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Trade: WAVES/USDT/720/OHLC4/DCL/8904

Strategy
WAVES/USDT/720/OHLC4/DCL/8904
Pair
WAVES_USDT
Interval
12h
Score
417990
Daily Profit
0.146824
Profit Factor
4.151495
Profitability
58.620690
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-06 18:31
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 -1451063.9664 -50025.4399 -1401038.5265 -542970.6228 1719822.8372 -2262793.46
Total P&L (%) -1451.064 -50.0254 -1401.0385 -542.9706 1719.8228 -2262.7935
Avg Daily Profit (%) -0.7338 -0.0253 -0.7085 0 0.1468 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1637082 -151930 -1539189 -3412047 -190095 -3456121
Profit Factor 0.2103 0.7828 0.1283 0.8833 4.1515 0.4491
Total Trades 58 29 29 58 29 29
Winning Trades 39 17 22 33 17 16
Losing Trades 19 12 7 25 12 13
Profitability (%) 67.2414 58.6207 75.8621 56.8966 58.6207 55.1724
Ratio Avg Win / Avg Loss 0.1025 0.5525 0.0408 0.6692 2.9305 0.3649
Largest Winning Trade 32442 32442 29539 1408718 779074 1408718
Largest Losing Trade -1490277 -61256 -1490277 -3321294 -188202 -3321294
Avg Bars in Trades 63 43 83 63 43 83
Avg Bars in Winners 26 19 32 46 43 49
Avg Bars in Losers 139 77 246 85 42 125
Bars Traded 3680 1248 2432 3680 1248 2432
Profit Streak 0 609.1468 0 522.1468 0 767.1468
Trades During Streak 0 2 0 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -758042 -578757 -577480 -758799 417990 -578816
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": 1553644800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759764686641,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 34,
            "offset": 103
        }
    }
}
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": [
        [
            -1451063.9664035058,
            -50025.4399238112,
            -1401038.5264796945,
            -542970.622835347,
            1719822.8371697082,
            -2262793.4600050566
        ],
        [
            -1451.063966,
            -50.02544,
            -1401.038526,
            -542.970623,
            1719.822837,
            -2262.79346
        ],
        [
            -0.733787,
            -0.025297,
            -0.70849,
            0,
            0.146824,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1637082,
            -151930,
            -1539189,
            -3412047,
            -190095,
            -3456121
        ],
        [
            0.210293,
            0.782755,
            0.128273,
            0.883316,
            4.151495,
            0.449126
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            39,
            17,
            22,
            33,
            17,
            16
        ],
        [
            19,
            12,
            7,
            25,
            12,
            13
        ],
        [
            67.241379,
            58.62069,
            75.862069,
            56.896552,
            58.62069,
            55.172414
        ],
        [
            0.10245,
            0.552533,
            0.040814,
            0.669179,
            2.930467,
            0.364915
        ],
        [
            32442,
            32442,
            29539,
            1408718,
            779074,
            1408718
        ],
        [
            -1490277,
            -61256,
            -1490277,
            -3321294,
            -188202,
            -3321294
        ],
        [
            63,
            43,
            83,
            63,
            43,
            83
        ],
        [
            26,
            19,
            32,
            46,
            43,
            49
        ],
        [
            139,
            77,
            246,
            85,
            42,
            125
        ],
        [
            3680,
            1248,
            2432,
            3680,
            1248,
            2432
        ],
        [
            0,
            609.146836,
            0,
            522.146836,
            0,
            767.146836
        ],
        [
            0,
            2,
            0,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -758042,
            -578757,
            -577480,
            -758799,
            417990,
            -578816
        ]
    ]
}
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": 1553644800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759764686641,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 34,
            "offset": 103
        }
    }
}

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)