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Trade: WAVES/USDT/720/MIDPRICE/MIDPOINT/9340

Strategy
WAVES/USDT/720/MIDPRICE/MIDPOINT/9340
Pair
WAVES_USDT
Interval
12h
Score
349361
Daily Profit
0.234780
Profit Factor
1.469033
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 15:49
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 464278.077 424322.3848 39955.6922 -12799.158 317215.905 -330015.0629
Total P&L (%) 464.2781 424.3224 39.9557 -12.7992 317.2159 -330.0151
Avg Daily Profit (%) 0.2348 0.2146 0.0202 -0.0069 0.0723 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157405 -66399 -291461 -315639 -89823 -468159
Profit Factor 1.469 2.1655 1.0638 0.9902 1.6696 0.6035
Total Trades 148 74 74 148 74 74
Winning Trades 74 39 35 74 39 35
Losing Trades 74 35 39 74 35 39
Profitability (%) 50 52.7027 47.2973 50 52.7027 47.2973
Ratio Avg Win / Avg Loss 1.469 1.9434 1.1854 0.9902 1.4984 0.6725
Largest Winning Trade 108148 108148 79435 169057 169057 63617
Largest Losing Trade -86424 -35637 -86424 -87309 -82503 -87309
Avg Bars in Trades 26 15 36 26 15 36
Avg Bars in Winners 31 15 50 31 15 50
Avg Bars in Losers 20 15 24 20 15 24
Bars Traded 3882 1145 2737 3882 1145 2737
Profit Streak 0 0 566.5347 0 0 566.5347
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 349361 -51964 -382545 -580108 -158238 -644936

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1550750400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758890999451,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 52,
            "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": [
        [
            464278.076994893,
            424322.3848150976,
            39955.6921797956,
            -12799.157977587,
            317215.9049521448,
            -330015.0629297318
        ],
        [
            464.278077,
            424.322385,
            39.955692,
            -12.799158,
            317.215905,
            -330.015063
        ],
        [
            0.23478,
            0.214575,
            0.020205,
            -0.006925,
            0.07226,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157405,
            -66399,
            -291461,
            -315639,
            -89823,
            -468159
        ],
        [
            1.469033,
            2.165503,
            1.063848,
            0.990201,
            1.669641,
            0.603542
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            74,
            39,
            35,
            74,
            39,
            35
        ],
        [
            74,
            35,
            39,
            74,
            35,
            39
        ],
        [
            50,
            52.702703,
            47.297297,
            50,
            52.702703,
            47.297297
        ],
        [
            1.469033,
            1.9434,
            1.185431,
            0.990201,
            1.498396,
            0.672518
        ],
        [
            108148,
            108148,
            79435,
            169057,
            169057,
            63617
        ],
        [
            -86424,
            -35637,
            -86424,
            -87309,
            -82503,
            -87309
        ],
        [
            26,
            15,
            36,
            26,
            15,
            36
        ],
        [
            31,
            15,
            50,
            31,
            15,
            50
        ],
        [
            20,
            15,
            24,
            20,
            15,
            24
        ],
        [
            3882,
            1145,
            2737,
            3882,
            1145,
            2737
        ],
        [
            0,
            0,
            566.534716,
            0,
            0,
            566.534716
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            349361,
            -51964,
            -382545,
            -580108,
            -158238,
            -644936
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1550750400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758890999451,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 52,
            "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)