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Trade: WAVES/USDT/360/BBM/HILO/2582

Strategy
WAVES/USDT/360/BBM/HILO/2582
Pair
WAVES_USDT
Interval
6h
Score
354001
Daily Profit
0.242767
Profit Factor
1.470244
Profitability
45.798319
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-25 15:02
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 479890.0148 419966.6058 59923.409 332996.4108 -57174.2145 390170.6253
Total P&L (%) 479.89 419.9666 59.9234 332.9964 -57.1742 390.1706
Avg Daily Profit (%) 0.2428 0.2125 0.0303 0.0742 -0.0429 0.0804
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112692 -120866 -159072 -999027 -898666 -259116
Profit Factor 1.4702 1.8354 1.1157 1.1062 0.9681 1.291
Total Trades 238 119 119 238 119 119
Winning Trades 109 51 58 109 51 58
Losing Trades 129 68 61 129 68 61
Profitability (%) 45.7983 42.8571 48.7395 45.7983 42.8571 48.7395
Ratio Avg Win / Avg Loss 1.74 2.4473 1.1734 1.3092 1.2908 1.3578
Largest Winning Trade 130276 130276 63454 479510 427517 479510
Largest Losing Trade -44194 -44194 -41512 -545886 -545886 -153412
Avg Bars in Trades 32 27 37 32 27 37
Avg Bars in Winners 46 42 49 46 42 49
Avg Bars in Losers 21 16 27 21 16 27
Bars Traded 7759 3252 4507 7759 3252 4507
Profit Streak 0 0 495.0021 0 0 495.0021
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354001 304997 -246436 -197985 -581849 -85659

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549260000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801777620,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 162,
            "offset": 0,
            "std": 3.77791
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            479890.0148300456,
            419966.6058496762,
            59923.4089803693,
            332996.4107999823,
            -57174.2144635387,
            390170.6252635207
        ],
        [
            479.890015,
            419.966606,
            59.923409,
            332.996411,
            -57.174214,
            390.170625
        ],
        [
            0.242767,
            0.212453,
            0.030314,
            0.074167,
            -0.042891,
            0.080446
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112692,
            -120866,
            -159072,
            -999027,
            -898666,
            -259116
        ],
        [
            1.470244,
            1.835439,
            1.115722,
            1.106225,
            0.968131,
            1.291003
        ],
        [
            238,
            119,
            119,
            238,
            119,
            119
        ],
        [
            109,
            51,
            58,
            109,
            51,
            58
        ],
        [
            129,
            68,
            61,
            129,
            68,
            61
        ],
        [
            45.798319,
            42.857143,
            48.739496,
            45.798319,
            42.857143,
            48.739496
        ],
        [
            1.740013,
            2.447252,
            1.173431,
            1.309202,
            1.290841,
            1.357779
        ],
        [
            130276,
            130276,
            63454,
            479510,
            427517,
            479510
        ],
        [
            -44194,
            -44194,
            -41512,
            -545886,
            -545886,
            -153412
        ],
        [
            32,
            27,
            37,
            32,
            27,
            37
        ],
        [
            46,
            42,
            49,
            46,
            42,
            49
        ],
        [
            21,
            16,
            27,
            21,
            16,
            27
        ],
        [
            7759,
            3252,
            4507,
            7759,
            3252,
            4507
        ],
        [
            0,
            0,
            495.002056,
            0,
            0,
            495.002056
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354001,
            304997,
            -246436,
            -197985,
            -581849,
            -85659
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549260000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758801777620,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 162,
            "offset": 0,
            "std": 3.77791
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)