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Trade: WAVES/USDT/360/MIDPOINT/HILO/7729

Strategy
WAVES/USDT/360/MIDPOINT/HILO/7729
Pair
WAVES_USDT
Interval
6h
Score
532472
Daily Profit
0.373579
Profit Factor
2.133947
Profitability
56.521739
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-11 19:52
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 738471.6333 545306.9749 193164.6584 8078773.2581 2098153.3487 5980619.9094
Total P&L (%) 738.4716 545.307 193.1647 8078.7733 2098.1533 5980.6199
Avg Daily Profit (%) 0.3736 0.2759 0.0977 0.223 0.1565 0.208
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82885 -55257 -131109 -1607868 -2747505 -761270
Profit Factor 2.1339 2.8111 1.5517 1.706 1.2974 2.3627
Total Trades 138 69 69 138 69 69
Winning Trades 78 40 38 78 40 38
Losing Trades 60 29 31 60 29 31
Profitability (%) 56.5217 57.971 55.0725 56.5217 57.971 55.0725
Ratio Avg Win / Avg Loss 1.6415 2.0381 1.2658 1.3123 0.9406 1.9275
Largest Winning Trade 105673 105673 81374 1814761 1533453 1814761
Largest Losing Trade -41273 -41273 -33219 -1525865 -1525865 -612175
Avg Bars in Trades 55 40 71 55 40 71
Avg Bars in Winners 66 48 85 66 48 85
Avg Bars in Losers 41 28 54 41 28 54
Bars Traded 7698 2763 4935 7698 2763 4935
Profit Streak 0 0 565.9532 0 0 565.9532
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 532472 -86595 -160582 416421 -94580 -87082
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": 1550988000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760201559405,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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": [
        [
            738471.633293676,
            545306.9748942772,
            193164.6583993983,
            8078773.258095424,
            2098153.348675873,
            5980619.909419551
        ],
        [
            738.471633,
            545.306975,
            193.164658,
            8078.773258,
            2098.153349,
            5980.619909
        ],
        [
            0.373579,
            0.27586,
            0.097718,
            0.223045,
            0.15645,
            0.208016
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82885,
            -55257,
            -131109,
            -1607868,
            -2747505,
            -761270
        ],
        [
            2.133947,
            2.81112,
            1.55166,
            1.705983,
            1.297421,
            2.362693
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            78,
            40,
            38,
            78,
            40,
            38
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            56.521739,
            57.971014,
            55.072464,
            56.521739,
            57.971014,
            55.072464
        ],
        [
            1.641498,
            2.038062,
            1.265828,
            1.312294,
            0.940631,
            1.92746
        ],
        [
            105673,
            105673,
            81374,
            1814761,
            1533453,
            1814761
        ],
        [
            -41273,
            -41273,
            -33219,
            -1525865,
            -1525865,
            -612175
        ],
        [
            55,
            40,
            71,
            55,
            40,
            71
        ],
        [
            66,
            48,
            85,
            66,
            48,
            85
        ],
        [
            41,
            28,
            54,
            41,
            28,
            54
        ],
        [
            7698,
            2763,
            4935,
            7698,
            2763,
            4935
        ],
        [
            0,
            0,
            565.953234,
            0,
            0,
            565.953234
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532472,
            -86595,
            -160582,
            416421,
            -94580,
            -87082
        ]
    ]
}
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": 1550988000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760201559405,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 149,
            "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)