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Trade: WAVES/USDT/720/DCM/BBU/2855

Strategy
WAVES/USDT/720/DCM/BBU/2855
Pair
WAVES_USDT
Interval
12h
Score
448488
Daily Profit
0.221900
Profit Factor
2.254304
Profitability
52.083333
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 05:57
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 487693.2966 438807.6831 48885.6135 339150.8203 -158648.9395 497799.7598
Total P&L (%) 487.6933 438.8077 48.8856 339.1508 -158.6489 497.7998
Avg Daily Profit (%) 0.2466 0.2219 0.0247 0.0749 0 0.0905
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -174165 -134099 -115745 -2406845 -1884005 -656519
Profit Factor 1.7495 2.2543 1.1625 1.0757 0.9384 1.2617
Total Trades 97 48 49 97 48 49
Winning Trades 54 25 29 54 25 29
Losing Trades 43 23 20 43 23 20
Profitability (%) 55.6701 52.0833 59.1837 55.6701 52.0833 59.1837
Ratio Avg Win / Avg Loss 1.3931 2.074 0.8017 0.8566 0.8633 0.8702
Largest Winning Trade 126730 126730 74389 988685 600563 988685
Largest Losing Trade -54938 -54938 -48938 -555300 -546758 -555300
Avg Bars in Trades 37 48 27 37 48 27
Avg Bars in Winners 45 62 31 45 62 31
Avg Bars in Losers 28 34 21 28 34 21
Bars Traded 3684 2339 1346 3684 2339 1346
Profit Streak 492.6231 0 493.1231 492.6231 0 493.1231
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 424906 448488 -202595 -230309 -580419 -71858

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551009600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758855439014,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 36,
            "offset": 0,
            "std": 1.30699
        }
    }
}
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": [
        [
            487693.2965871997,
            438807.6830558149,
            48885.6135313846,
            339150.8203089688,
            -158648.9394503106,
            497799.7597592799
        ],
        [
            487.693297,
            438.807683,
            48.885614,
            339.15082,
            -158.648939,
            497.79976
        ],
        [
            0.246621,
            0.2219,
            0.024721,
            0.074853,
            0,
            0.090462
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -174165,
            -134099,
            -115745,
            -2406845,
            -1884005,
            -656519
        ],
        [
            1.749472,
            2.254304,
            1.162479,
            1.075735,
            0.938419,
            1.26174
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            54,
            25,
            29,
            54,
            25,
            29
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            55.670103,
            52.083333,
            59.183673,
            55.670103,
            52.083333,
            59.183673
        ],
        [
            1.393098,
            2.073959,
            0.801709,
            0.856603,
            0.863346,
            0.870166
        ],
        [
            126730,
            126730,
            74389,
            988685,
            600563,
            988685
        ],
        [
            -54938,
            -54938,
            -48938,
            -555300,
            -546758,
            -555300
        ],
        [
            37,
            48,
            27,
            37,
            48,
            27
        ],
        [
            45,
            62,
            31,
            45,
            62,
            31
        ],
        [
            28,
            34,
            21,
            28,
            34,
            21
        ],
        [
            3684,
            2339,
            1346,
            3684,
            2339,
            1346
        ],
        [
            492.623137,
            0,
            493.123137,
            492.623137,
            0,
            493.123137
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            424906,
            448488,
            -202595,
            -230309,
            -580419,
            -71858
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551009600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758855439014,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 36,
            "offset": 0,
            "std": 1.30699
        }
    }
}

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)