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Trade: WAVES/USDT/360/RMA/HILO/3702

Strategy
WAVES/USDT/360/RMA/HILO/3702
Pair
WAVES_USDT
Interval
6h
Score
513175
Daily Profit
0.283331
Profit Factor
2.341951
Profitability
51.485149
Streak
595.762825
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-07 03:18
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 560073.7753 454622.2996 105451.4756 2256578.7107 1189455.3496 1067123.3611
Total P&L (%) 560.0738 454.6223 105.4515 2256.5787 1189.4554 1067.1234
Avg Daily Profit (%) 0.2833 0.23 0.0533 0.16 0.1294 0.1244
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106240 -49710 -133081 -821985 -577633 -435779
Profit Factor 2.342 3.8771 1.4066 1.971 2.2796 1.7653
Total Trades 101 51 50 101 51 50
Winning Trades 52 27 25 52 27 25
Losing Trades 49 24 25 49 24 25
Profitability (%) 51.4851 52.9412 50 51.4851 52.9412 50
Ratio Avg Win / Avg Loss 2.2068 3.4463 1.4066 1.8573 2.0263 1.7653
Largest Winning Trade 137201 137201 77927 732366 492438 732366
Largest Losing Trade -35573 -35573 -32657 -361934 -278511 -361934
Avg Bars in Trades 74 62 86 74 62 86
Avg Bars in Winners 106 89 124 106 89 124
Avg Bars in Losers 40 33 47 40 33 47
Bars Traded 7508 3195 4313 7508 3195 4313
Profit Streak 595.7628 627.0128 0 595.7628 627.0128 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 513175 -164242 -300998 449447 -194570 -203259
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": 1549886400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796308123,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 98,
            "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": [
        [
            560073.7752846262,
            454622.2996442997,
            105451.4756403261,
            2256578.7107239496,
            1189455.3496155015,
            1067123.361108448
        ],
        [
            560.073775,
            454.6223,
            105.451476,
            2256.578711,
            1189.45535,
            1067.123361
        ],
        [
            0.283331,
            0.229985,
            0.053346,
            0.159976,
            0.129428,
            0.124379
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106240,
            -49710,
            -133081,
            -821985,
            -577633,
            -435779
        ],
        [
            2.341951,
            3.877131,
            1.406606,
            1.970982,
            2.279619,
            1.76525
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            52,
            27,
            25,
            52,
            27,
            25
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            51.485149,
            52.941176,
            50,
            51.485149,
            52.941176,
            50
        ],
        [
            2.206839,
            3.446338,
            1.406606,
            1.857272,
            2.026328,
            1.76525
        ],
        [
            137201,
            137201,
            77927,
            732366,
            492438,
            732366
        ],
        [
            -35573,
            -35573,
            -32657,
            -361934,
            -278511,
            -361934
        ],
        [
            74,
            62,
            86,
            74,
            62,
            86
        ],
        [
            106,
            89,
            124,
            106,
            89,
            124
        ],
        [
            40,
            33,
            47,
            40,
            33,
            47
        ],
        [
            7508,
            3195,
            4313,
            7508,
            3195,
            4313
        ],
        [
            595.762825,
            627.012825,
            0,
            595.762825,
            627.012825,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513175,
            -164242,
            -300998,
            449447,
            -194570,
            -203259
        ]
    ]
}
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": 1549886400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796308123,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 98,
            "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)