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Trade: WAVES/USDT/720/BBM/HMA/7724

Strategy
WAVES/USDT/720/BBM/HMA/7724
Pair
WAVES_USDT
Interval
12h
Score
345649
Daily Profit
0.194242
Profit Factor
2.227681
Profitability
44.186047
Streak
0.000000
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 366944.8982 384112.7841 -17167.8859 -24489.8127 723052.1434 -747541.956
Total P&L (%) 366.9449 384.1128 -17.1679 -24.4898 723.0521 -747.542
Avg Daily Profit (%) 0.1856 0.1942 -0.0087 -0.0142 0.1066 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196409 -151466 -125045 -948810 -515248 -1033543
Profit Factor 1.5183 2.2277 0.9565 0.9917 1.6857 0.6069
Total Trades 85 43 42 85 43 42
Winning Trades 37 19 18 37 19 18
Losing Trades 48 24 24 48 24 24
Profitability (%) 43.5294 44.186 42.8571 43.5294 44.186 42.8571
Ratio Avg Win / Avg Loss 1.9697 2.8139 1.2754 1.2866 2.1293 0.8092
Largest Winning Trade 189734 189734 64127 486209 486209 327732
Largest Losing Trade -67654 -50048 -67654 -491406 -290349 -491406
Avg Bars in Trades 45 41 49 45 41 49
Avg Bars in Winners 72 63 81 72 63 81
Avg Bars in Losers 24 23 25 24 23 25
Bars Traded 3854 1771 2083 3854 1771 2083
Profit Streak 0 0 660.4019 0 0 660.4019
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 278556 345649 -580513 -581400 -49208 -582180

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": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836322917,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 36,
            "offset": 0,
            "std": 3.8088
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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": [
        [
            366944.8982230499,
            384112.7841434917,
            -17167.8859204419,
            -24489.8126796284,
            723052.1433505497,
            -747541.9560301779
        ],
        [
            366.944898,
            384.112784,
            -17.167886,
            -24.489813,
            723.052143,
            -747.541956
        ],
        [
            0.18556,
            0.194242,
            -0.008682,
            -0.014204,
            0.106648,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196409,
            -151466,
            -125045,
            -948810,
            -515248,
            -1033543
        ],
        [
            1.518332,
            2.227681,
            0.956543,
            0.991716,
            1.685676,
            0.606909
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            43.529412,
            44.186047,
            42.857143,
            43.529412,
            44.186047,
            42.857143
        ],
        [
            1.969727,
            2.813913,
            1.275391,
            1.28655,
            2.129274,
            0.809212
        ],
        [
            189734,
            189734,
            64127,
            486209,
            486209,
            327732
        ],
        [
            -67654,
            -50048,
            -67654,
            -491406,
            -290349,
            -491406
        ],
        [
            45,
            41,
            49,
            45,
            41,
            49
        ],
        [
            72,
            63,
            81,
            72,
            63,
            81
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            3854,
            1771,
            2083,
            3854,
            1771,
            2083
        ],
        [
            0,
            0,
            660.401886,
            0,
            0,
            660.401886
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            278556,
            345649,
            -580513,
            -581400,
            -49208,
            -582180
        ]
    ]
}
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": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836322917,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 36,
            "offset": 0,
            "std": 3.8088
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 55,
            "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)