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Trade: WAVES/USDT/120/BBL/BBM/9671

Strategy
WAVES/USDT/120/BBL/BBM/9671
Pair
WAVES_USDT
Interval
2h
Score
432093
Daily Profit
0.283248
Profit Factor
1.626792
Profitability
66.071429
Streak
510.513832
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-10 03:19
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 454952.8556 458295.7104 -3342.8548 138281.7925 244148.0068 -105866.2143
Total P&L (%) 454.9529 458.2957 -3.3429 138.2818 244.148 -105.8662
Avg Daily Profit (%) 0.2812 0.2832 -0.0021 0.0537 0.0764 0
Buy And Hold Return (%) 25.3349 25.3349 25.3349 25.3349 25.3349 25.3349
Max Trade Drawdown -176287 -199863 -88991 -1377390 -1302435 -380472
Profit Factor 1.4122 1.6268 0.991 1.0292 1.07 0.9157
Total Trades 337 168 169 337 168 169
Winning Trades 198 111 87 198 111 87
Losing Trades 139 57 82 139 57 82
Profitability (%) 58.7537 66.0714 51.4793 58.7537 66.0714 51.4793
Ratio Avg Win / Avg Loss 0.9914 0.8354 0.9341 0.7225 0.5495 0.863
Largest Winning Trade 79024 79024 16711 507816 507816 115678
Largest Losing Trade -83088 -83088 -22784 -1099517 -1099517 -111401
Avg Bars in Trades 55 102 9 55 102 9
Avg Bars in Winners 33 52 10 33 52 10
Avg Bars in Losers 87 199 8 87 199 8
Bars Traded 18826 17152 1674 18826 17152 1674
Profit Streak 510.4305 510.5138 510.4305 510.4305 510.5138 510.4305
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420049 432093 -579018 -308131 -232730 -579018
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579456800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760055595095,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 221,
            "offset": 0,
            "std": 4.83237
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 166,
            "offset": 0,
            "std": 1.169
        }
    }
}
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": [
        [
            454952.8555683383,
            458295.7103715972,
            -3342.8548032591,
            138281.7925249122,
            244148.0067947495,
            -105866.2142698376
        ],
        [
            454.952856,
            458.29571,
            -3.342855,
            138.281793,
            244.148007,
            -105.866214
        ],
        [
            0.281182,
            0.283248,
            -0.002066,
            0.053678,
            0.076414,
            0
        ],
        [
            25.334886,
            25.334886,
            25.334886,
            25.334886,
            25.334886,
            25.334886
        ],
        [
            -176287,
            -199863,
            -88991,
            -1377390,
            -1302435,
            -380472
        ],
        [
            1.412241,
            1.626792,
            0.991024,
            1.02916,
            1.070015,
            0.915652
        ],
        [
            337,
            168,
            169,
            337,
            168,
            169
        ],
        [
            198,
            111,
            87,
            198,
            111,
            87
        ],
        [
            139,
            57,
            82,
            139,
            57,
            82
        ],
        [
            58.753709,
            66.071429,
            51.47929,
            58.753709,
            66.071429,
            51.47929
        ],
        [
            0.991422,
            0.83538,
            0.934069,
            0.722491,
            0.549467,
            0.863029
        ],
        [
            79024,
            79024,
            16711,
            507816,
            507816,
            115678
        ],
        [
            -83088,
            -83088,
            -22784,
            -1099517,
            -1099517,
            -111401
        ],
        [
            55,
            102,
            9,
            55,
            102,
            9
        ],
        [
            33,
            52,
            10,
            33,
            52,
            10
        ],
        [
            87,
            199,
            8,
            87,
            199,
            8
        ],
        [
            18826,
            17152,
            1674,
            18826,
            17152,
            1674
        ],
        [
            510.430499,
            510.513832,
            510.430499,
            510.430499,
            510.513832,
            510.430499
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420049,
            432093,
            -579018,
            -308131,
            -232730,
            -579018
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579456800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760055595095,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 221,
            "offset": 0,
            "std": 4.83237
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 166,
            "offset": 0,
            "std": 1.169
        }
    }
}

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)