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Trade: WAVES/USDT/60/DCL/BBL/4038

Strategy
WAVES/USDT/60/DCL/BBL/4038
Pair
WAVES_USDT
Interval
1h
Score
322057
Daily Profit
0.197046
Profit Factor
1.300068
Profitability
52.447552
Streak
491.433188
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-08 03:23
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 113711.342 57233.7535 56477.5885 40819.4736 25870.5273 14948.9464
Total P&L (%) 113.7113 57.2338 56.4776 40.8195 25.8705 14.9489
Avg Daily Profit (%) 0.197 0.0992 0.0979 0.0593 0.0399 0.0241
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85929 -16068 -98016 -112948 -18910 -128454
Profit Factor 1.3001 1.6722 1.1922 1.1142 1.3267 1.0537
Total Trades 143 72 71 143 72 71
Winning Trades 75 35 40 75 35 40
Losing Trades 68 37 31 68 37 31
Profitability (%) 52.4476 48.6111 56.338 52.4476 48.6111 56.338
Ratio Avg Win / Avg Loss 1.1787 1.7677 0.924 1.0102 1.4025 0.8166
Largest Winning Trade 34583 27809 34583 35669 11965 35669
Largest Losing Trade -49297 -12681 -49297 -75159 -14979 -75159
Avg Bars in Trades 95 15 175 95 15 175
Avg Bars in Winners 80 15 136 80 15 136
Avg Bars in Losers 111 15 224 111 15 224
Bars Traded 13587 1147 12440 13587 1147 12440
Profit Streak 491.4332 491.4332 506.0165 491.4332 491.4332 506.0165
Trades During Streak 2 1 4 2 1 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322057 -137778 -158855 -209508 -222393 -420428
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669230000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759883027482,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 3.74794
        }
    }
}
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": [
        [
            113711.3420098216,
            57233.7535482837,
            56477.5884615379,
            40819.4736294828,
            25870.5272706564,
            14948.9463588265
        ],
        [
            113.711342,
            57.233754,
            56.477588,
            40.819474,
            25.870527,
            14.948946
        ],
        [
            0.197046,
            0.099178,
            0.097868,
            0.059335,
            0.039878,
            0.024145
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85929,
            -16068,
            -98016,
            -112948,
            -18910,
            -128454
        ],
        [
            1.300068,
            1.672174,
            1.192228,
            1.114177,
            1.326661,
            1.053713
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            75,
            35,
            40,
            75,
            35,
            40
        ],
        [
            68,
            37,
            31,
            68,
            37,
            31
        ],
        [
            52.447552,
            48.611111,
            56.338028,
            52.447552,
            48.611111,
            56.338028
        ],
        [
            1.178728,
            1.767727,
            0.923977,
            1.010187,
            1.40247,
            0.816627
        ],
        [
            34583,
            27809,
            34583,
            35669,
            11965,
            35669
        ],
        [
            -49297,
            -12681,
            -49297,
            -75159,
            -14979,
            -75159
        ],
        [
            95,
            15,
            175,
            95,
            15,
            175
        ],
        [
            80,
            15,
            136,
            80,
            15,
            136
        ],
        [
            111,
            15,
            224,
            111,
            15,
            224
        ],
        [
            13587,
            1147,
            12440,
            13587,
            1147,
            12440
        ],
        [
            491.433188,
            491.433188,
            506.016522,
            491.433188,
            491.433188,
            506.016522
        ],
        [
            2,
            1,
            4,
            2,
            1,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322057,
            -137778,
            -158855,
            -209508,
            -222393,
            -420428
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669230000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759883027482,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 3.74794
        }
    }
}

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)