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Trade: WAVES/USDT/120/SMA/BBM/5861

Strategy
WAVES/USDT/120/SMA/BBM/5861
Pair
WAVES_USDT
Interval
2h
Score
308002
Daily Profit
0.305464
Profit Factor
1.726469
Profitability
40.952381
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 04:55
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 494241.0629 471398.6956 22842.3672 499160.1828 -55799.8405 554960.0233
Total P&L (%) 494.2411 471.3987 22.8424 499.1602 -55.7998 554.96
Avg Daily Profit (%) 0.3055 0.2913 0.0141 0.1107 -0.0504 0.1162
Buy And Hold Return (%) 23.4086 23.4086 23.4086 23.4086 23.4086 23.4086
Max Trade Drawdown -137620 -131407 -122555 -1653795 -1458976 -367128
Profit Factor 1.7265 2.3171 1.0708 1.1347 0.9766 1.4202
Total Trades 105 53 52 105 53 52
Winning Trades 43 23 20 43 23 20
Losing Trades 62 30 32 62 30 32
Profitability (%) 40.9524 43.3962 38.4615 40.9524 43.3962 38.4615
Ratio Avg Win / Avg Loss 2.4893 3.0222 1.7134 1.636 1.2738 2.2723
Largest Winning Trade 150212 150212 66521 817112 737422 817112
Largest Losing Trade -39885 -39885 -36768 -815846 -815846 -190233
Avg Bars in Trades 180 175 185 180 175 185
Avg Bars in Winners 306 285 331 306 285 331
Avg Bars in Losers 92 91 94 92 91 94
Bars Traded 18941 9298 9643 18941 9298 9643
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 308002 -169809 -665785 -119716 -761734 -220038
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580140800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542920325,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 174,
            "offset": 0,
            "std": 4.39648
        }
    }
}
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": [
        [
            494241.06286055,
            471398.6956173258,
            22842.367243224,
            499160.1827831885,
            -55799.8404973258,
            554960.0232805142
        ],
        [
            494.241063,
            471.398696,
            22.842367,
            499.160183,
            -55.79984,
            554.960023
        ],
        [
            0.305464,
            0.291347,
            0.014118,
            0.110714,
            -0.050447,
            0.116223
        ],
        [
            23.408648,
            23.408648,
            23.408648,
            23.408648,
            23.408648,
            23.408648
        ],
        [
            -137620,
            -131407,
            -122555,
            -1653795,
            -1458976,
            -367128
        ],
        [
            1.726469,
            2.317057,
            1.070848,
            1.13466,
            0.976615,
            1.420199
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            40.952381,
            43.396226,
            38.461538,
            40.952381,
            43.396226,
            38.461538
        ],
        [
            2.489327,
            3.022248,
            1.713356,
            1.636021,
            1.273845,
            2.272319
        ],
        [
            150212,
            150212,
            66521,
            817112,
            737422,
            817112
        ],
        [
            -39885,
            -39885,
            -36768,
            -815846,
            -815846,
            -190233
        ],
        [
            180,
            175,
            185,
            180,
            175,
            185
        ],
        [
            306,
            285,
            331,
            306,
            285,
            331
        ],
        [
            92,
            91,
            94,
            92,
            91,
            94
        ],
        [
            18941,
            9298,
            9643,
            18941,
            9298,
            9643
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308002,
            -169809,
            -665785,
            -119716,
            -761734,
            -220038
        ]
    ]
}
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": 1580140800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759542920325,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 174,
            "offset": 0,
            "std": 4.39648
        }
    }
}

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)