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Trade: WAVES/USDT/480/MIDPRICE/MIDPOINT/4424

Strategy
WAVES/USDT/480/MIDPRICE/MIDPOINT/4424
Pair
WAVES_USDT
Interval
8h
Score
437147
Daily Profit
0.161264
Profit Factor
2.317423
Profitability
61.224490
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 22:01
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 242776.3785 318818.4081 -76042.0296 -82994.6378 112760.2535 -195754.8913
Total P&L (%) 242.7764 318.8184 -76.042 -82.9946 112.7603 -195.7549
Avg Daily Profit (%) 0.1228 0.1613 -0.0385 -0.0896 0.0382 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153847 -48717 -227526 -190418 -59230 -221667
Profit Factor 1.3285 2.3174 0.847 0.8538 1.6145 0.4907
Total Trades 98 49 49 98 49 49
Winning Trades 50 30 20 50 30 20
Losing Trades 48 19 29 48 19 29
Profitability (%) 51.0204 61.2245 40.8163 51.0204 61.2245 40.8163
Ratio Avg Win / Avg Loss 1.2754 1.4677 1.2282 0.8197 1.0225 0.7114
Largest Winning Trade 135922 135922 77848 105842 105842 32573
Largest Losing Trade -85743 -32957 -85743 -62733 -49794 -62733
Avg Bars in Trades 56 31 81 56 31 81
Avg Bars in Winners 72 26 140 72 26 140
Avg Bars in Losers 40 39 40 40 39 40
Bars Traded 5543 1560 3983 5543 1560 3983
Profit Streak 0 0 535.4592 0 0 535.4592
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28421 437147 -582002 -580384 -138381 -583669
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1553356800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758913273169,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "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": [
        [
            242776.3785292195,
            318818.4080792582,
            -76042.0295500387,
            -82994.6378204511,
            112760.2534582638,
            -195754.8912787149
        ],
        [
            242.776379,
            318.818408,
            -76.04203,
            -82.994638,
            112.760253,
            -195.754891
        ],
        [
            0.1228,
            0.161264,
            -0.038463,
            -0.089572,
            0.038196,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153847,
            -48717,
            -227526,
            -190418,
            -59230,
            -221667
        ],
        [
            1.328514,
            2.317423,
            0.847001,
            0.85384,
            1.61447,
            0.490653
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            50,
            30,
            20,
            50,
            30,
            20
        ],
        [
            48,
            19,
            29,
            48,
            19,
            29
        ],
        [
            51.020408,
            61.22449,
            40.816327,
            51.020408,
            61.22449,
            40.816327
        ],
        [
            1.275374,
            1.467701,
            1.228152,
            0.819686,
            1.022498,
            0.711447
        ],
        [
            135922,
            135922,
            77848,
            105842,
            105842,
            32573
        ],
        [
            -85743,
            -32957,
            -85743,
            -62733,
            -49794,
            -62733
        ],
        [
            56,
            31,
            81,
            56,
            31,
            81
        ],
        [
            72,
            26,
            140,
            72,
            26,
            140
        ],
        [
            40,
            39,
            40,
            40,
            39,
            40
        ],
        [
            5543,
            1560,
            3983,
            5543,
            1560,
            3983
        ],
        [
            0,
            0,
            535.45918,
            0,
            0,
            535.45918
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28421,
            437147,
            -582002,
            -580384,
            -138381,
            -583669
        ]
    ]
}
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": 1553356800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758913273169,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "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)