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Trade: WAVES/USDT/120/MIDPRICE/BBM/3664

Strategy
WAVES/USDT/120/MIDPRICE/BBM/3664
Pair
WAVES_USDT
Interval
2h
Score
492813
Daily Profit
0.340728
Profit Factor
4.012619
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 13:44
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 644477.1241 551298.0272 93179.0968 2073812.6346 1071844.4457 1001968.1888
Total P&L (%) 644.4771 551.298 93.1791 2073.8126 1071.8444 1001.9682
Avg Daily Profit (%) 0.3983 0.3407 0.0576 0.1905 0.1522 0.1484
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118596 -82114 -78225 -3363692 -1904911 -2147773
Profit Factor 2.4261 4.0126 1.3465 1.2525 1.2817 1.2273
Total Trades 74 37 37 74 37 37
Winning Trades 33 16 17 33 16 17
Losing Trades 41 21 20 41 21 20
Profitability (%) 44.5946 43.2432 45.9459 44.5946 43.2432 45.9459
Ratio Avg Win / Avg Loss 3.0142 5.2666 1.5841 1.5561 1.6822 1.4439
Largest Winning Trade 175625 175625 71787 1258475 1189363 1258475
Largest Losing Trade -55278 -18607 -55278 -1352081 -548367 -1352081
Avg Bars in Trades 252 201 302 252 201 302
Avg Bars in Winners 450 382 514 450 382 514
Avg Bars in Losers 92 64 121 92 64 121
Bars Traded 18654 7470 11183 18654 7470 11183
Profit Streak 0 0 549.6979 0 0 549.6979
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -56524 492813 -115529 -62018 219248 149707

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1581184800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758883495720,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "offset": 107
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 2.51196
        }
    }
}
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": [
        [
            644477.1240559639,
            551298.0272276705,
            93179.0968282935,
            2073812.6345818886,
            1071844.4457405405,
            1001968.1888413473
        ],
        [
            644.477124,
            551.298027,
            93.179097,
            2073.812635,
            1071.844446,
            1001.968189
        ],
        [
            0.398317,
            0.340728,
            0.057589,
            0.190482,
            0.152227,
            0.148422
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118596,
            -82114,
            -78225,
            -3363692,
            -1904911,
            -2147773
        ],
        [
            2.426088,
            4.012619,
            1.346489,
            1.252487,
            1.281678,
            1.22729
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            44.594595,
            43.243243,
            45.945946,
            44.594595,
            43.243243,
            45.945946
        ],
        [
            3.014231,
            5.266562,
            1.584105,
            1.556121,
            1.682202,
            1.443871
        ],
        [
            175625,
            175625,
            71787,
            1258475,
            1189363,
            1258475
        ],
        [
            -55278,
            -18607,
            -55278,
            -1352081,
            -548367,
            -1352081
        ],
        [
            252,
            201,
            302,
            252,
            201,
            302
        ],
        [
            450,
            382,
            514,
            450,
            382,
            514
        ],
        [
            92,
            64,
            121,
            92,
            64,
            121
        ],
        [
            18654,
            7470,
            11183,
            18654,
            7470,
            11183
        ],
        [
            0,
            0,
            549.697867,
            0,
            0,
            549.697867
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -56524,
            492813,
            -115529,
            -62018,
            219248,
            149707
        ]
    ]
}
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": 1581184800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758883495720,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 235,
            "offset": 107
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 151,
            "offset": 0,
            "std": 2.51196
        }
    }
}

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)