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Trade: WAVES/USDT/360/RMA/HILO/3995

Strategy
WAVES/USDT/360/RMA/HILO/3995
Pair
WAVES_USDT
Interval
6h
Score
586616
Daily Profit
0.207959
Profit Factor
4.540520
Profitability
54.545455
Streak
596.025973
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 03:37
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 484714.7469 411082.8576 73631.8893 1296357.0415 936374.4192 359982.6223
Total P&L (%) 484.7147 411.0829 73.6319 1296.357 936.3744 359.9826
Avg Daily Profit (%) 0.2452 0.208 0.0372 0.1335 0.1184 0.0772
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82862 -36365 -101677 -841033 -391445 -578447
Profit Factor 2.6983 4.5405 1.4349 1.6484 2.2183 1.2925
Total Trades 65 33 32 65 33 32
Winning Trades 30 18 12 30 18 12
Losing Trades 35 15 20 35 15 20
Profitability (%) 46.1538 54.5455 37.5 46.1538 54.5455 37.5
Ratio Avg Win / Avg Loss 3.148 3.7838 2.3915 1.9231 1.8486 2.1542
Largest Winning Trade 135160 135160 87925 871222 469648 871222
Largest Losing Trade -31486 -19207 -31486 -578447 -237626 -578447
Avg Bars in Trades 114 101 127 114 101 127
Avg Bars in Winners 196 156 256 196 156 256
Avg Bars in Losers 44 36 50 44 36 50
Bars Traded 7439 3360 4079 7439 3360 4079
Profit Streak 595.526 596.026 0 595.526 596.026 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 -124034 586616 -146015 -148508 -29205 -93580
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": 1552219200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711044089,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 206,
            "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": [
        [
            484714.7468782824,
            411082.8576106699,
            73631.8892676125,
            1296357.0415090194,
            936374.4191971689,
            359982.6223118501
        ],
        [
            484.714747,
            411.082858,
            73.631889,
            1296.357042,
            936.374419,
            359.982622
        ],
        [
            0.245208,
            0.207959,
            0.037249,
            0.133462,
            0.118361,
            0.077228
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82862,
            -36365,
            -101677,
            -841033,
            -391445,
            -578447
        ],
        [
            2.698293,
            4.54052,
            1.434907,
            1.648401,
            2.218304,
            1.292496
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            46.153846,
            54.545455,
            37.5,
            46.153846,
            54.545455,
            37.5
        ],
        [
            3.148008,
            3.783767,
            2.391512,
            1.923134,
            1.848587,
            2.15416
        ],
        [
            135160,
            135160,
            87925,
            871222,
            469648,
            871222
        ],
        [
            -31486,
            -19207,
            -31486,
            -578447,
            -237626,
            -578447
        ],
        [
            114,
            101,
            127,
            114,
            101,
            127
        ],
        [
            196,
            156,
            256,
            196,
            156,
            256
        ],
        [
            44,
            36,
            50,
            44,
            36,
            50
        ],
        [
            7439,
            3360,
            4079,
            7439,
            3360,
            4079
        ],
        [
            595.525973,
            596.025973,
            0,
            595.525973,
            596.025973,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124034,
            586616,
            -146015,
            -148508,
            -29205,
            -93580
        ]
    ]
}
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": 1552219200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711044089,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 206,
            "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)