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Trade: WAVES/USDT/60/RMA/MIDPOINT/3954

Strategy
WAVES/USDT/60/RMA/MIDPOINT/3954
Pair
WAVES_USDT
Interval
1h
Score
366923
Daily Profit
0.204011
Profit Factor
2.618474
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-06 05:27
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 183725.9562 117730.5363 65995.4198 319544.0363 194542.006 125002.0303
Total P&L (%) 183.726 117.7305 65.9954 319.544 194.542 125.002
Avg Daily Profit (%) 0.3184 0.204 0.1144 0.2488 0.1874 0.1406
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -27634 -25829 -19579 -52697 -52099 -37730
Profit Factor 2.4763 2.6185 2.2763 2.1913 2.2215 2.1472
Total Trades 57 29 28 57 29 28
Winning Trades 26 13 13 26 13 13
Losing Trades 31 16 15 31 16 15
Profitability (%) 45.614 44.8276 46.4286 45.614 44.8276 46.4286
Ratio Avg Win / Avg Loss 2.9525 3.2227 2.6265 2.6127 2.7341 2.4775
Largest Winning Trade 51924 51924 27523 123091 123091 92322
Largest Losing Trade -13771 -13771 -9946 -27439 -27439 -23057
Avg Bars in Trades 231 216 247 231 216 247
Avg Bars in Winners 364 302 425 364 302 425
Avg Bars in Losers 120 146 92 120 146 92
Bars Traded 13209 6283 6926 13209 6283 6926
Profit Streak 0 0 505.9774 0 0 505.9774
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -168243 366923 -58508 -169388 334221 -23475
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": 1669431600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759717644848,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "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": [
        [
            183725.9561630234,
            117730.5363375792,
            65995.4198254442,
            319544.0363226393,
            194542.0060090553,
            125002.0303135841
        ],
        [
            183.725956,
            117.730536,
            65.99542,
            319.544036,
            194.542006,
            125.00203
        ],
        [
            0.318372,
            0.204011,
            0.114361,
            0.248801,
            0.187368,
            0.140623
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -27634,
            -25829,
            -19579,
            -52697,
            -52099,
            -37730
        ],
        [
            2.476301,
            2.618474,
            2.276297,
            2.191288,
            2.221479,
            2.147161
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            45.614035,
            44.827586,
            46.428571,
            45.614035,
            44.827586,
            46.428571
        ],
        [
            2.952513,
            3.222737,
            2.626496,
            2.61269,
            2.734128,
            2.477494
        ],
        [
            51924,
            51924,
            27523,
            123091,
            123091,
            92322
        ],
        [
            -13771,
            -13771,
            -9946,
            -27439,
            -27439,
            -23057
        ],
        [
            231,
            216,
            247,
            231,
            216,
            247
        ],
        [
            364,
            302,
            425,
            364,
            302,
            425
        ],
        [
            120,
            146,
            92,
            120,
            146,
            92
        ],
        [
            13209,
            6283,
            6926,
            13209,
            6283,
            6926
        ],
        [
            0,
            0,
            505.977371,
            0,
            0,
            505.977371
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -168243,
            366923,
            -58508,
            -169388,
            334221,
            -23475
        ]
    ]
}
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": 1669431600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759717644848,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 90,
            "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)