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Trade: WAVES/USDT/240/RMA/MIDPOINT/1878

Strategy
WAVES/USDT/240/RMA/MIDPOINT/1878
Pair
WAVES_USDT
Interval
4h
Score
364908
Daily Profit
0.178305
Profit Factor
4.095070
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 04:20
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432536.6875 352331.2826 80205.4048 834292.9311 322198.6071 512094.324
Total P&L (%) 432.5367 352.3313 80.2054 834.2929 322.1986 512.0943
Avg Daily Profit (%) 0.2189 0.1783 0.0406 0.1132 0.0729 0.0917
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64400 -49094 -128985 -661532 -497126 -286551
Profit Factor 2.3552 4.0951 1.3906 1.5652 1.4616 1.6581
Total Trades 62 31 31 62 31 31
Winning Trades 25 12 13 25 12 13
Losing Trades 37 19 18 37 19 18
Profitability (%) 40.3226 38.7097 41.9355 40.3226 38.7097 41.9355
Ratio Avg Win / Avg Loss 3.4857 6.4839 1.9255 2.3164 2.3141 2.2958
Largest Winning Trade 132250 132250 71537 476973 347974 476973
Largest Losing Trade -33362 -16504 -33362 -260260 -195416 -260260
Avg Bars in Trades 182 175 189 182 175 189
Avg Bars in Winners 317 307 327 317 307 327
Avg Bars in Losers 91 92 89 91 92 89
Bars Traded 11325 5450 5875 11325 5450 5875
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 -150272 364908 -140113 -201245 -97832 -70121

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549656000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758849617432,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "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": [
        [
            432536.6874762488,
            352331.2826405647,
            80205.4048356841,
            834292.9310899834,
            322198.6071222681,
            512094.3239677157
        ],
        [
            432.536687,
            352.331283,
            80.205405,
            834.292931,
            322.198607,
            512.094324
        ],
        [
            0.218895,
            0.178305,
            0.04059,
            0.113152,
            0.072917,
            0.091728
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64400,
            -49094,
            -128985,
            -661532,
            -497126,
            -286551
        ],
        [
            2.355225,
            4.09507,
            1.390625,
            1.565161,
            1.461556,
            1.658107
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            40.322581,
            38.709677,
            41.935484,
            40.322581,
            38.709677,
            41.935484
        ],
        [
            3.485732,
            6.483861,
            1.92548,
            2.316439,
            2.31413,
            2.295841
        ],
        [
            132250,
            132250,
            71537,
            476973,
            347974,
            476973
        ],
        [
            -33362,
            -16504,
            -33362,
            -260260,
            -195416,
            -260260
        ],
        [
            182,
            175,
            189,
            182,
            175,
            189
        ],
        [
            317,
            307,
            327,
            317,
            307,
            327
        ],
        [
            91,
            92,
            89,
            91,
            92,
            89
        ],
        [
            11325,
            5450,
            5875,
            11325,
            5450,
            5875
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150272,
            364908,
            -140113,
            -201245,
            -97832,
            -70121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549656000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758849617432,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "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)