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Trade: WAVES/USDT/720/BBM/MIDPOINT/1231

Strategy
WAVES/USDT/720/BBM/MIDPOINT/1231
Pair
WAVES_USDT
Interval
12h
Score
518150
Daily Profit
0.365363
Profit Factor
1.936822
Profitability
50.574713
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-06 02:22
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 722504.6583 544636.5766 177868.0817 2340874.4613 1456193.9462 884680.5151
Total P&L (%) 722.5047 544.6366 177.8681 2340.8745 1456.1939 884.6805
Avg Daily Profit (%) 0.3654 0.2754 0.0899 0.1617 0.1389 0.1157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98267 -124814 -56125 -4421984 -4052277 -1991903
Profit Factor 1.9368 2.0805 1.6657 1.1452 1.1363 1.1625
Total Trades 174 87 87 174 87 87
Winning Trades 88 45 43 88 45 43
Losing Trades 86 42 44 86 42 44
Profitability (%) 50.5747 51.7241 49.4253 50.5747 51.7241 49.4253
Ratio Avg Win / Avg Loss 1.8928 1.9418 1.7044 1.1191 1.0606 1.1895
Largest Winning Trade 201825 201825 35240 3868666 3868666 715786
Largest Losing Trade -64319 -64319 -33948 -2457912 -2457912 -1964072
Avg Bars in Trades 22 31 12 22 31 12
Avg Bars in Winners 28 40 16 28 40 16
Avg Bars in Losers 15 22 9 15 22 9
Bars Traded 3862 2758 1104 3862 2758 1104
Profit Streak 0 0 513.974 0 0 513.974
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518150 451439 -69406 -51884 -77877 -79536
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": 1550145600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759706555526,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 3.21835
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 53,
            "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": [
        [
            722504.6583009766,
            544636.5766362014,
            177868.0816647746,
            2340874.461301382,
            1456193.946222358,
            884680.5150790241
        ],
        [
            722.504658,
            544.636577,
            177.868082,
            2340.874461,
            1456.193946,
            884.680515
        ],
        [
            0.365363,
            0.275417,
            0.089946,
            0.161695,
            0.138899,
            0.115725
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98267,
            -124814,
            -56125,
            -4421984,
            -4052277,
            -1991903
        ],
        [
            1.936822,
            2.080547,
            1.665694,
            1.145153,
            1.136308,
            1.162512
        ],
        [
            174,
            87,
            87,
            174,
            87,
            87
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            86,
            42,
            44,
            86,
            42,
            44
        ],
        [
            50.574713,
            51.724138,
            49.425287,
            50.574713,
            51.724138,
            49.425287
        ],
        [
            1.892803,
            1.941844,
            1.704431,
            1.119127,
            1.060554,
            1.189547
        ],
        [
            201825,
            201825,
            35240,
            3868666,
            3868666,
            715786
        ],
        [
            -64319,
            -64319,
            -33948,
            -2457912,
            -2457912,
            -1964072
        ],
        [
            22,
            31,
            12,
            22,
            31,
            12
        ],
        [
            28,
            40,
            16,
            28,
            40,
            16
        ],
        [
            15,
            22,
            9,
            15,
            22,
            9
        ],
        [
            3862,
            2758,
            1104,
            3862,
            2758,
            1104
        ],
        [
            0,
            0,
            513.974022,
            0,
            0,
            513.974022
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518150,
            451439,
            -69406,
            -51884,
            -77877,
            -79536
        ]
    ]
}
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": 1550145600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759706555526,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 56,
            "offset": 0,
            "std": 3.21835
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 53,
            "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)