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Trade: WAVES/USDT/480/DCM/HILO/2468

Strategy
WAVES/USDT/480/DCM/HILO/2468
Pair
WAVES_USDT
Interval
8h
Score
382329
Daily Profit
0.220895
Profit Factor
1.652325
Profitability
48.514851
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-04 22:40
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 436709.3238 403832.6573 32876.6665 136017.1401 248543.7681 -112526.6279
Total P&L (%) 436.7093 403.8327 32.8767 136.0171 248.5438 -112.5266
Avg Daily Profit (%) 0.2209 0.2043 0.0166 0.0434 0.0632 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -166469 -48995 -251330 -320073 -131162 -415938
Profit Factor 1.6523 2.5236 1.0813 1.1296 1.6378 0.8294
Total Trades 101 51 50 101 51 50
Winning Trades 49 25 24 49 25 24
Losing Trades 52 26 26 52 26 26
Profitability (%) 48.5149 49.0196 48 48.5149 49.0196 48
Ratio Avg Win / Avg Loss 1.7535 2.6246 1.1714 1.1988 1.7033 0.8985
Largest Winning Trade 113275 113275 78645 174777 174777 90283
Largest Losing Trade -63353 -47081 -63353 -154263 -62357 -154263
Avg Bars in Trades 56 35 77 56 35 77
Avg Bars in Winners 83 45 123 83 45 123
Avg Bars in Losers 30 26 35 30 26 35
Bars Traded 5703 1834 3869 5703 1834 3869
Profit Streak 0 0 557.82 0 0 557.82
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 382329 -167968 -484842 -213136 -285907 -761027
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552262400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759606851247,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 156,
            "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": [
        [
            436709.3237992487,
            403832.6573111936,
            32876.666488055,
            136017.1401267593,
            248543.7680526577,
            -112526.6279258982
        ],
        [
            436.709324,
            403.832657,
            32.876666,
            136.01714,
            248.543768,
            -112.526628
        ],
        [
            0.220895,
            0.204265,
            0.01663,
            0.043446,
            0.063176,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -166469,
            -48995,
            -251330,
            -320073,
            -131162,
            -415938
        ],
        [
            1.652325,
            2.52363,
            1.081293,
            1.129616,
            1.637759,
            0.82942
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            48.514851,
            49.019608,
            48,
            48.514851,
            49.019608,
            48
        ],
        [
            1.753487,
            2.624575,
            1.171401,
            1.198776,
            1.703269,
            0.898538
        ],
        [
            113275,
            113275,
            78645,
            174777,
            174777,
            90283
        ],
        [
            -63353,
            -47081,
            -63353,
            -154263,
            -62357,
            -154263
        ],
        [
            56,
            35,
            77,
            56,
            35,
            77
        ],
        [
            83,
            45,
            123,
            83,
            45,
            123
        ],
        [
            30,
            26,
            35,
            30,
            26,
            35
        ],
        [
            5703,
            1834,
            3869,
            5703,
            1834,
            3869
        ],
        [
            0,
            0,
            557.820038,
            0,
            0,
            557.820038
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            382329,
            -167968,
            -484842,
            -213136,
            -285907,
            -761027
        ]
    ]
}
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": 1552262400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759606851247,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 156,
            "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)