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Trade: WAVES/USDT/360/MIDPOINT/HILO/7168

Strategy
WAVES/USDT/360/MIDPOINT/HILO/7168
Pair
WAVES_USDT
Interval
6h
Score
656793
Daily Profit
0.224365
Profit Factor
5.902301
Profitability
57.500000
Streak
631.414511
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-02 12:56
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 596879.9422 443513.2356 153366.7066 5632885.7983 2772723.4398 2860162.3585
Total P&L (%) 596.8799 443.5132 153.3667 5632.8858 2772.7234 2860.1624
Avg Daily Profit (%) 0.302 0.2244 0.0776 0.205 0.17 0.1715
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54004 -39574 -97551 -2359847 -1658430 -1620429
Profit Factor 3.0851 5.9023 1.7833 2.152 2.4292 1.9696
Total Trades 79 40 39 79 40 39
Winning Trades 44 23 21 44 23 21
Losing Trades 35 17 18 35 17 18
Profitability (%) 55.6962 57.5 53.8462 55.6962 57.5 53.8462
Ratio Avg Win / Avg Loss 2.454 4.3626 1.5285 1.7118 1.7955 1.6883
Largest Winning Trade 92005 92005 80270 1680596 1528800 1680596
Largest Losing Trade -35306 -18065 -35306 -1324255 -709808 -1324255
Avg Bars in Trades 93 73 113 93 73 113
Avg Bars in Winners 126 96 159 126 96 159
Avg Bars in Losers 51 43 60 51 43 60
Bars Traded 7379 2947 4432 7379 2947 4432
Profit Streak 582.4145 631.4145 0 582.4145 631.4145 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -15152 656793 -85458 -17781 517251 433988
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": 1552586400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759399013794,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 204,
            "offset": 19
        }
    },
    "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": [
        [
            596879.9422112091,
            443513.2356437669,
            153366.7065674423,
            5632885.798311773,
            2772723.439842442,
            2860162.358469333
        ],
        [
            596.879942,
            443.513236,
            153.366707,
            5632.885798,
            2772.72344,
            2860.162358
        ],
        [
            0.30195,
            0.224365,
            0.077585,
            0.205031,
            0.170011,
            0.171531
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54004,
            -39574,
            -97551,
            -2359847,
            -1658430,
            -1620429
        ],
        [
            3.085067,
            5.902301,
            1.783308,
            2.151953,
            2.429155,
            1.969631
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            55.696203,
            57.5,
            53.846154,
            55.696203,
            57.5,
            53.846154
        ],
        [
            2.454031,
            4.36257,
            1.528549,
            1.711781,
            1.795463,
            1.688255
        ],
        [
            92005,
            92005,
            80270,
            1680596,
            1528800,
            1680596
        ],
        [
            -35306,
            -18065,
            -35306,
            -1324255,
            -709808,
            -1324255
        ],
        [
            93,
            73,
            113,
            93,
            73,
            113
        ],
        [
            126,
            96,
            159,
            126,
            96,
            159
        ],
        [
            51,
            43,
            60,
            51,
            43,
            60
        ],
        [
            7379,
            2947,
            4432,
            7379,
            2947,
            4432
        ],
        [
            582.414511,
            631.414511,
            0,
            582.414511,
            631.414511,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -15152,
            656793,
            -85458,
            -17781,
            517251,
            433988
        ]
    ]
}
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": 1552586400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759399013794,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 204,
            "offset": 19
        }
    },
    "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)