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Trade: WAVES/USDT/120/HILO/BBU/4843

Strategy
WAVES/USDT/120/HILO/BBU/4843
Pair
WAVES_USDT
Interval
2h
Score
415793
Daily Profit
0.262413
Profit Factor
1.289158
Profitability
47.897623
Streak
470.724885
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:23
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 424584.2863 461616.8275 -37032.5412 -31636.389 498885.1566 -530521.5456
Total P&L (%) 424.5843 461.6168 -37.0325 -31.6364 498.8852 -530.5215
Avg Daily Profit (%) 0.2624 0.2853 -0.0229 -0.0235 0.1107 0
Buy And Hold Return (%) 27.8669 27.8669 27.8669 27.8669 27.8669 27.8669
Max Trade Drawdown -207986 -228170 -64578 -2416939 -2133086 -665722
Profit Factor 1.2892 1.3889 0.8684 0.9962 1.0741 0.685
Total Trades 547 273 274 547 273 274
Winning Trades 262 126 136 262 126 136
Losing Trades 285 147 138 285 147 138
Profitability (%) 47.8976 46.1538 49.635 47.8976 46.1538 49.635
Ratio Avg Win / Avg Loss 1.4023 1.6204 0.8812 1.0837 1.2531 0.6951
Largest Winning Trade 167938 167938 7512 1333222 1333222 74011
Largest Losing Trade -55646 -55646 -12926 -1101083 -1101083 -283877
Avg Bars in Trades 35 68 2 35 68 2
Avg Bars in Winners 38 77 2 38 77 2
Avg Bars in Losers 32 59 2 32 59 2
Bars Traded 19312 18594 718 19312 18594 718
Profit Streak 470.7249 470.7249 477.3916 470.7249 470.7249 477.3916
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415793 361801 -578803 -575733 -184308 -578803

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578888000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849830057,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 1.08124
        }
    }
}
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": [
        [
            424584.2862825703,
            461616.8274842907,
            -37032.5412017206,
            -31636.3890210938,
            498885.1565825935,
            -530521.5456036878
        ],
        [
            424.584286,
            461.616827,
            -37.032541,
            -31.636389,
            498.885157,
            -530.521546
        ],
        [
            0.262413,
            0.285301,
            -0.022888,
            -0.023503,
            0.110685,
            0
        ],
        [
            27.866904,
            27.866904,
            27.866904,
            27.866904,
            27.866904,
            27.866904
        ],
        [
            -207986,
            -228170,
            -64578,
            -2416939,
            -2133086,
            -665722
        ],
        [
            1.289158,
            1.388946,
            0.868448,
            0.996242,
            1.074076,
            0.685041
        ],
        [
            547,
            273,
            274,
            547,
            273,
            274
        ],
        [
            262,
            126,
            136,
            262,
            126,
            136
        ],
        [
            285,
            147,
            138,
            285,
            147,
            138
        ],
        [
            47.897623,
            46.153846,
            49.635036,
            47.897623,
            46.153846,
            49.635036
        ],
        [
            1.402328,
            1.620437,
            0.88122,
            1.083699,
            1.253088,
            0.695115
        ],
        [
            167938,
            167938,
            7512,
            1333222,
            1333222,
            74011
        ],
        [
            -55646,
            -55646,
            -12926,
            -1101083,
            -1101083,
            -283877
        ],
        [
            35,
            68,
            2,
            35,
            68,
            2
        ],
        [
            38,
            77,
            2,
            38,
            77,
            2
        ],
        [
            32,
            59,
            2,
            32,
            59,
            2
        ],
        [
            19312,
            18594,
            718,
            19312,
            18594,
            718
        ],
        [
            470.724885,
            470.724885,
            477.391551,
            470.724885,
            470.724885,
            477.391552
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            415793,
            361801,
            -578803,
            -575733,
            -184308,
            -578803
        ]
    ]
}
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": 1578888000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849830057,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 1.08124
        }
    }
}

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)