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Trade: WAVES/USDT/360/DCM/HILO/4010

Strategy
WAVES/USDT/360/DCM/HILO/4010
Pair
WAVES_USDT
Interval
6h
Score
516664
Daily Profit
0.326378
Profit Factor
2.276577
Profitability
54.807692
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 16:41
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 645168.3003 531853.6492 113314.6511 3297289.5167 2196769.6271 1100519.8895
Total P&L (%) 645.1683 531.8536 113.3147 3297.2895 2196.7696 1100.5199
Avg Daily Profit (%) 0.3264 0.2691 0.0573 0.1785 0.1587 0.1258
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -77813 -42430 -138013 -1229492 -961789 -1257376
Profit Factor 2.2766 3.4581 1.3921 1.6359 1.8953 1.4028
Total Trades 104 52 52 104 52 52
Winning Trades 57 30 27 57 30 27
Losing Trades 47 22 25 47 22 25
Profitability (%) 54.8077 57.6923 51.9231 54.8077 57.6923 51.9231
Ratio Avg Win / Avg Loss 1.8772 2.5359 1.289 1.3489 1.3899 1.2989
Largest Winning Trade 120915 120915 79146 980893 821176 980893
Largest Losing Trade -42430 -42430 -36483 -961789 -961789 -798037
Avg Bars in Trades 70 49 92 70 49 92
Avg Bars in Winners 96 54 142 96 54 142
Avg Bars in Losers 40 42 37 40 42 37
Bars Traded 7380 2586 4795 7380 2586 4795
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 516664 -163816 -295533 386654 -168886 -203739

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": 1552802400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894097730,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "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": [
        [
            645168.3003405249,
            531853.6492058706,
            113314.6511346542,
            3297289.5166538237,
            2196769.627135342,
            1100519.8895184807
        ],
        [
            645.1683,
            531.853649,
            113.314651,
            3297.289517,
            2196.769627,
            1100.51989
        ],
        [
            0.326378,
            0.269055,
            0.057324,
            0.178511,
            0.158673,
            0.125808
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -77813,
            -42430,
            -138013,
            -1229492,
            -961789,
            -1257376
        ],
        [
            2.276577,
            3.458071,
            1.392067,
            1.63585,
            1.895275,
            1.40284
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            54.807692,
            57.692308,
            51.923077,
            54.807692,
            57.692308,
            51.923077
        ],
        [
            1.877178,
            2.535919,
            1.28895,
            1.348859,
            1.389868,
            1.298926
        ],
        [
            120915,
            120915,
            79146,
            980893,
            821176,
            980893
        ],
        [
            -42430,
            -42430,
            -36483,
            -961789,
            -961789,
            -798037
        ],
        [
            70,
            49,
            92,
            70,
            49,
            92
        ],
        [
            96,
            54,
            142,
            96,
            54,
            142
        ],
        [
            40,
            42,
            37,
            40,
            42,
            37
        ],
        [
            7380,
            2586,
            4795,
            7380,
            2586,
            4795
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            516664,
            -163816,
            -295533,
            386654,
            -168886,
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        ]
    ]
}
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": 1552802400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894097730,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 233,
            "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)