Factor 1.4018 3.2048 0.6906 0.9484 2.1488 0.5045
Total Trades 60 30 30 60 30 30
Winning Trades 30 19 11 30 19 11
Losing Trades 30 11 19 30 11 19
Profitability (%) 50 63.3333 36.6667 50 63.3333 36.6667
Ratio Avg Win / Avg Loss 1.4018 1.8554 1.1929 0.9484 1.2441 0.8715
Largest Winning Trade 156825 156825 94866 380531 380531 170223
Largest Losing Trade -71265 -32883 -71265 -289297 -134575 -289297
Avg Bars in Trades 91 46 136 91 46 136
Avg Bars in Winners 98 50 182 98 50 182
Avg Bars in Losers 84 39 110 84 39 110
Bars Traded 5492 1388 4104 5492 1388 4104
Profit Streak 0 0 565.172 0 0 565.172
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -209042 549920 -583760 -754277 -80673 -585427
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554048000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759090056787,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 51,
            "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": [
        [
            232134.7275228861,
            360304.4346984702,
            -128169.7071755843,
            -65242.2254471274,
            391828.1736487703,
            -457070.3990958981
        ],
        [
            232.134728,
            360.304435,
            -128.169707,
            -65.242225,
            391.828174,
            -457.070399
        ],
        [
            0.117418,
            0.182248,
            -0.06483,
            -0.053439,
            0.080607,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -219032,
            -40191,
            -347791,
            -794622,
            -272311,
            -850680
        ],
        [
            1.401807,
            3.204834,
            0.690644,
            0.948367,
            2.148833,
            0.504537
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            30,
            19,
            11,
            30,
            19,
            11
        ],
        [
            30,
            11,
            19,
            30,
            11,
            19
        ],
        [
            50,
            63.333333,
            36.666667,
            50,
            63.333333,
            36.666667
        ],
        [
            1.401807,
            1.85543,
            1.192931,
            0.948367,
            1.244061,
            0.871473
        ],
        [
            156825,
            156825,
            94866,
            380531,
            380531,
            170223
        ],
        [
            -71265,
            -32883,
            -71265,
            -289297,
            -134575,
            -289297
        ],
        [
            91,
            46,
            136,
            91,
            46,
            136
        ],
        [
            98,
            50,
            182,
            98,
            50,
            182
        ],
        [
            84,
            39,
            110,
            84,
            39,
            110
        ],
        [
            5492,
            1388,
            4104,
            5492,
            1388,
            4104
        ],
        [
            0,
            0,
            565.171953,
            0,
            0,
            565.171954
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -209042,
            549920,
            -583760,
            -754277,
            -80673,
            -585427
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554048000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759090056787,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 51,
            "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)