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Trade: WAVES/USDT/720/SINWMA/DCU/5695

Strategy
WAVES/USDT/720/SINWMA/DCU/5695
Pair
WAVES_USDT
Interval
12h
Score
575013
Daily Profit
0.304106
Profit Factor
2.699493
Profitability
54.545455
Streak
751.858551
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-25 11:36
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 589214.6881 601369.2419 -12154.5539 -53943.7324 668330.0138 -722273.7462
Total P&L (%) 589.2147 601.3692 -12.1546 -53.9437 668.33 -722.2737
Avg Daily Profit (%) 0.298 0.3041 -0.0061 -0.0392 0.1032 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -287709 -162296 -140089 -3066421 -718609 -2743785
Profit Factor 1.9883 2.6995 0.9498 0.9873 1.5125 0.7556
Total Trades 67 33 34 67 33 34
Winning Trades 39 18 21 39 18 21
Losing Trades 28 15 13 28 15 13
Profitability (%) 58.209 54.5455 61.7647 58.209 54.5455 61.7647
Ratio Avg Win / Avg Loss 1.4275 2.2496 0.588 0.7089 1.2604 0.4677
Largest Winning Trade 522140 522140 66592 1092330 633795 1092330
Largest Losing Trade -86191 -42663 -86191 -2671202 -502142 -2671202
Avg Bars in Trades 54 95 14 54 95 14
Avg Bars in Winners 66 123 17 66 123 17
Avg Bars in Losers 38 63 10 38 63 10
Bars Traded 3667 3167 500 3667 3167 500
Profit Streak 0 751.8586 0 0 751.8586 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -108394 575013 -578992 -700713 -51557 -578992

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": 1552478400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789378813,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 40,
            "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": [
        [
            589214.6880768333,
            601369.2419482411,
            -12154.5538714078,
            -53943.7324056175,
            668330.0137664246,
            -722273.7461720416
        ],
        [
            589.214688,
            601.369242,
            -12.154554,
            -53.943732,
            668.330014,
            -722.273746
        ],
        [
            0.297959,
            0.304106,
            -0.006146,
            -0.039199,
            0.103166,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -287709,
            -162296,
            -140089,
            -3066421,
            -718609,
            -2743785
        ],
        [
            1.988303,
            2.699493,
            0.949844,
            0.987334,
            1.512537,
            0.755569
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            58.208955,
            54.545455,
            61.764706,
            58.208955,
            54.545455,
            61.764706
        ],
        [
            1.4275,
            2.249577,
            0.587999,
            0.708855,
            1.260448,
            0.467733
        ],
        [
            522140,
            522140,
            66592,
            1092330,
            633795,
            1092330
        ],
        [
            -86191,
            -42663,
            -86191,
            -2671202,
            -502142,
            -2671202
        ],
        [
            54,
            95,
            14,
            54,
            95,
            14
        ],
        [
            66,
            123,
            17,
            66,
            123,
            17
        ],
        [
            38,
            63,
            10,
            38,
            63,
            10
        ],
        [
            3667,
            3167,
            500,
            3667,
            3167,
            500
        ],
        [
            0,
            751.858551,
            0,
            0,
            751.858551,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -108394,
            575013,
            -578992,
            -700713,
            -51557,
            -578992
        ]
    ]
}
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": 1552478400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758789378813,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 40,
            "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)