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Trade: WAVES/USDT/720/HL2/DCM/3124

Strategy
WAVES/USDT/720/HL2/DCM/3124
Pair
WAVES_USDT
Interval
12h
Score
558613
Daily Profit
0.400837
Profit Factor
4.514687
Profitability
45.714286
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-11 04:04
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 744837.1465 792655.4556 -47818.3091 -69540.7226 948373.7461 -1017914.4688
Total P&L (%) 744.8371 792.6555 -47.8183 -69.5407 948.3737 -1017.9145
Avg Daily Profit (%) 0.3767 0.4008 -0.0242 -0.0601 0.1189 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241139 -168889 -126192 -1313957 -376906 -1095353
Profit Factor 2.6007 4.5147 0.8006 0.9601 3.088 0.2104
Total Trades 70 35 35 70 35 35
Winning Trades 31 16 15 31 16 15
Losing Trades 39 19 20 39 19 20
Profitability (%) 44.2857 45.7143 42.8571 44.2857 45.7143 42.8571
Ratio Avg Win / Avg Loss 3.2719 5.3612 1.0674 1.2079 3.667 0.2805
Largest Winning Trade 941224 941224 58469 1215297 1215297 68885
Largest Losing Trade -72354 -72354 -51542 -621197 -206447 -621197
Avg Bars in Trades 53 59 46 53 59 46
Avg Bars in Winners 70 77 64 70 77 64
Avg Bars in Losers 39 45 33 39 45 33
Bars Traded 3720 2097 1623 3720 2097 1623
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 -86492 558613 -581898 -680111 -29634 -583565
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1556539200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760144665417,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 203
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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": [
        [
            744837.1464898541,
            792655.455557852,
            -47818.3090679983,
            -69540.7226087944,
            948373.7461465283,
            -1017914.4687553225
        ],
        [
            744.837146,
            792.655456,
            -47.818309,
            -69.540723,
            948.373746,
            -1017.914469
        ],
        [
            0.376656,
            0.400837,
            -0.024181,
            -0.060097,
            0.118899,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241139,
            -168889,
            -126192,
            -1313957,
            -376906,
            -1095353
        ],
        [
            2.600705,
            4.514687,
            0.800584,
            0.96011,
            3.087999,
            0.210375
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            44.285714,
            45.714286,
            42.857143,
            44.285714,
            45.714286,
            42.857143
        ],
        [
            3.271855,
            5.361191,
            1.067445,
            1.20788,
            3.666999,
            0.2805
        ],
        [
            941224,
            941224,
            58469,
            1215297,
            1215297,
            68885
        ],
        [
            -72354,
            -72354,
            -51542,
            -621197,
            -206447,
            -621197
        ],
        [
            53,
            59,
            46,
            53,
            59,
            46
        ],
        [
            70,
            77,
            64,
            70,
            77,
            64
        ],
        [
            39,
            45,
            33,
            39,
            45,
            33
        ],
        [
            3720,
            2097,
            1623,
            3720,
            2097,
            1623
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -86492,
            558613,
            -581898,
            -680111,
            -29634,
            -583565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1556539200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760144665417,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 203
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 86,
            "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)