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Trade: WAVES/USDT/360/BBM/MIDPOINT/2949

Strategy
WAVES/USDT/360/BBM/MIDPOINT/2949
Pair
WAVES_USDT
Interval
6h
Score
341000
Daily Profit
0.241539
Profit Factor
1.403593
Profitability
44.370861
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-30 00:19
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 477462.8624 391242.8541 86220.0083 246643.3101 -46689.1819 293332.492
Total P&L (%) 477.4629 391.2429 86.22 246.6433 -46.6892 293.3325
Avg Daily Profit (%) 0.2415 0.1979 0.0436 0.0629 -0.0318 0.0693
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170525 -144985 -158754 -1123624 -851929 -512093
Profit Factor 1.4036 1.6713 1.1437 1.0654 0.9761 1.1613
Total Trades 302 151 151 302 151 151
Winning Trades 134 67 67 134 67 67
Losing Trades 168 84 84 168 84 84
Profitability (%) 44.3709 44.3709 44.3709 44.3709 44.3709 44.3709
Ratio Avg Win / Avg Loss 1.7597 2.0953 1.4338 1.3357 1.2238 1.456
Largest Winning Trade 114599 114599 57175 395087 395087 329472
Largest Losing Trade -46551 -30320 -46551 -332850 -224632 -332850
Avg Bars in Trades 25 28 23 25 28 23
Avg Bars in Winners 37 43 32 37 43 32
Avg Bars in Losers 16 16 16 16 16 16
Bars Traded 7817 4290 3527 7817 4290 3527
Profit Streak 0 0 497.1386 0 0 497.1386
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 341000 327367 -197869 -257840 -580786 -144160
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": 1549065600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759180771024,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 190,
            "offset": 0,
            "std": 2.73044
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "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": [
        [
            477462.8623756788,
            391242.8540710894,
            86220.0083045891,
            246643.310052927,
            -46689.1819322339,
            293332.4919851608
        ],
        [
            477.462862,
            391.242854,
            86.220008,
            246.64331,
            -46.689182,
            293.332492
        ],
        [
            0.241539,
            0.197922,
            0.043617,
            0.062907,
            -0.031816,
            0.069304
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170525,
            -144985,
            -158754,
            -1123624,
            -851929,
            -512093
        ],
        [
            1.403593,
            1.671252,
            1.143658,
            1.065408,
            0.976092,
            1.161348
        ],
        [
            302,
            151,
            151,
            302,
            151,
            151
        ],
        [
            134,
            67,
            67,
            134,
            67,
            67
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            44.370861,
            44.370861,
            44.370861,
            44.370861,
            44.370861,
            44.370861
        ],
        [
            1.759728,
            2.095301,
            1.43384,
            1.335735,
            1.223757,
            1.456019
        ],
        [
            114599,
            114599,
            57175,
            395087,
            395087,
            329472
        ],
        [
            -46551,
            -30320,
            -46551,
            -332850,
            -224632,
            -332850
        ],
        [
            25,
            28,
            23,
            25,
            28,
            23
        ],
        [
            37,
            43,
            32,
            37,
            43,
            32
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            7817,
            4290,
            3527,
            7817,
            4290,
            3527
        ],
        [
            0,
            0,
            497.138553,
            0,
            0,
            497.138553
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            341000,
            327367,
            -197869,
            -257840,
            -580786,
            -144160
        ]
    ]
}
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": 1549065600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759180771024,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 190,
            "offset": 0,
            "std": 2.73044
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 44,
            "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)