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Trade: WAVES/USDT/120/HILO/BBU/6231

Strategy
WAVES/USDT/120/HILO/BBU/6231
Pair
WAVES_USDT
Interval
2h
Score
417359
Daily Profit
0.218386
Profit Factor
1.647450
Profitability
49.541284
Streak
541.793967
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 08:03
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 353348.9612 414134.3823 -60785.4211 10031.6562 221778.976 -211747.3198
Total P&L (%) 353.349 414.1344 -60.7854 10.0317 221.779 -211.7473
Avg Daily Profit (%) 0.2184 0.256 -0.0376 0.0059 0.0723 0
Buy And Hold Return (%) 24.3643 24.3643 24.3643 24.3643 24.3643 24.3643
Max Trade Drawdown -207479 -206869 -66376 -1523309 -1517321 -238645
Profit Factor 1.6475 1.9503 0.4471 1.0034 1.0846 0.4315
Total Trades 109 54 55 109 54 55
Winning Trades 54 31 23 54 31 23
Losing Trades 55 23 32 55 23 32
Profitability (%) 49.5413 57.4074 41.8182 49.5413 57.4074 41.8182
Ratio Avg Win / Avg Loss 1.678 1.447 0.622 1.0219 0.8047 0.6003
Largest Winning Trade 96705 96705 7325 764510 764510 30446
Largest Losing Trade -88240 -88240 -19554 -1384535 -1384535 -192169
Avg Bars in Trades 167 334 3 167 334 3
Avg Bars in Winners 144 249 2 144 249 2
Avg Bars in Losers 189 448 3 189 448 3
Bars Traded 18218 18049 169 18218 18049 169
Profit Streak 541.794 0 560.1273 541.794 0 560.1273
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417359 -168402 -763153 -566851 -404672 -763153

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579464000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758862998776,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 103,
            "offset": 0,
            "std": 1.92546
        }
    }
}
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": [
        [
            353348.9612233329,
            414134.3822910335,
            -60785.4210677007,
            10031.6561909532,
            221778.9760381677,
            -211747.3198472144
        ],
        [
            353.348961,
            414.134382,
            -60.785421,
            10.031656,
            221.778976,
            -211.74732
        ],
        [
            0.218386,
            0.255955,
            -0.037568,
            0.005909,
            0.072257,
            0
        ],
        [
            24.364309,
            24.364309,
            24.364309,
            24.364309,
            24.364309,
            24.364309
        ],
        [
            -207479,
            -206869,
            -66376,
            -1523309,
            -1517321,
            -238645
        ],
        [
            1.64745,
            1.95025,
            0.447097,
            1.003351,
            1.084618,
            0.431472
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            49.541284,
            57.407407,
            41.818182,
            49.541284,
            57.407407,
            41.818182
        ],
        [
            1.677958,
            1.44696,
            0.622048,
            1.021932,
            0.804717,
            0.600309
        ],
        [
            96705,
            96705,
            7325,
            764510,
            764510,
            30446
        ],
        [
            -88240,
            -88240,
            -19554,
            -1384535,
            -1384535,
            -192169
        ],
        [
            167,
            334,
            3,
            167,
            334,
            3
        ],
        [
            144,
            249,
            2,
            144,
            249,
            2
        ],
        [
            189,
            448,
            3,
            189,
            448,
            3
        ],
        [
            18218,
            18049,
            169,
            18218,
            18049,
            169
        ],
        [
            541.793967,
            0,
            560.127301,
            541.793967,
            0,
            560.127301
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417359,
            -168402,
            -763153,
            -566851,
            -404672,
            -763153
        ]
    ]
}
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": 1579464000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758862998776,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 103,
            "offset": 0,
            "std": 1.92546
        }
    }
}

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)