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Trade: WAVES/USDT/360/DCM/HILO/3929

Strategy
WAVES/USDT/360/DCM/HILO/3929
Pair
WAVES_USDT
Interval
6h
Score
460832
Daily Profit
0.282539
Profit Factor
1.910638
Profitability
50.819672
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 12:35
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 558509.12 488663.8312 69845.2888 1303886.2969 907710.0189 396176.2781
Total P&L (%) 558.5091 488.6638 69.8453 1303.8863 907.71 396.1763
Avg Daily Profit (%) 0.2825 0.2472 0.0353 0.1337 0.1169 0.0811
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81365 -39244 -187099 -543340 -564181 -746084
Profit Factor 1.9106 2.8587 1.1993 1.3957 1.5765 1.2302
Total Trades 122 61 61 122 61 61
Winning Trades 62 31 31 62 31 31
Losing Trades 60 30 30 60 30 30
Profitability (%) 50.8197 50.8197 50.8197 50.8197 50.8197 50.8197
Ratio Avg Win / Avg Loss 1.849 2.7665 1.1606 1.3506 1.5256 1.1905
Largest Winning Trade 115803 115803 80575 482696 355238 482696
Largest Losing Trade -37926 -34880 -37926 -321943 -315965 -321943
Avg Bars in Trades 60 41 79 60 41 79
Avg Bars in Winners 87 52 121 87 52 121
Avg Bars in Losers 33 30 35 33 30 35
Bars Traded 7398 2561 4837 7398 2561 4837
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 460832 -148092 -308551 -12979 -195159 -246638
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": 1552413600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758965748569,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            558509.1200165723,
            488663.8312143479,
            69845.2888022246,
            1303886.296931229,
            907710.0188710254,
            396176.2780602038
        ],
        [
            558.50912,
            488.663831,
            69.845289,
            1303.886297,
            907.710019,
            396.176278
        ],
        [
            0.282539,
            0.247206,
            0.035333,
            0.133734,
            0.11694,
            0.081063
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81365,
            -39244,
            -187099,
            -543340,
            -564181,
            -746084
        ],
        [
            1.910638,
            2.858719,
            1.199323,
            1.395671,
            1.576481,
            1.230227
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            50.819672,
            50.819672,
            50.819672,
            50.819672,
            50.819672,
            50.819672
        ],
        [
            1.849004,
            2.766502,
            1.160635,
            1.350649,
            1.525626,
            1.190542
        ],
        [
            115803,
            115803,
            80575,
            482696,
            355238,
            482696
        ],
        [
            -37926,
            -34880,
            -37926,
            -321943,
            -315965,
            -321943
        ],
        [
            60,
            41,
            79,
            60,
            41,
            79
        ],
        [
            87,
            52,
            121,
            87,
            52,
            121
        ],
        [
            33,
            30,
            35,
            33,
            30,
            35
        ],
        [
            7398,
            2561,
            4837,
            7398,
            2561,
            4837
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            460832,
            -148092,
            -308551,
            -12979,
            -195159,
            -246638
        ]
    ]
}
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": 1552413600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758965748569,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)