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Trade: WAVES/USDT/480/HILO/DCM/8732

Strategy
WAVES/USDT/480/HILO/DCM/8732
Pair
WAVES_USDT
Interval
8h
Score
337114
Daily Profit
0.368885
Profit Factor
1.581390
Profitability
37.187500
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 10:33
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 729285.0813 619094.9848 110190.0965 1377958.2505 852174.368 525783.8825
Total P&L (%) 729.2851 619.095 110.1901 1377.9583 852.1744 525.7839
Avg Daily Profit (%) 0.3689 0.3131 0.0557 0.1363 0.1141 0.0928
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161529 -115173 -121592 -2795248 -1416303 -1761274
Profit Factor 1.5814 1.9829 1.1764 1.1276 1.149 1.1035
Total Trades 320 160 160 320 160 160
Winning Trades 119 54 65 119 54 65
Losing Trades 201 106 95 201 106 95
Profitability (%) 37.1875 33.75 40.625 37.1875 33.75 40.625
Ratio Avg Win / Avg Loss 2.6711 3.8924 1.7194 1.9046 2.2554 1.6128
Largest Winning Trade 218473 218473 65609 1149753 1149753 550038
Largest Losing Trade -24705 -24705 -22749 -308585 -278275 -308585
Avg Bars in Trades 18 18 17 18 18 17
Avg Bars in Winners 31 35 28 31 35 28
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 5844 3021 2823 5844 3021 2823
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 337114 252474 -146913 -92709 -101595 -177286
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548403200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304022073,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 8,
            "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": [
        [
            729285.0813233311,
            619094.9847760394,
            110190.0965472928,
            1377958.2505085394,
            852174.3680038394,
            525783.8825047001
        ],
        [
            729.285081,
            619.094985,
            110.190097,
            1377.958251,
            852.174368,
            525.783883
        ],
        [
            0.368885,
            0.313149,
            0.055736,
            0.136322,
            0.114055,
            0.092802
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161529,
            -115173,
            -121592,
            -2795248,
            -1416303,
            -1761274
        ],
        [
            1.58139,
            1.982925,
            1.176436,
            1.127605,
            1.148996,
            1.103517
        ],
        [
            320,
            160,
            160,
            320,
            160,
            160
        ],
        [
            119,
            54,
            65,
            119,
            54,
            65
        ],
        [
            201,
            106,
            95,
            201,
            106,
            95
        ],
        [
            37.1875,
            33.75,
            40.625,
            37.1875,
            33.75,
            40.625
        ],
        [
            2.671087,
            3.892409,
            1.719407,
            1.90461,
            2.255437,
            1.612832
        ],
        [
            218473,
            218473,
            65609,
            1149753,
            1149753,
            550038
        ],
        [
            -24705,
            -24705,
            -22749,
            -308585,
            -278275,
            -308585
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            31,
            35,
            28,
            31,
            35,
            28
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            5844,
            3021,
            2823,
            5844,
            3021,
            2823
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            337114,
            252474,
            -146913,
            -92709,
            -101595,
            -177286
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548403200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304022073,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 8,
            "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)