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Trade: WAVES/USDT/360/MIDPOINT/HILO/9659

Strategy
WAVES/USDT/360/MIDPOINT/HILO/9659
Pair
WAVES_USDT
Interval
6h
Score
604035
Daily Profit
0.271027
Profit Factor
3.904551
Profitability
58.536585
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 00:21
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 688617.1862 535752.9032 152864.2829 5693468.6211 2575390.5242 3118078.0969
Total P&L (%) 688.6172 535.7529 152.8643 5693.4686 2575.3905 3118.0781
Avg Daily Profit (%) 0.3484 0.271 0.0773 0.2056 0.1664 0.1758
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85287 -49212 -133979 -1021830 -1368737 -1215200
Profit Factor 2.6821 3.9046 1.6796 2.182 1.9671 2.4478
Total Trades 82 41 41 82 41 41
Winning Trades 47 24 23 47 24 23
Losing Trades 35 17 18 35 17 18
Profitability (%) 57.3171 58.5366 56.0976 57.3171 58.5366 56.0976
Ratio Avg Win / Avg Loss 1.9973 2.7657 1.3145 1.6249 1.3934 1.9157
Largest Winning Trade 120821 120821 79202 1564530 1552425 1564530
Largest Losing Trade -49212 -49212 -32529 -867805 -540438 -867805
Avg Bars in Trades 89 71 108 89 71 108
Avg Bars in Winners 105 77 133 105 77 133
Avg Bars in Losers 69 62 75 69 62 75
Bars Traded 7373 2932 4441 7373 2932 4441
Profit Streak 0 0 582.1401 0 0 582.1401
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 237359 604035 -86217 158679 414667 500567
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": 1552910400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759612901729,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 238,
            "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": [
        [
            688617.1861551971,
            535752.9032406264,
            152864.2829145704,
            5693468.621141421,
            2575390.524226097,
            3118078.096915326
        ],
        [
            688.617186,
            535.752903,
            152.864283,
            5693.468621,
            2575.390524,
            3118.078097
        ],
        [
            0.348358,
            0.271027,
            0.077331,
            0.205564,
            0.166405,
            0.175764
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85287,
            -49212,
            -133979,
            -1021830,
            -1368737,
            -1215200
        ],
        [
            2.682136,
            3.904551,
            1.679645,
            2.182034,
            1.967088,
            2.447821
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            57.317073,
            58.536585,
            56.097561,
            57.317073,
            58.536585,
            56.097561
        ],
        [
            1.997335,
            2.765723,
            1.314505,
            1.624919,
            1.393354,
            1.915686
        ],
        [
            120821,
            120821,
            79202,
            1564530,
            1552425,
            1564530
        ],
        [
            -49212,
            -49212,
            -32529,
            -867805,
            -540438,
            -867805
        ],
        [
            89,
            71,
            108,
            89,
            71,
            108
        ],
        [
            105,
            77,
            133,
            105,
            77,
            133
        ],
        [
            69,
            62,
            75,
            69,
            62,
            75
        ],
        [
            7373,
            2932,
            4441,
            7373,
            2932,
            4441
        ],
        [
            0,
            0,
            582.140066,
            0,
            0,
            582.140066
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            237359,
            604035,
            -86217,
            158679,
            414667,
            500567
        ]
    ]
}
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": 1552910400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759612901729,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 238,
            "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)