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Trade: WAVES/USDT/480/DCM/HILO/1434

Strategy
WAVES/USDT/480/DCM/HILO/1434
Pair
WAVES_USDT
Interval
8h
Score
417908
Daily Profit
0.200762
Profit Factor
1.813716
Profitability
54.444444
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-09 00:31
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 355147.5391 396906.6722 -41759.1331 -218961.8329 883554.5927 -1102516.4256
Total P&L (%) 355.1475 396.9067 -41.7591 -218.9618 883.5546 -1102.5164
Avg Daily Profit (%) 0.1796 0.2008 -0.0211 0 0.1157 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195712 -150862 -330860 -880888 -286108 -1440654
Profit Factor 1.3137 1.8137 0.9352 0.9283 1.9439 0.4797
Total Trades 180 90 90 180 90 90
Winning Trades 99 49 50 94 48 46
Losing Trades 81 41 40 86 42 44
Profitability (%) 55 54.4444 55.5556 52.2222 53.3333 51.1111
Ratio Avg Win / Avg Loss 1.0748 1.5176 0.7482 0.8493 1.7009 0.4589
Largest Winning Trade 132015 132015 73285 204583 204583 156766
Largest Losing Trade -152286 -48921 -152286 -395052 -131403 -395052
Avg Bars in Trades 32 19 44 32 19 44
Avg Bars in Winners 34 18 50 26 17 36
Avg Bars in Losers 29 21 37 38 22 53
Bars Traded 5805 1792 4013 5805 1792 4013
Profit Streak 0 0 578.5637 492.897 502.2304 0
Trades During Streak 0 0 7 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 331389 417908 -578970 -578962 -33078 -580947
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759959102791,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 88,
            "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": [
        [
            355147.5390658441,
            396906.6722142908,
            -41759.1331484469,
            -218961.8329091529,
            883554.5927009361,
            -1102516.4256100892
        ],
        [
            355.147539,
            396.906672,
            -41.759133,
            -218.961833,
            883.554593,
            -1102.516426
        ],
        [
            0.17964,
            0.200762,
            -0.021122,
            0,
            0.115697,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195712,
            -150862,
            -330860,
            -880888,
            -286108,
            -1440654
        ],
        [
            1.313668,
            1.813716,
            0.935204,
            0.92833,
            1.943906,
            0.479722
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            99,
            49,
            50,
            94,
            48,
            46
        ],
        [
            81,
            41,
            40,
            86,
            42,
            44
        ],
        [
            55,
            54.444444,
            55.555556,
            52.222222,
            53.333333,
            51.111111
        ],
        [
            1.074819,
            1.517599,
            0.748163,
            0.849324,
            1.700918,
            0.458865
        ],
        [
            132015,
            132015,
            73285,
            204583,
            204583,
            156766
        ],
        [
            -152286,
            -48921,
            -152286,
            -395052,
            -131403,
            -395052
        ],
        [
            32,
            19,
            44,
            32,
            19,
            44
        ],
        [
            34,
            18,
            50,
            26,
            17,
            36
        ],
        [
            29,
            21,
            37,
            38,
            22,
            53
        ],
        [
            5805,
            1792,
            4013,
            5805,
            1792,
            4013
        ],
        [
            0,
            0,
            578.56369,
            492.897023,
            502.230356,
            0
        ],
        [
            0,
            0,
            7,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            331389,
            417908,
            -578970,
            -578962,
            -33078,
            -580947
        ]
    ]
}
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": 1550304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759959102791,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 88,
            "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)