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Trade: WAVES/USDT/120/BBL/HMA/5126

Strategy
WAVES/USDT/120/BBL/HMA/5126
Pair
WAVES_USDT
Interval
2h
Score
324570
Daily Profit
0.184078
Profit Factor
1.350392
Profitability
44.067797
Streak
476.055307
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 10:19
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 297838.6991 351215.9052 -53377.2061 -63701.337 186856.7651 -250558.102
Total P&L (%) 297.8387 351.2159 -53.3772 -63.7013 186.8568 -250.5581
Avg Daily Profit (%) 0.1841 0.2171 -0.033 -0.0626 0.0652 0
Buy And Hold Return (%) 24.4218 24.4218 24.4218 24.4218 24.4218 24.4218
Max Trade Drawdown -253545 -221447 -88815 -1664509 -1443344 -497797
Profit Factor 1.3504 1.5367 0.7271 0.9802 1.0769 0.685
Total Trades 177 88 89 177 88 89
Winning Trades 78 36 42 78 36 42
Losing Trades 99 52 47 99 52 47
Profitability (%) 44.0678 40.9091 47.191 44.0678 40.9091 47.191
Ratio Avg Win / Avg Loss 1.714 2.2197 0.8137 1.2442 1.5555 0.7666
Largest Winning Trade 152917 152917 11382 612290 612290 121619
Largest Losing Trade -67696 -67696 -23318 -623808 -623808 -170010
Avg Bars in Trades 106 205 7 106 205 7
Avg Bars in Winners 120 252 7 120 252 7
Avg Bars in Losers 94 173 7 94 173 7
Bars Traded 18770 18122 648 18770 18122 648
Profit Streak 476.0553 476.0553 508.5553 476.0553 476.0553 508.5553
Trades During Streak 7 3 4 7 3 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324570 284075 -580555 -579083 -243277 -580555

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579845600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871178549,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 17,
            "offset": 0,
            "std": 4.21434
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 145,
            "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": [
        [
            297838.699103079,
            351215.9052067852,
            -53377.2061037065,
            -63701.336953321,
            186856.7650775252,
            -250558.1020308458
        ],
        [
            297.838699,
            351.215905,
            -53.377206,
            -63.701337,
            186.856765,
            -250.558102
        ],
        [
            0.184078,
            0.217068,
            -0.03299,
            -0.062613,
            0.065152,
            0
        ],
        [
            24.421832,
            24.421832,
            24.421832,
            24.421832,
            24.421832,
            24.421832
        ],
        [
            -253545,
            -221447,
            -88815,
            -1664509,
            -1443344,
            -497797
        ],
        [
            1.350392,
            1.536681,
            0.727102,
            0.980249,
            1.076903,
            0.685021
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            78,
            36,
            42,
            78,
            36,
            42
        ],
        [
            99,
            52,
            47,
            99,
            52,
            47
        ],
        [
            44.067797,
            40.909091,
            47.191011,
            44.067797,
            40.909091,
            47.191011
        ],
        [
            1.713959,
            2.219651,
            0.813662,
            1.244162,
            1.555527,
            0.766572
        ],
        [
            152917,
            152917,
            11382,
            612290,
            612290,
            121619
        ],
        [
            -67696,
            -67696,
            -23318,
            -623808,
            -623808,
            -170010
        ],
        [
            106,
            205,
            7,
            106,
            205,
            7
        ],
        [
            120,
            252,
            7,
            120,
            252,
            7
        ],
        [
            94,
            173,
            7,
            94,
            173,
            7
        ],
        [
            18770,
            18122,
            648,
            18770,
            18122,
            648
        ],
        [
            476.055307,
            476.055307,
            508.555307,
            476.055307,
            476.055307,
            508.555307
        ],
        [
            7,
            3,
            4,
            7,
            3,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324570,
            284075,
            -580555,
            -579083,
            -243277,
            -580555
        ]
    ]
}
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": 1579845600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871178549,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 17,
            "offset": 0,
            "std": 4.21434
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 145,
            "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)