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Trade: WAVES/USDT/120/SMA/BBM/9158

Strategy
WAVES/USDT/120/SMA/BBM/9158
Pair
WAVES_USDT
Interval
2h
Score
344514
Daily Profit
0.396810
Profit Factor
1.971410
Profitability
39.252336
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-08 22:57
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 642038.416 576213.2901 65825.1259 1245114.6116 1080871.9899 164242.6218
Total P&L (%) 642.0384 576.2133 65.8251 1245.1146 1080.872 164.2426
Avg Daily Profit (%) 0.3968 0.3561 0.0407 0.1608 0.1527 0.0601
Buy And Hold Return (%) 22.1755 22.1755 22.1755 22.1755 22.1755 22.1755
Max Trade Drawdown -91847 -109873 -107879 -808893 -848281 -649759
Profit Factor 1.9714 2.6911 1.2056 1.2977 1.4922 1.0827
Total Trades 107 54 53 107 54 53
Winning Trades 42 21 21 42 21 21
Losing Trades 65 33 32 65 33 32
Profitability (%) 39.2523 38.8889 39.6226 39.2523 38.8889 39.6226
Ratio Avg Win / Avg Loss 3.051 4.2289 1.8371 2.0083 2.3449 1.6498
Largest Winning Trade 165728 165728 70024 611090 611090 492421
Largest Losing Trade -56343 -32333 -56343 -386588 -386588 -371518
Avg Bars in Trades 177 175 179 177 175 179
Avg Bars in Winners 323 331 314 323 331 314
Avg Bars in Losers 83 75 90 83 75 90
Bars Traded 18977 9456 9521 18977 9456 9521
Profit Streak 0 0 561.9147 0 0 561.9147
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344514 -169870 -324590 179575 -174373 -424687
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580148000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759953432095,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 4.35489
        }
    }
}
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": [
        [
            642038.4159895532,
            576213.2901242762,
            65825.1258652774,
            1245114.611617869,
            1080871.989861309,
            164242.6217565599
        ],
        [
            642.038416,
            576.21329,
            65.825126,
            1245.114612,
            1080.87199,
            164.242622
        ],
        [
            0.39681,
            0.356127,
            0.040683,
            0.160763,
            0.152702,
            0.060074
        ],
        [
            22.175542,
            22.175542,
            22.175542,
            22.175542,
            22.175542,
            22.175542
        ],
        [
            -91847,
            -109873,
            -107879,
            -808893,
            -848281,
            -649759
        ],
        [
            1.97141,
            2.691113,
            1.205572,
            1.297699,
            1.49223,
            1.082676
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            39.252336,
            38.888889,
            39.622642,
            39.252336,
            38.888889,
            39.622642
        ],
        [
            3.050992,
            4.228892,
            1.837063,
            2.008344,
            2.344933,
            1.649791
        ],
        [
            165728,
            165728,
            70024,
            611090,
            611090,
            492421
        ],
        [
            -56343,
            -32333,
            -56343,
            -386588,
            -386588,
            -371518
        ],
        [
            177,
            175,
            179,
            177,
            175,
            179
        ],
        [
            323,
            331,
            314,
            323,
            331,
            314
        ],
        [
            83,
            75,
            90,
            83,
            75,
            90
        ],
        [
            18977,
            9456,
            9521,
            18977,
            9456,
            9521
        ],
        [
            0,
            0,
            561.914723,
            0,
            0,
            561.914723
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344514,
            -169870,
            -324590,
            179575,
            -174373,
            -424687
        ]
    ]
}
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": 1580148000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759953432095,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 4.35489
        }
    }
}

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)