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Trade: WAVES/USDT/240/MIDPRICE/DCU/4266

Strategy
WAVES/USDT/240/MIDPRICE/DCU/4266
Pair
WAVES_USDT
Interval
4h
Score
314808
Daily Profit
0.218928
Profit Factor
1.611462
Profitability
42.528736
Streak
472.925449
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 01:12
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 432600.9619 464529.425 -31928.4631 -76439.2767 -89151.2472 12711.9705
Total P&L (%) 432.601 464.5294 -31.9285 -76.4393 -89.1512 12.712
Avg Daily Profit (%) 0.2189 0.2351 -0.0162 -0.0731 -0.1123 0.0061
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191566 -190495 -58379 -418668 -446427 -44142
Profit Factor 1.6115 1.7983 0.7458 0.9122 0.8822 1.1116
Total Trades 87 43 44 87 43 44
Winning Trades 37 15 22 37 15 22
Losing Trades 50 28 22 50 28 22
Profitability (%) 42.5287 34.8837 50 42.5287 34.8837 50
Ratio Avg Win / Avg Loss 2.1777 3.3568 0.7458 1.2327 1.6468 1.1116
Largest Winning Trade 403283 403283 15267 233156 233156 20267
Largest Losing Trade -65665 -65665 -24179 -248452 -248452 -35415
Avg Bars in Trades 132 254 13 132 254 13
Avg Bars in Winners 172 408 12 172 408 12
Avg Bars in Losers 103 172 15 103 172 15
Bars Traded 11568 10958 610 11568 10958 610
Profit Streak 472.9254 0 504.0921 472.9254 0 504.0921
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314808 198153 -579857 -581199 -583827 -362940

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548691200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838358788,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 41,
            "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": [
        [
            432600.9618815138,
            464529.425004909,
            -31928.4631233952,
            -76439.2766612597,
            -89151.2471514926,
            12711.9704902328
        ],
        [
            432.600962,
            464.529425,
            -31.928463,
            -76.439277,
            -89.151247,
            12.71197
        ],
        [
            0.218928,
            0.235086,
            -0.016158,
            -0.073131,
            -0.112342,
            0.006056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191566,
            -190495,
            -58379,
            -418668,
            -446427,
            -44142
        ],
        [
            1.611462,
            1.798303,
            0.745772,
            0.912202,
            0.882193,
            1.111639
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            37,
            15,
            22,
            37,
            15,
            22
        ],
        [
            50,
            28,
            22,
            50,
            28,
            22
        ],
        [
            42.528736,
            34.883721,
            50,
            42.528736,
            34.883721,
            50
        ],
        [
            2.177652,
            3.356832,
            0.745772,
            1.232705,
            1.64676,
            1.111639
        ],
        [
            403283,
            403283,
            15267,
            233156,
            233156,
            20267
        ],
        [
            -65665,
            -65665,
            -24179,
            -248452,
            -248452,
            -35415
        ],
        [
            132,
            254,
            13,
            132,
            254,
            13
        ],
        [
            172,
            408,
            12,
            172,
            408,
            12
        ],
        [
            103,
            172,
            15,
            103,
            172,
            15
        ],
        [
            11568,
            10958,
            610,
            11568,
            10958,
            610
        ],
        [
            472.925449,
            0,
            504.092115,
            472.925449,
            0,
            504.092116
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314808,
            198153,
            -579857,
            -581199,
            -583827,
            -362940
        ]
    ]
}
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": 1548691200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838358788,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 41,
            "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)