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Trade: WAVES/USDT/60/MIDPRICE/RMA/9426

Strategy
WAVES/USDT/60/MIDPRICE/RMA/9426
Pair
WAVES_USDT
Interval
1h
Score
331135
Daily Profit
0.181046
Profit Factor
1.224730
Profitability
60.137457
Streak
503.731017
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-11 18:32
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 104478.0121 82423.9004 22054.1117 20035.0029 15649.4169 4385.586
Total P&L (%) 104.478 82.4239 22.0541 20.035 15.6494 4.3856
Avg Daily Profit (%) 0.181 0.1428 0.0382 0.0316 0.0252 0.0074
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111296 -50350 -80138 -89275 -49050 -48223
Profit Factor 1.2247 1.3774 1.0895 1.0632 1.0975 1.028
Total Trades 291 145 146 291 145 146
Winning Trades 175 87 88 175 87 88
Losing Trades 116 58 58 116 58 58
Profitability (%) 60.1375 60 60.274 60.1375 60 60.274
Ratio Avg Win / Avg Loss 0.8118 0.9183 0.7181 0.7047 0.7317 0.6775
Largest Winning Trade 20832 16031 20832 12807 12807 9900
Largest Losing Trade -64330 -32048 -64330 -43385 -35645 -43385
Avg Bars in Trades 45 48 43 45 48 43
Avg Bars in Winners 28 27 28 28 27 28
Avg Bars in Losers 72 78 66 72 78 66
Bars Traded 13319 6960 6359 13319 6960 6359
Profit Streak 503.731 503.731 509.6477 503.731 503.731 509.6477
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331135 -2157 -269037 -306418 -282584 -537984
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": 1668880800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760196759923,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 43,
            "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": [
        [
            104478.0120967093,
            82423.9004124797,
            22054.1116842295,
            20035.0029132667,
            15649.4169112539,
            4385.5860020128
        ],
        [
            104.478012,
            82.4239,
            22.054112,
            20.035003,
            15.649417,
            4.385586
        ],
        [
            0.181046,
            0.142829,
            0.038217,
            0.031649,
            0.025198,
            0.007438
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111296,
            -50350,
            -80138,
            -89275,
            -49050,
            -48223
        ],
        [
            1.22473,
            1.37739,
            1.089469,
            1.063152,
            1.097534,
            1.027969
        ],
        [
            291,
            145,
            146,
            291,
            145,
            146
        ],
        [
            175,
            87,
            88,
            175,
            87,
            88
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            60.137457,
            60,
            60.273973,
            60.137457,
            60,
            60.273973
        ],
        [
            0.811821,
            0.91826,
            0.718059,
            0.704718,
            0.73169,
            0.677525
        ],
        [
            20832,
            16031,
            20832,
            12807,
            12807,
            9900
        ],
        [
            -64330,
            -32048,
            -64330,
            -43385,
            -35645,
            -43385
        ],
        [
            45,
            48,
            43,
            45,
            48,
            43
        ],
        [
            28,
            27,
            28,
            28,
            27,
            28
        ],
        [
            72,
            78,
            66,
            72,
            78,
            66
        ],
        [
            13319,
            6960,
            6359,
            13319,
            6960,
            6359
        ],
        [
            503.731017,
            503.731017,
            509.647684,
            503.731018,
            503.731018,
            509.647684
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331135,
            -2157,
            -269037,
            -306418,
            -282584,
            -537984
        ]
    ]
}
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": 1668880800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760196759923,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 22,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 43,
            "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)