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Trade: WAVES/USDT/60/HL2/DCL/6696

Strategy
WAVES/USDT/60/HL2/DCL/6696
Pair
WAVES_USDT
Interval
1h
Score
468551
Daily Profit
0.199363
Profit Factor
1.489769
Profitability
83.898305
Streak
488.302796
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-01 07:16
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 115048.665 86073.6216 28975.0434 9134.9432 24881.8515 -15746.9083
Total P&L (%) 115.0487 86.0736 28.975 9.1349 24.8819 -15.7469
Avg Daily Profit (%) 0.1994 0.1492 0.0502 0.0151 0.0385 -0.0297
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -81410 -36713 -71117 -78098 -31832 -69824
Profit Factor 1.4898 2.1869 1.1784 1.0529 1.5516 0.8766
Total Trades 118 59 59 118 59 59
Winning Trades 99 50 49 99 50 49
Losing Trades 19 9 10 19 9 10
Profitability (%) 83.8983 84.7458 83.0508 83.8983 84.7458 83.0508
Ratio Avg Win / Avg Loss 0.2859 0.3936 0.2405 0.2021 0.2793 0.1789
Largest Winning Trade 69558 69558 20952 20706 20706 18135
Largest Losing Trade -68475 -23701 -68475 -60447 -24753 -60447
Avg Bars in Trades 110 80 140 110 80 140
Avg Bars in Winners 70 58 83 70 58 83
Avg Bars in Losers 315 202 418 315 202 418
Bars Traded 13024 4739 8285 13024 4739 8285
Profit Streak 488.3028 719.5528 488.3028 488.3028 719.5528 488.3028
Trades During Streak 4 25 2 4 25 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468551 -163674 -326902 -496576 -316261 -752702
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": 1670058000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759292161571,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 177,
            "offset": 193
        }
    }
}
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": [
        [
            115048.6649690093,
            86073.6215568707,
            28975.0434121387,
            9134.9432138895,
            24881.8514994301,
            -15746.9082855406
        ],
        [
            115.048665,
            86.073622,
            28.975043,
            9.134943,
            24.881851,
            -15.746908
        ],
        [
            0.199363,
            0.149154,
            0.05021,
            0.015149,
            0.038511,
            -0.029687
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -81410,
            -36713,
            -71117,
            -78098,
            -31832,
            -69824
        ],
        [
            1.489769,
            2.186907,
            1.178434,
            1.052891,
            1.551648,
            0.876599
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            83.898305,
            84.745763,
            83.050847,
            83.898305,
            84.745763,
            83.050847
        ],
        [
            0.285915,
            0.393643,
            0.240497,
            0.20207,
            0.279297,
            0.178898
        ],
        [
            69558,
            69558,
            20952,
            20706,
            20706,
            18135
        ],
        [
            -68475,
            -23701,
            -68475,
            -60447,
            -24753,
            -60447
        ],
        [
            110,
            80,
            140,
            110,
            80,
            140
        ],
        [
            70,
            58,
            83,
            70,
            58,
            83
        ],
        [
            315,
            202,
            418,
            315,
            202,
            418
        ],
        [
            13024,
            4739,
            8285,
            13024,
            4739,
            8285
        ],
        [
            488.302796,
            719.552796,
            488.302796,
            488.302796,
            719.552796,
            488.302796
        ],
        [
            4,
            25,
            2,
            4,
            25,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468551,
            -163674,
            -326902,
            -496576,
            -316261,
            -752702
        ]
    ]
}
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": 1670058000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759292161571,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 177,
            "offset": 193
        }
    }
}

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)