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Trade: WAVES/USDT/60/DCM/WMA/4871

Strategy
WAVES/USDT/60/DCM/WMA/4871
Pair
WAVES_USDT
Interval
1h
Score
456934
Daily Profit
0.443059
Profit Factor
1.610375
Profitability
53.367876
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-26 07:08
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 255680.6024 148080.1134 107600.489 513565.1253 246139.4655 267425.6597
Total P&L (%) 255.6806 148.0801 107.6005 513.5651 246.1395 267.4257
Avg Daily Profit (%) 0.4431 0.2566 0.1865 0.3149 0.2154 0.2258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -59995 -35515 -39325 -271614 -254273 -170832
Profit Factor 1.6104 1.6879 1.5284 1.3149 1.2868 1.3461
Total Trades 193 97 96 193 97 96
Winning Trades 103 47 56 103 47 56
Losing Trades 90 50 40 90 50 40
Profitability (%) 53.3679 48.4536 58.3333 53.3679 48.4536 58.3333
Ratio Avg Win / Avg Loss 1.4071 1.7957 1.0917 1.149 1.369 0.9615
Largest Winning Trade 82396 82396 22508 263599 263599 132644
Largest Losing Trade -21372 -19627 -21372 -149833 -149833 -86424
Avg Bars in Trades 69 61 77 69 61 77
Avg Bars in Winners 68 68 68 68 68 68
Avg Bars in Losers 69 53 89 69 53 89
Bars Traded 13321 5928 7393 13321 5928 7393
Profit Streak 0 0 485.756 0 0 485.756
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456934 360572 358605 369047 232883 270602

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669320000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758859717126,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 74,
            "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": [
        [
            255680.6023790726,
            148080.1133522398,
            107600.4890268329,
            513565.1252822259,
            246139.4655468652,
            267425.6597353604
        ],
        [
            255.680602,
            148.080113,
            107.600489,
            513.565125,
            246.139466,
            267.42566
        ],
        [
            0.443059,
            0.256602,
            0.186457,
            0.314856,
            0.215396,
            0.225761
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -59995,
            -35515,
            -39325,
            -271614,
            -254273,
            -170832
        ],
        [
            1.610375,
            1.687949,
            1.528379,
            1.314915,
            1.28682,
            1.346121
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            103,
            47,
            56,
            103,
            47,
            56
        ],
        [
            90,
            50,
            40,
            90,
            50,
            40
        ],
        [
            53.367876,
            48.453608,
            58.333333,
            53.367876,
            48.453608,
            58.333333
        ],
        [
            1.407123,
            1.79569,
            1.091699,
            1.148955,
            1.368958,
            0.961515
        ],
        [
            82396,
            82396,
            22508,
            263599,
            263599,
            132644
        ],
        [
            -21372,
            -19627,
            -21372,
            -149833,
            -149833,
            -86424
        ],
        [
            69,
            61,
            77,
            69,
            61,
            77
        ],
        [
            68,
            68,
            68,
            68,
            68,
            68
        ],
        [
            69,
            53,
            89,
            69,
            53,
            89
        ],
        [
            13321,
            5928,
            7393,
            13321,
            5928,
            7393
        ],
        [
            0,
            0,
            485.755985,
            0,
            0,
            485.755985
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456934,
            360572,
            358605,
            369047,
            232883,
            270602
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669320000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758859717126,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 74,
            "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)