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Trade: WAVES/USDT/480/DCM/VWMA/2641

Strategy
WAVES/USDT/480/DCM/VWMA/2641
Pair
WAVES_USDT
Interval
8h
Score
465882
Daily Profit
0.180254
Profit Factor
2.689541
Profitability
52.777778
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 06:17
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 330483.5739 356361.8079 -25878.2341 43679.6877 434086.2384 -390406.5507
Total P&L (%) 330.4836 356.3618 -25.8782 43.6797 434.0862 -390.4066
Avg Daily Profit (%) 0.1672 0.1803 -0.0131 0.0183 0.0848 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94968 -62307 -241844 -404006 -142352 -563093
Profit Factor 1.6062 2.6895 0.9226 1.0382 2.0089 0.4519
Total Trades 72 36 36 72 36 36
Winning Trades 28 19 9 28 19 9
Losing Trades 44 17 27 44 17 27
Profitability (%) 38.8889 52.7778 25 38.8889 52.7778 25
Ratio Avg Win / Avg Loss 2.524 2.4064 2.7677 1.6315 1.7974 1.3556
Largest Winning Trade 111166 111166 74768 232803 232803 62475
Largest Losing Trade -60588 -57865 -60588 -147559 -142352 -147559
Avg Bars in Trades 77 61 93 77 61 93
Avg Bars in Winners 126 78 227 126 78 227
Avg Bars in Losers 46 42 48 46 42 48
Bars Traded 5560 2204 3356 5560 2204 3356
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 -77717 465882 -607817 -435718 -75590 -608928
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552291200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759288655287,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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": [
        [
            330483.5738891396,
            356361.807946262,
            -25878.2340571224,
            43679.687698552,
            434086.2384413379,
            -390406.5507427856
        ],
        [
            330.483574,
            356.361808,
            -25.878234,
            43.679688,
            434.086238,
            -390.406551
        ],
        [
            0.167164,
            0.180254,
            -0.01309,
            0.018333,
            0.08478,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94968,
            -62307,
            -241844,
            -404006,
            -142352,
            -563093
        ],
        [
            1.606203,
            2.689541,
            0.922578,
            1.038231,
            2.008891,
            0.451881
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            28,
            19,
            9,
            28,
            19,
            9
        ],
        [
            44,
            17,
            27,
            44,
            17,
            27
        ],
        [
            38.888889,
            52.777778,
            25,
            38.888889,
            52.777778,
            25
        ],
        [
            2.524033,
            2.406432,
            2.767733,
            1.631505,
            1.797429,
            1.355644
        ],
        [
            111166,
            111166,
            74768,
            232803,
            232803,
            62475
        ],
        [
            -60588,
            -57865,
            -60588,
            -147559,
            -142352,
            -147559
        ],
        [
            77,
            61,
            93,
            77,
            61,
            93
        ],
        [
            126,
            78,
            227,
            126,
            78,
            227
        ],
        [
            46,
            42,
            48,
            46,
            42,
            48
        ],
        [
            5560,
            2204,
            3356,
            5560,
            2204,
            3356
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -77717,
            465882,
            -607817,
            -435718,
            -75590,
            -608928
        ]
    ]
}
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": 1552291200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759288655287,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 157,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "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)