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Trade: WAVES/USDT/480/MIDPRICE/HILO/7488

Strategy
WAVES/USDT/480/MIDPRICE/HILO/7488
Pair
WAVES_USDT
Interval
8h
Score
462810
Daily Profit
0.185626
Profit Factor
2.623490
Profitability
52.631579
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-04 23:43
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 359790.4459 366982.7495 -7192.3036 80062.3708 228294.3458 -148231.975
Total P&L (%) 359.7904 366.9828 -7.1923 80.0624 228.2943 -148.232
Avg Daily Profit (%) 0.182 0.1856 -0.0036 0.0298 0.0601 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151994 -49075 -230367 -251078 -110352 -372859
Profit Factor 1.6183 2.6235 0.9798 1.0829 1.6402 0.7564
Total Trades 76 38 38 76 38 38
Winning Trades 37 20 17 37 20 17
Losing Trades 39 18 21 39 18 21
Profitability (%) 48.6842 52.6316 44.7368 48.6842 52.6316 44.7368
Ratio Avg Win / Avg Loss 1.7057 2.3611 1.2103 1.1415 1.4762 0.9344
Largest Winning Trade 82871 82871 79677 103695 103695 96201
Largest Losing Trade -63353 -49075 -63353 -156548 -64654 -156548
Avg Bars in Trades 72 49 96 72 49 96
Avg Bars in Winners 108 55 169 108 55 169
Avg Bars in Losers 38 41 36 38 41 36
Bars Traded 5512 1862 3650 5512 1862 3650
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43758 462810 -581145 -336708 -110261 -582811
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553558400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759610637491,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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": [
        [
            359790.4459259993,
            366982.7495316293,
            -7192.30360563,
            80062.3708293839,
            228294.345818843,
            -148231.974989459
        ],
        [
            359.790446,
            366.98275,
            -7.192304,
            80.062371,
            228.294346,
            -148.231975
        ],
        [
            0.181988,
            0.185626,
            -0.003638,
            0.029753,
            0.060147,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151994,
            -49075,
            -230367,
            -251078,
            -110352,
            -372859
        ],
        [
            1.618265,
            2.62349,
            0.979791,
            1.082949,
            1.640172,
            0.756432
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            48.684211,
            52.631579,
            44.736842,
            48.684211,
            52.631579,
            44.736842
        ],
        [
            1.705738,
            2.361141,
            1.21033,
            1.141487,
            1.476155,
            0.934416
        ],
        [
            82871,
            82871,
            79677,
            103695,
            103695,
            96201
        ],
        [
            -63353,
            -49075,
            -63353,
            -156548,
            -64654,
            -156548
        ],
        [
            72,
            49,
            96,
            72,
            49,
            96
        ],
        [
            108,
            55,
            169,
            108,
            55,
            169
        ],
        [
            38,
            41,
            36,
            38,
            41,
            36
        ],
        [
            5512,
            1862,
            3650,
            5512,
            1862,
            3650
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43758,
            462810,
            -581145,
            -336708,
            -110261,
            -582811
        ]
    ]
}
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": 1553558400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759610637491,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 201,
            "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)