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Trade: WAVES/USDT/120/BBL/WMA/3790

Strategy
WAVES/USDT/120/BBL/WMA/3790
Pair
WAVES_USDT
Interval
2h
Score
424080
Daily Profit
0.243035
Profit Factor
1.636147
Profitability
67.549669
Streak
503.104415
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 21:30
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 334669.8743 393230.9274 -58561.0531 -28151.9428 188178.378 -216330.3208
Total P&L (%) 334.6699 393.2309 -58.5611 -28.1519 188.1784 -216.3303
Avg Daily Profit (%) 0.2068 0.243 -0.0362 -0.0204 0.0654 0
Buy And Hold Return (%) 24.1347 24.1347 24.1347 24.1347 24.1347 24.1347
Max Trade Drawdown -196203 -203738 -167268 -582141 -417012 -277885
Profit Factor 1.3048 1.6361 0.878 0.9837 1.1853 0.6966
Total Trades 303 151 152 303 151 152
Winning Trades 185 102 83 185 102 83
Losing Trades 118 49 69 118 49 69
Profitability (%) 61.0561 67.5497 54.6053 61.0561 67.5497 54.6053
Ratio Avg Win / Avg Loss 0.8322 0.786 0.7299 0.6274 0.5694 0.5791
Largest Winning Trade 77764 77764 24510 174284 174284 77100
Largest Losing Trade -81753 -81753 -33684 -269891 -269891 -68073
Avg Bars in Trades 62 110 14 62 110 14
Avg Bars in Winners 37 55 14 37 55 14
Avg Bars in Losers 101 225 13 101 225 13
Bars Traded 18839 16708 2131 18839 16708 2131
Profit Streak 503.1044 503.1044 569.6877 503.1044 503.1044 569.6877
Trades During Streak 5 2 6 5 2 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 378529 424080 -578277 -576389 -120415 -578277
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580436000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516221444,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 4.97463
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 238,
            "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": [
        [
            334669.874305324,
            393230.9273689798,
            -58561.0530636555,
            -28151.9427676067,
            188178.3780481675,
            -216330.3208157742
        ],
        [
            334.669874,
            393.230927,
            -58.561053,
            -28.151943,
            188.178378,
            -216.330321
        ],
        [
            0.206842,
            0.243035,
            -0.036193,
            -0.020432,
            0.065436,
            0
        ],
        [
            24.134749,
            24.134749,
            24.134749,
            24.134749,
            24.134749,
            24.134749
        ],
        [
            -196203,
            -203738,
            -167268,
            -582141,
            -417012,
            -277885
        ],
        [
            1.304785,
            1.636147,
            0.877975,
            0.983713,
            1.185333,
            0.696629
        ],
        [
            303,
            151,
            152,
            303,
            151,
            152
        ],
        [
            185,
            102,
            83,
            185,
            102,
            83
        ],
        [
            118,
            49,
            69,
            118,
            49,
            69
        ],
        [
            61.056106,
            67.549669,
            54.605263,
            61.056106,
            67.549669,
            54.605263
        ],
        [
            0.832241,
            0.785992,
            0.729883,
            0.627449,
            0.569424,
            0.579125
        ],
        [
            77764,
            77764,
            24510,
            174284,
            174284,
            77100
        ],
        [
            -81753,
            -81753,
            -33684,
            -269891,
            -269891,
            -68073
        ],
        [
            62,
            110,
            14,
            62,
            110,
            14
        ],
        [
            37,
            55,
            14,
            37,
            55,
            14
        ],
        [
            101,
            225,
            13,
            101,
            225,
            13
        ],
        [
            18839,
            16708,
            2131,
            18839,
            16708,
            2131
        ],
        [
            503.104415,
            503.104415,
            569.687748,
            503.104415,
            503.104415,
            569.687748
        ],
        [
            5,
            2,
            6,
            5,
            2,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            378529,
            424080,
            -578277,
            -576389,
            -120415,
            -578277
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580436000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759516221444,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 164,
            "offset": 0,
            "std": 4.97463
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 238,
            "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)