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Trade: WAVES/USDT/720/SMA/DCM/1366

Strategy
WAVES/USDT/720/SMA/DCM/1366
Pair
WAVES_USDT
Interval
12h
Score
352402
Daily Profit
0.228862
Profit Factor
1.916687
Profitability
46.428571
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 20:13
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 423131.3849 452575.5637 -29444.1788 -45273.5192 202924.3731 -248197.8924
Total P&L (%) 423.1314 452.5756 -29.4442 -45.2735 202.9244 -248.1979
Avg Daily Profit (%) 0.214 0.2289 -0.0149 -0.0305 0.0561 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177015 -170337 -132241 -1316146 -940900 -459548
Profit Factor 1.4701 1.9167 0.9275 0.982 1.1319 0.7473
Total Trades 167 84 83 167 84 83
Winning Trades 73 39 34 73 39 34
Losing Trades 94 45 49 94 45 49
Profitability (%) 43.7126 46.4286 40.9639 43.7126 46.4286 40.9639
Ratio Avg Win / Avg Loss 1.893 2.2116 1.3367 1.2645 1.306 1.077
Largest Winning Trade 276275 276275 54230 1006465 1006465 102420
Largest Losing Trade -79218 -79218 -44922 -745015 -745015 -430311
Avg Bars in Trades 23 35 10 23 35 10
Avg Bars in Winners 24 34 14 24 34 14
Avg Bars in Losers 21 35 8 21 35 8
Bars Traded 3857 2956 900 3857 2956 900
Profit Streak 0 0 581.7174 0 0 581.7174
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312573 352402 -582096 -580403 -195228 -582096
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": 1550188800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758993185762,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 57,
            "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": [
        [
            423131.3848950425,
            452575.5637089055,
            -29444.1788138634,
            -45273.5192468511,
            202924.3731091394,
            -248197.8923559904
        ],
        [
            423.131385,
            452.575564,
            -29.444179,
            -45.273519,
            202.924373,
            -248.197892
        ],
        [
            0.213973,
            0.228862,
            -0.01489,
            -0.030479,
            0.056062,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177015,
            -170337,
            -132241,
            -1316146,
            -940900,
            -459548
        ],
        [
            1.470121,
            1.916687,
            0.927538,
            0.98204,
            1.131885,
            0.747297
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            73,
            39,
            34,
            73,
            39,
            34
        ],
        [
            94,
            45,
            49,
            94,
            45,
            49
        ],
        [
            43.712575,
            46.428571,
            40.963855,
            43.712575,
            46.428571,
            40.963855
        ],
        [
            1.893033,
            2.211562,
            1.336746,
            1.264545,
            1.306021,
            1.076986
        ],
        [
            276275,
            276275,
            54230,
            1006465,
            1006465,
            102420
        ],
        [
            -79218,
            -79218,
            -44922,
            -745015,
            -745015,
            -430311
        ],
        [
            23,
            35,
            10,
            23,
            35,
            10
        ],
        [
            24,
            34,
            14,
            24,
            34,
            14
        ],
        [
            21,
            35,
            8,
            21,
            35,
            8
        ],
        [
            3857,
            2956,
            900,
            3857,
            2956,
            900
        ],
        [
            0,
            0,
            581.717428,
            0,
            0,
            581.717428
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312573,
            352402,
            -582096,
            -580403,
            -195228,
            -582096
        ]
    ]
}
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": 1550188800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758993185762,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 57,
            "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)