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Trade: WAVES/USDT/720/BBM/DCM/9613

Strategy
WAVES/USDT/720/BBM/DCM/9613
Pair
WAVES_USDT
Interval
12h
Score
420650
Daily Profit
0.160621
Profit Factor
2.222251
Profitability
46.808511
Streak
714.901909
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 00:38
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327827.8201 317628.8326 10198.9875 42390.1832 -12838.6944 55228.8776
Total P&L (%) 327.8278 317.6288 10.199 42.3902 -12.8387 55.2289
Avg Daily Profit (%) 0.1658 0.1606 0.0052 0.0179 -0.0069 0.0222
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -202970 -110303 -150867 -758331 -362011 -531287
Profit Factor 1.5366 2.2223 1.029 1.0328 0.9764 1.0739
Total Trades 93 47 46 93 47 46
Winning Trades 42 22 20 42 22 20
Losing Trades 51 25 26 51 25 26
Profitability (%) 45.1613 46.8085 43.4783 45.1613 46.8085 43.4783
Ratio Avg Win / Avg Loss 1.8658 2.5253 1.3378 1.2542 1.1095 1.3961
Largest Winning Trade 123934 123934 70804 214274 130354 214274
Largest Losing Trade -52246 -26945 -52246 -384130 -101738 -384130
Avg Bars in Trades 41 46 35 41 46 35
Avg Bars in Winners 59 67 51 59 67 51
Avg Bars in Losers 25 27 24 25 27 24
Bars Traded 3813 2169 1644 3813 2169 1644
Profit Streak 579.9019 714.9019 579.9019 579.9019 714.9019 579.9019
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 348095 420650 -535969 -355679 -578940 -305202

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836324953,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 1.68049
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 47,
            "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": [
        [
            327827.820105286,
            317628.8326142842,
            10198.987491002,
            42390.183190294,
            -12838.694393164,
            55228.877583458
        ],
        [
            327.82782,
            317.628833,
            10.198987,
            42.390183,
            -12.838694,
            55.228878
        ],
        [
            0.165779,
            0.160621,
            0.005158,
            0.017873,
            -0.006948,
            0.022239
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -202970,
            -110303,
            -150867,
            -758331,
            -362011,
            -531287
        ],
        [
            1.536565,
            2.222251,
            1.029048,
            1.032848,
            0.976383,
            1.073948
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            45.16129,
            46.808511,
            43.478261,
            45.16129,
            46.808511,
            43.478261
        ],
        [
            1.865829,
            2.525286,
            1.337763,
            1.254173,
            1.109526,
            1.396132
        ],
        [
            123934,
            123934,
            70804,
            214274,
            130354,
            214274
        ],
        [
            -52246,
            -26945,
            -52246,
            -384130,
            -101738,
            -384130
        ],
        [
            41,
            46,
            35,
            41,
            46,
            35
        ],
        [
            59,
            67,
            51,
            59,
            67,
            51
        ],
        [
            25,
            27,
            24,
            25,
            27,
            24
        ],
        [
            3813,
            2169,
            1644,
            3813,
            2169,
            1644
        ],
        [
            579.901909,
            714.901909,
            579.901909,
            579.901909,
            714.901909,
            579.901909
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348095,
            420650,
            -535969,
            -355679,
            -578940,
            -305202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551096000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836324953,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 1.68049
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 47,
            "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)