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Trade: WAVES/USDT/120/MIDPOINT/BBM/9576

Strategy
WAVES/USDT/120/MIDPOINT/BBM/9576
Pair
WAVES_USDT
Interval
2h
Score
437769
Daily Profit
0.245150
Profit Factor
2.310952
Profitability
50.574713
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 21:30
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 365853.9612 396652.397 -30798.4358 -51418.8287 873140.7194 -924559.5481
Total P&L (%) 365.854 396.6524 -30.7984 -51.4188 873.1407 -924.5595
Avg Daily Profit (%) 0.2261 0.2452 -0.019 -0.0446 0.1407 0
Buy And Hold Return (%) 20.6143 20.6143 20.6143 20.6143 20.6143 20.6143
Max Trade Drawdown -249546 -167629 -105117 -1960424 -660243 -1574617
Profit Factor 1.4776 2.311 0.9335 0.9871 1.7112 0.6659
Total Trades 174 87 87 174 87 87
Winning Trades 84 44 40 84 44 40
Losing Trades 90 43 47 90 43 47
Profitability (%) 48.2759 50.5747 45.977 48.2759 50.5747 45.977
Ratio Avg Win / Avg Loss 1.5831 2.2584 1.0969 1.0576 1.6723 0.7824
Largest Winning Trade 100441 100441 57421 639395 639395 479204
Largest Losing Trade -92256 -54738 -92256 -1574617 -229299 -1574617
Avg Bars in Trades 109 109 108 109 109 108
Avg Bars in Winners 147 144 150 147 144 150
Avg Bars in Losers 73 74 73 73 74 73
Bars Traded 18985 9540 9445 18985 9540 9445
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 373155 437769 -580997 -578870 -1757 -582664
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580270400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516221095,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 10,
            "offset": 205
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 91,
            "offset": 0,
            "std": 3.87353
        }
    }
}
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": [
        [
            365853.9612353597,
            396652.3970384546,
            -30798.4358030952,
            -51418.8286689487,
            873140.7194278237,
            -924559.5480967723
        ],
        [
            365.853961,
            396.652397,
            -30.798436,
            -51.418829,
            873.140719,
            -924.559548
        ],
        [
            0.226115,
            0.24515,
            -0.019035,
            -0.044609,
            0.140727,
            0
        ],
        [
            20.614281,
            20.614281,
            20.614281,
            20.614281,
            20.614281,
            20.614281
        ],
        [
            -249546,
            -167629,
            -105117,
            -1960424,
            -660243,
            -1574617
        ],
        [
            1.477595,
            2.310952,
            0.933547,
            0.987129,
            1.711228,
            0.665912
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            90,
            43,
            47,
            90,
            43,
            47
        ],
        [
            48.275862,
            50.574713,
            45.977011,
            48.275862,
            50.574713,
            45.977011
        ],
        [
            1.583138,
            2.25843,
            1.096918,
            1.057639,
            1.672337,
            0.782447
        ],
        [
            100441,
            100441,
            57421,
            639395,
            639395,
            479204
        ],
        [
            -92256,
            -54738,
            -92256,
            -1574617,
            -229299,
            -1574617
        ],
        [
            109,
            109,
            108,
            109,
            109,
            108
        ],
        [
            147,
            144,
            150,
            147,
            144,
            150
        ],
        [
            73,
            74,
            73,
            73,
            74,
            73
        ],
        [
            18985,
            9540,
            9445,
            18985,
            9540,
            9445
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            373155,
            437769,
            -580997,
            -578870,
            -1757,
            -582664
        ]
    ]
}
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": 1580270400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516221095,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 10,
            "offset": 205
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 91,
            "offset": 0,
            "std": 3.87353
        }
    }
}

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)