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Trade: WAVES/USDT/480/MIDPRICE/DCL/5554

Strategy
WAVES/USDT/480/MIDPRICE/DCL/5554
Pair
WAVES_USDT
Interval
8h
Score
451189
Daily Profit
0.151555
Profit Factor
2.377682
Profitability
53.846154
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-27 03:24
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 157577.9225 299623.2859 -142045.3634 -129037.5557 132350.7735 -261388.3292
Total P&L (%) 157.5779 299.6233 -142.0454 -129.0376 132.3508 -261.3883
Avg Daily Profit (%) 0.0797 0.1516 -0.0718 0 0.0427 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -379486 -47277 -432339 -494232 -81857 -450354
Profit Factor 1.2079 2.3777 0.7373 0.7955 1.8066 0.4403
Total Trades 78 39 39 78 39 39
Winning Trades 41 21 20 34 19 15
Losing Trades 37 18 19 44 20 24
Profitability (%) 52.5641 53.8462 51.2821 43.5897 48.7179 38.4615
Ratio Avg Win / Avg Loss 1.09 2.038 0.7004 1.0295 1.9017 0.7046
Largest Winning Trade 91181 91181 83086 95899 95899 66492
Largest Losing Trade -156267 -28713 -156267 -170097 -37562 -170097
Avg Bars in Trades 70 23 118 70 23 118
Avg Bars in Winners 102 33 175 57 28 94
Avg Bars in Losers 35 10 58 80 17 132
Bars Traded 5508 898 4610 5508 898 4610
Profit Streak 0 0 563.3505 546.6838 563.0172 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125456 451189 -580007 -619798 -132125 -585244
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553443200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932682624,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 21,
            "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": [
        [
            157577.9225220264,
            299623.2858873653,
            -142045.3633653389,
            -129037.5557429767,
            132350.773480886,
            -261388.3292238628
        ],
        [
            157.577923,
            299.623286,
            -142.045363,
            -129.037556,
            132.350773,
            -261.388329
        ],
        [
            0.079706,
            0.151555,
            -0.071849,
            0,
            0.042653,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -379486,
            -47277,
            -432339,
            -494232,
            -81857,
            -450354
        ],
        [
            1.207857,
            2.377682,
            0.737257,
            0.795546,
            1.80662,
            0.440344
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            41,
            21,
            20,
            34,
            19,
            15
        ],
        [
            37,
            18,
            19,
            44,
            20,
            24
        ],
        [
            52.564103,
            53.846154,
            51.282051,
            43.589744,
            48.717949,
            38.461538
        ],
        [
            1.090017,
            2.038013,
            0.700394,
            1.02953,
            1.901705,
            0.704551
        ],
        [
            91181,
            91181,
            83086,
            95899,
            95899,
            66492
        ],
        [
            -156267,
            -28713,
            -156267,
            -170097,
            -37562,
            -170097
        ],
        [
            70,
            23,
            118,
            70,
            23,
            118
        ],
        [
            102,
            33,
            175,
            57,
            28,
            94
        ],
        [
            35,
            10,
            58,
            80,
            17,
            132
        ],
        [
            5508,
            898,
            4610,
            5508,
            898,
            4610
        ],
        [
            0,
            0,
            563.350493,
            546.683827,
            563.01716,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125456,
            451189,
            -580007,
            -619798,
            -132125,
            -585244
        ]
    ]
}
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": 1553443200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932682624,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 21,
            "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)