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Trade: WAVES/USDT/360/MIDPOINT/BBU/1959

Strategy
WAVES/USDT/360/MIDPOINT/BBU/1959
Pair
WAVES_USDT
Interval
6h
Score
566006
Daily Profit
0.229112
Profit Factor
2.543234
Profitability
71.428571
Streak
713.025967
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 03:37
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 432554.114 452896.4659 -20342.3519 -57281.4941 85581.2963 -142862.7905
Total P&L (%) 432.5541 452.8965 -20.3424 -57.2815 85.5813 -142.8628
Avg Daily Profit (%) 0.2188 0.2291 -0.0103 -0.043 0.0313 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150182 -124448 -90806 -477070 -399566 -203977
Profit Factor 1.9708 2.5432 0.8663 0.9487 1.1038 0.5126
Total Trades 71 35 36 71 35 36
Winning Trades 50 25 25 50 25 25
Losing Trades 21 10 11 21 10 11
Profitability (%) 70.4225 71.4286 69.4444 70.4225 71.4286 69.4444
Ratio Avg Win / Avg Loss 0.8277 1.0173 0.3812 0.3985 0.4415 0.2255
Largest Winning Trade 123921 123921 27388 222471 222471 39041
Largest Losing Trade -95736 -95736 -84992 -395052 -395052 -149881
Avg Bars in Trades 101 199 7 101 199 7
Avg Bars in Winners 47 88 7 47 88 7
Avg Bars in Losers 230 475 8 230 475 8
Bars Traded 7235 6965 270 7235 6965 270
Profit Streak 713.026 713.026 822.776 713.026 713.026 822.776
Trades During Streak 9 4 5 9 4 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78178 566006 -576621 -667704 -254970 -576621
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": 1550577600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711043591,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 130,
            "offset": 0,
            "std": 1.52341
        }
    }
}
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": [
        [
            432554.1139786934,
            452896.4658801944,
            -20342.3519015011,
            -57281.4941469431,
            85581.2963362953,
            -142862.7904832385
        ],
        [
            432.554114,
            452.896466,
            -20.342352,
            -57.281494,
            85.581296,
            -142.86279
        ],
        [
            0.218821,
            0.229112,
            -0.010291,
            -0.043018,
            0.031285,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150182,
            -124448,
            -90806,
            -477070,
            -399566,
            -203977
        ],
        [
            1.970788,
            2.543234,
            0.866255,
            0.948739,
            1.103819,
            0.512592
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            70.422535,
            71.428571,
            69.444444,
            70.422535,
            71.428571,
            69.444444
        ],
        [
            0.827731,
            1.017294,
            0.381152,
            0.39847,
            0.441527,
            0.22554
        ],
        [
            123921,
            123921,
            27388,
            222471,
            222471,
            39041
        ],
        [
            -95736,
            -95736,
            -84992,
            -395052,
            -395052,
            -149881
        ],
        [
            101,
            199,
            7,
            101,
            199,
            7
        ],
        [
            47,
            88,
            7,
            47,
            88,
            7
        ],
        [
            230,
            475,
            8,
            230,
            475,
            8
        ],
        [
            7235,
            6965,
            270,
            7235,
            6965,
            270
        ],
        [
            713.025967,
            713.025967,
            822.775967,
            713.025967,
            713.025967,
            822.775967
        ],
        [
            9,
            4,
            5,
            9,
            4,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78178,
            566006,
            -576621,
            -667704,
            -254970,
            -576621
        ]
    ]
}
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": 1550577600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759711043591,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 130,
            "offset": 0,
            "std": 1.52341
        }
    }
}

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)