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Trade: WAVES/USDT/720/BBM/MIDPOINT/7101

Strategy
WAVES/USDT/720/BBM/MIDPOINT/7101
Pair
WAVES_USDT
Interval
12h
Score
400493
Daily Profit
0.263249
Profit Factor
1.553597
Profitability
44.808743
Streak
480.328062
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 10:52
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 520574.8232 439959.0276 80615.7956 -94010.3283 1027781.7478 -1121792.0761
Total P&L (%) 520.5748 439.959 80.6158 -94.0103 1027.7817 -1121.7921
Avg Daily Profit (%) 0.2632 0.2225 0.0408 -0.1423 0.1226 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -276530 -160912 -135404 -5790611 -1612536 -4179310
Profit Factor 1.5536 1.9554 1.168 0.9879 1.402 0.7855
Total Trades 183 91 92 183 91 92
Winning Trades 82 38 44 82 38 44
Losing Trades 101 53 48 101 53 48
Profitability (%) 44.8087 41.7582 47.8261 44.8087 41.7582 47.8261
Ratio Avg Win / Avg Loss 1.9136 2.7273 1.2742 1.2168 1.9555 0.8569
Largest Winning Trade 194820 194820 70563 2396852 1483040 2396852
Largest Losing Trade -99423 -46590 -99423 -4136810 -1148677 -4136810
Avg Bars in Trades 21 25 17 21 25 17
Avg Bars in Winners 29 35 24 29 35 24
Avg Bars in Losers 14 17 11 14 17 11
Bars Traded 3906 2286 1620 3906 2286 1620
Profit Streak 480.3281 0 496.8281 480.3281 0 496.8281
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 400493 298402 -174467 -579309 -30349 -581069

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": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873144565,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 43,
            "offset": 0,
            "std": 3.15529
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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": [
        [
            520574.8232328895,
            439959.0276168061,
            80615.7956160832,
            -94010.3283047589,
            1027781.7477760019,
            -1121792.0760807614
        ],
        [
            520.574823,
            439.959028,
            80.615796,
            -94.010328,
            1027.781748,
            -1121.792076
        ],
        [
            0.263249,
            0.222482,
            0.040767,
            -0.142257,
            0.122595,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -276530,
            -160912,
            -135404,
            -5790611,
            -1612536,
            -4179310
        ],
        [
            1.553597,
            1.955395,
            1.168002,
            0.987926,
            1.402047,
            0.785496
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            82,
            38,
            44,
            82,
            38,
            44
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            44.808743,
            41.758242,
            47.826087,
            44.808743,
            41.758242,
            47.826087
        ],
        [
            1.913577,
            2.727262,
            1.274184,
            1.216835,
            1.955487,
            0.856905
        ],
        [
            194820,
            194820,
            70563,
            2396852,
            1483040,
            2396852
        ],
        [
            -99423,
            -46590,
            -99423,
            -4136810,
            -1148677,
            -4136810
        ],
        [
            21,
            25,
            17,
            21,
            25,
            17
        ],
        [
            29,
            35,
            24,
            29,
            35,
            24
        ],
        [
            14,
            17,
            11,
            14,
            17,
            11
        ],
        [
            3906,
            2286,
            1620,
            3906,
            2286,
            1620
        ],
        [
            480.328062,
            0,
            496.828062,
            480.328062,
            0,
            496.828062
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400493,
            298402,
            -174467,
            -579309,
            -30349,
            -581069
        ]
    ]
}
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": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873144565,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 43,
            "offset": 0,
            "std": 3.15529
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 33,
            "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)