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Trade: WAVES/USDT/240/BBM/TEMA/6822

Strategy
WAVES/USDT/240/BBM/TEMA/6822
Pair
WAVES_USDT
Interval
4h
Score
306986
Daily Profit
0.167191
Profit Factor
2.493549
Profitability
39.393939
Streak
583.834070
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-27 19:01
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 297698.3227 330369.8174 -32671.4947 21221.8074 38632.6071 -17410.7996
Total P&L (%) 297.6983 330.3698 -32.6715 21.2218 38.6326 -17.4108
Avg Daily Profit (%) 0.1507 0.1672 -0.0165 0.0097 0.0165 -0.0097
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -148664 -77182 -210122 -138865 -57093 -104056
Profit Factor 1.5238 2.4935 0.9059 1.0569 1.2464 0.9194
Total Trades 66 33 33 66 33 33
Winning Trades 24 13 11 24 13 11
Losing Trades 42 20 22 42 20 22
Profitability (%) 36.3636 39.3939 33.3333 36.3636 39.3939 33.3333
Ratio Avg Win / Avg Loss 2.6666 3.8362 1.8118 1.8496 1.9176 1.8388
Largest Winning Trade 102634 102634 74299 58965 39883 58965
Largest Losing Trade -51009 -39171 -51009 -102416 -29587 -102416
Avg Bars in Trades 169 152 186 169 152 186
Avg Bars in Winners 350 300 409 350 300 409
Avg Bars in Losers 66 56 75 66 56 75
Bars Traded 11187 5022 6165 11187 5022 6165
Profit Streak 581.5007 583.8341 0 581.5007 583.8341 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123735 306986 -584506 -476195 -175804 -584506
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550764800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758988863630,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 105,
            "offset": 0,
            "std": 4.119
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 207,
            "offset": 0
        }
    }
}
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": [
        [
            297698.3226839299,
            330369.8173720146,
            -32671.4946880847,
            21221.8074182077,
            38632.6070554061,
            -17410.7996371984
        ],
        [
            297.698323,
            330.369817,
            -32.671495,
            21.221807,
            38.632607,
            -17.4108
        ],
        [
            0.150657,
            0.167191,
            -0.016534,
            0.00974,
            0.016533,
            -0.00968
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -148664,
            -77182,
            -210122,
            -138865,
            -57093,
            -104056
        ],
        [
            1.523798,
            2.493549,
            0.905886,
            1.05692,
            1.246443,
            0.919422
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            36.363636,
            39.393939,
            33.333333,
            36.363636,
            39.393939,
            33.333333
        ],
        [
            2.666646,
            3.836229,
            1.811772,
            1.84961,
            1.917605,
            1.838844
        ],
        [
            102634,
            102634,
            74299,
            58965,
            39883,
            58965
        ],
        [
            -51009,
            -39171,
            -51009,
            -102416,
            -29587,
            -102416
        ],
        [
            169,
            152,
            186,
            169,
            152,
            186
        ],
        [
            350,
            300,
            409,
            350,
            300,
            409
        ],
        [
            66,
            56,
            75,
            66,
            56,
            75
        ],
        [
            11187,
            5022,
            6165,
            11187,
            5022,
            6165
        ],
        [
            581.500736,
            583.83407,
            0,
            581.500736,
            583.83407,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123735,
            306986,
            -584506,
            -476195,
            -175804,
            -584506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550764800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758988863630,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 105,
            "offset": 0,
            "std": 4.119
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 207,
            "offset": 0
        }
    }
}

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)