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Trade: WAVES/USDT/720/MIDPRICE/HL2/2622

Strategy
WAVES/USDT/720/MIDPRICE/HL2/2622
Pair
WAVES_USDT
Interval
12h
Score
308437
Daily Profit
0.424152
Profit Factor
1.838579
Profitability
32.770270
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 13:13
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 838760.8363 692165.9365 146594.8998 3825821.9289 2298783.57 1527038.359
Total P&L (%) 838.7608 692.1659 146.5949 3825.8219 2298.7836 1527.0384
Avg Daily Profit (%) 0.4242 0.35 0.0741 0.1858 0.1608 0.1412
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -133000 -91384 -139859 -2605826 -1505494 -2528392
Profit Factor 1.8386 2.3726 1.2956 1.3366 1.3832 1.2845
Total Trades 296 148 148 296 148 148
Winning Trades 97 45 52 97 45 52
Losing Trades 199 103 96 199 103 96
Profitability (%) 32.7703 30.4054 35.1351 32.7703 30.4054 35.1351
Ratio Avg Win / Avg Loss 3.7719 5.4306 2.3919 2.7421 3.166 2.3714
Largest Winning Trade 304304 304304 82093 2091696 2091696 853446
Largest Losing Trade -39292 -27404 -39292 -656981 -656981 -580188
Avg Bars in Trades 13 10 15 13 10 15
Avg Bars in Winners 28 23 33 28 23 33
Avg Bars in Losers 5 5 6 5 5 6
Bars Traded 3885 1568 2317 3885 1568 2317
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308437 228044 -98462 160568 68456 -8749
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1548979200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004795446,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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": [
        [
            838760.8363143767,
            692165.9365434255,
            146594.8997709509,
            3825821.928943601,
            2298783.5699615967,
            1527038.3589820059
        ],
        [
            838.760836,
            692.165937,
            146.5949,
            3825.821929,
            2298.78357,
            1527.038359
        ],
        [
            0.424152,
            0.350021,
            0.074131,
            0.185768,
            0.160814,
            0.141154
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -133000,
            -91384,
            -139859,
            -2605826,
            -1505494,
            -2528392
        ],
        [
            1.838579,
            2.372579,
            1.295593,
            1.33661,
            1.383199,
            1.284533
        ],
        [
            296,
            148,
            148,
            296,
            148,
            148
        ],
        [
            97,
            45,
            52,
            97,
            45,
            52
        ],
        [
            199,
            103,
            96,
            199,
            103,
            96
        ],
        [
            32.77027,
            30.405405,
            35.135135,
            32.77027,
            30.405405,
            35.135135
        ],
        [
            3.771931,
            5.430571,
            2.391864,
            2.742117,
            3.165989,
            2.371445
        ],
        [
            304304,
            304304,
            82093,
            2091696,
            2091696,
            853446
        ],
        [
            -39292,
            -27404,
            -39292,
            -656981,
            -656981,
            -580188
        ],
        [
            13,
            10,
            15,
            13,
            10,
            15
        ],
        [
            28,
            23,
            33,
            28,
            23,
            33
        ],
        [
            5,
            5,
            6,
            5,
            5,
            6
        ],
        [
            3885,
            1568,
            2317,
            3885,
            1568,
            2317
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308437,
            228044,
            -98462,
            160568,
            68456,
            -8749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1548979200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760004795446,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "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)