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Trade: WAVES/USDT/360/HILO/MIDPOINT/8010

Strategy
WAVES/USDT/360/HILO/MIDPOINT/8010
Pair
WAVES_USDT
Interval
6h
Score
330654
Daily Profit
0.241957
Profit Factor
1.711723
Profitability
43.965517
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-29 20:19
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 478288.0003 428619.2736 49668.7266 196199.7302 -295385.5364 491585.2666
Total P&L (%) 478.288 428.6193 49.6687 196.1997 -295.3855 491.5853
Avg Daily Profit (%) 0.242 0.2168 0.0251 0.0549 0 0.09
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142606 -108854 -139932 -1833307 -1724066 -690180
Profit Factor 1.7117 2.3061 1.1444 1.0414 0.8981 1.2673
Total Trades 116 58 58 116 58 58
Winning Trades 51 22 29 51 22 29
Losing Trades 65 36 29 65 36 29
Profitability (%) 43.9655 37.931 50 43.9655 37.931 50
Ratio Avg Win / Avg Loss 2.1816 3.7736 1.1444 1.3273 1.4697 1.2673
Largest Winning Trade 170850 170850 65703 801563 778463 801563
Largest Losing Trade -64417 -29468 -64417 -608933 -608933 -573388
Avg Bars in Trades 66 65 67 66 65 67
Avg Bars in Winners 106 116 97 106 116 97
Avg Bars in Losers 35 34 37 35 34 37
Bars Traded 7731 3824 3907 7731 3824 3907
Profit Streak 0 0 496.9718 0 0 496.9718
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330654 -172870 -401772 -296565 -764137 -252435
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759166362533,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 85
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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": [
        [
            478288.0002665834,
            428619.2736344633,
            49668.72663212,
            196199.7302428562,
            -295385.5363649145,
            491585.2666077716
        ],
        [
            478.288,
            428.619274,
            49.668727,
            196.19973,
            -295.385536,
            491.585267
        ],
        [
            0.241957,
            0.21683,
            0.025126,
            0.054947,
            0,
            0.089968
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142606,
            -108854,
            -139932,
            -1833307,
            -1724066,
            -690180
        ],
        [
            1.711723,
            2.30611,
            1.144449,
            1.041404,
            0.898131,
            1.267315
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            51,
            22,
            29,
            51,
            22,
            29
        ],
        [
            65,
            36,
            29,
            65,
            36,
            29
        ],
        [
            43.965517,
            37.931034,
            50,
            43.965517,
            37.931034,
            50
        ],
        [
            2.181608,
            3.773634,
            1.144449,
            1.32728,
            1.469668,
            1.267315
        ],
        [
            170850,
            170850,
            65703,
            801563,
            778463,
            801563
        ],
        [
            -64417,
            -29468,
            -64417,
            -608933,
            -608933,
            -573388
        ],
        [
            66,
            65,
            67,
            66,
            65,
            67
        ],
        [
            106,
            116,
            97,
            106,
            116,
            97
        ],
        [
            35,
            34,
            37,
            35,
            34,
            37
        ],
        [
            7731,
            3824,
            3907,
            7731,
            3824,
            3907
        ],
        [
            0,
            0,
            496.971788,
            0,
            0,
            496.971789
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330654,
            -172870,
            -401772,
            -296565,
            -764137,
            -252435
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550059200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759166362533,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 85
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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)