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Trade: WAVES/USDT/240/DCM/HILO/7256

Strategy
WAVES/USDT/240/DCM/HILO/7256
Pair
WAVES_USDT
Interval
4h
Score
537615
Daily Profit
0.426808
Profit Factor
1.906841
Profitability
51.351351
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-05 02:32
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 843372.5916 631888.4821 211484.1095 5410864.1224 2984033.4917 2426830.6306
Total P&L (%) 843.3726 631.8885 211.4841 5410.8641 2984.0335 2426.8306
Avg Daily Profit (%) 0.4268 0.3198 0.107 0.2031 0.1737 0.1636
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -102523 -102703 -143976 -3794824 -4164965 -2438987
Profit Factor 1.9068 2.3331 1.4638 1.2513 1.2559 1.2459
Total Trades 222 111 111 222 111 111
Winning Trades 114 57 57 114 57 57
Losing Trades 108 54 54 108 54 54
Profitability (%) 51.3514 51.3514 51.3514 51.3514 51.3514 51.3514
Ratio Avg Win / Avg Loss 1.8065 2.2103 1.3867 1.1855 1.1898 1.1803
Largest Winning Trade 170005 170005 73737 2064312 2064312 1485695
Largest Losing Trade -63605 -44739 -63605 -2267090 -2267090 -1825270
Avg Bars in Trades 52 35 68 52 35 68
Avg Bars in Winners 68 45 90 68 45 90
Avg Bars in Losers 35 25 45 35 25 45
Bars Traded 11628 3970 7658 11628 3970 7658
Profit Streak 0 0 498.6478 0 0 498.6478
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537615 483154 -48519 330759 271572 287282
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549944000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759620765976,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 150,
            "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": [
        [
            843372.5916341135,
            631888.4821474184,
            211484.1094866951,
            5410864.12237639,
            2984033.491747481,
            2426830.630628906
        ],
        [
            843.372592,
            631.888482,
            211.484109,
            5410.864122,
            2984.033492,
            2426.830631
        ],
        [
            0.426808,
            0.319782,
            0.107026,
            0.203106,
            0.173674,
            0.163572
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -102523,
            -102703,
            -143976,
            -3794824,
            -4164965,
            -2438987
        ],
        [
            1.906841,
            2.333136,
            1.463755,
            1.251332,
            1.255949,
            1.245878
        ],
        [
            222,
            111,
            111,
            222,
            111,
            111
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            51.351351,
            51.351351,
            51.351351,
            51.351351,
            51.351351,
            51.351351
        ],
        [
            1.806481,
            2.21034,
            1.386715,
            1.185472,
            1.189846,
            1.180306
        ],
        [
            170005,
            170005,
            73737,
            2064312,
            2064312,
            1485695
        ],
        [
            -63605,
            -44739,
            -63605,
            -2267090,
            -2267090,
            -1825270
        ],
        [
            52,
            35,
            68,
            52,
            35,
            68
        ],
        [
            68,
            45,
            90,
            68,
            45,
            90
        ],
        [
            35,
            25,
            45,
            35,
            25,
            45
        ],
        [
            11628,
            3970,
            7658,
            11628,
            3970,
            7658
        ],
        [
            0,
            0,
            498.647754,
            0,
            0,
            498.647754
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537615,
            483154,
            -48519,
            330759,
            271572,
            287282
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549944000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759620765976,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 150,
            "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)