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Trade: WAVES/USDT/120/DCU/BBU/2646

Strategy
WAVES/USDT/120/DCU/BBU/2646
Pair
WAVES_USDT
Interval
2h
Score
346077
Daily Profit
0.204662
Profit Factor
1.327293
Profitability
62.698413
Streak
539.764245
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 07:20
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 216983.2492 331142.997 -114159.7478 -74415.6208 308745.3189 -383160.9398
Total P&L (%) 216.9832 331.143 -114.1597 -74.4156 308.7453 -383.1609
Avg Daily Profit (%) 0.1341 0.2047 -0.0706 -0.0842 0.0871 0
Buy And Hold Return (%) 23.1121 23.1121 23.1121 23.1121 23.1121 23.1121
Max Trade Drawdown -254511 -204430 -178791 -673977 -445948 -404159
Profit Factor 1.1351 1.3273 0.8079 0.9697 1.2002 0.5811
Total Trades 504 252 252 504 252 252
Winning Trades 281 158 123 281 158 123
Losing Trades 223 94 129 223 94 129
Profitability (%) 55.754 62.6984 48.8095 55.754 62.6984 48.8095
Ratio Avg Win / Avg Loss 0.9008 0.7897 0.8473 0.7696 0.714 0.6094
Largest Winning Trade 70673 70673 26836 275066 275066 67029
Largest Losing Trade -57781 -57781 -40774 -367756 -367756 -103984
Avg Bars in Trades 37 61 13 37 61 13
Avg Bars in Winners 28 37 16 28 37 16
Avg Bars in Losers 49 102 10 49 102 10
Bars Traded 18962 15546 3416 18962 15546 3416
Profit Streak 0 539.7642 0 0 539.7642 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -84203 346077 -580200 -577398 -75558 -580200
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579168800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759378830797,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 3.2328
        }
    }
}
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": [
        [
            216983.2492329003,
            331142.9970394143,
            -114159.7478065141,
            -74415.6208286587,
            308745.3189409399,
            -383160.9397695987
        ],
        [
            216.983249,
            331.142997,
            -114.159748,
            -74.415621,
            308.745319,
            -383.16094
        ],
        [
            0.134106,
            0.204662,
            -0.070556,
            -0.084216,
            0.087054,
            0
        ],
        [
            23.112128,
            23.112128,
            23.112128,
            23.112128,
            23.112128,
            23.112128
        ],
        [
            -254511,
            -204430,
            -178791,
            -673977,
            -445948,
            -404159
        ],
        [
            1.135099,
            1.327293,
            0.807923,
            0.969711,
            1.200197,
            0.581082
        ],
        [
            504,
            252,
            252,
            504,
            252,
            252
        ],
        [
            281,
            158,
            123,
            281,
            158,
            123
        ],
        [
            223,
            94,
            129,
            223,
            94,
            129
        ],
        [
            55.753968,
            62.698413,
            48.809524,
            55.753968,
            62.698413,
            48.809524
        ],
        [
            0.900808,
            0.789656,
            0.847333,
            0.769557,
            0.714041,
            0.609428
        ],
        [
            70673,
            70673,
            26836,
            275066,
            275066,
            67029
        ],
        [
            -57781,
            -57781,
            -40774,
            -367756,
            -367756,
            -103984
        ],
        [
            37,
            61,
            13,
            37,
            61,
            13
        ],
        [
            28,
            37,
            16,
            28,
            37,
            16
        ],
        [
            49,
            102,
            10,
            49,
            102,
            10
        ],
        [
            18962,
            15546,
            3416,
            18962,
            15546,
            3416
        ],
        [
            0,
            539.764245,
            0,
            0,
            539.764245,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -84203,
            346077,
            -580200,
            -577398,
            -75558,
            -580200
        ]
    ]
}
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": 1579168800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759378830797,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 224,
            "offset": 0,
            "std": 3.2328
        }
    }
}

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)