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Trade: WAVES/USDT/240/MIDPRICE/HILO/6097

Strategy
WAVES/USDT/240/MIDPRICE/HILO/6097
Pair
WAVES_USDT
Interval
4h
Score
489821
Daily Profit
0.376818
Profit Factor
1.660117
Profitability
53.267974
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 20:52
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 744592.7924 552513.377 192079.4154 3203383.3692 3756948.1835 -553564.8142
Total P&L (%) 744.5928 552.5134 192.0794 3203.3834 3756.9482 -553.5648
Avg Daily Profit (%) 0.3768 0.2796 0.0972 0.1772 0.185 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92107 -104118 -119193 -3880208 -4043471 -3893276
Profit Factor 1.6601 2.023 1.3267 1.1202 1.2811 0.9583
Total Trades 306 153 153 306 153 153
Winning Trades 163 81 82 163 81 82
Losing Trades 143 72 71 143 72 71
Profitability (%) 53.268 52.9412 53.5948 53.268 52.9412 53.5948
Ratio Avg Win / Avg Loss 1.4564 1.7982 1.1488 0.9828 1.1388 0.8298
Largest Winning Trade 116993 116993 70986 2280219 2280219 974176
Largest Losing Trade -67584 -41069 -67584 -2491565 -2122999 -2491565
Avg Bars in Trades 38 26 50 38 26 50
Avg Bars in Winners 44 25 63 44 25 63
Avg Bars in Losers 30 27 34 30 27 34
Bars Traded 11665 4001 7664 11665 4001 7664
Profit Streak 0 0 547.2448 0 0 547.2448
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 489821 484848 -60904 -80089 316199 -578731

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758822753023,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "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": [
        [
            744592.792382443,
            552513.3769858567,
            192079.4153965869,
            3203383.3692031926,
            3756948.1834502476,
            -553564.814247055
        ],
        [
            744.592792,
            552.513377,
            192.079415,
            3203.383369,
            3756.948183,
            -553.564814
        ],
        [
            0.376818,
            0.279612,
            0.097206,
            0.177157,
            0.185012,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92107,
            -104118,
            -119193,
            -3880208,
            -4043471,
            -3893276
        ],
        [
            1.660117,
            2.022987,
            1.326736,
            1.120216,
            1.281114,
            0.958324
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            53.267974,
            52.941176,
            53.594771,
            53.267974,
            52.941176,
            53.594771
        ],
        [
            1.456421,
            1.798211,
            1.148759,
            0.982766,
            1.138768,
            0.829768
        ],
        [
            116993,
            116993,
            70986,
            2280219,
            2280219,
            974176
        ],
        [
            -67584,
            -41069,
            -67584,
            -2491565,
            -2122999,
            -2491565
        ],
        [
            38,
            26,
            50,
            38,
            26,
            50
        ],
        [
            44,
            25,
            63,
            44,
            25,
            63
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            11665,
            4001,
            7664,
            11665,
            4001,
            7664
        ],
        [
            0,
            0,
            547.244827,
            0,
            0,
            547.244827
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489821,
            484848,
            -60904,
            -80089,
            316199,
            -578731
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549411200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758822753023,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "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)