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Trade: WAVES/USDT/240/BBM/HILO/6232

Strategy
WAVES/USDT/240/BBM/HILO/6232
Pair
WAVES_USDT
Interval
4h
Score
468156
Daily Profit
0.343876
Profit Factor
1.657140
Profitability
47.826087
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-07 16:39
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 679499.87 544502.9469 134996.9231 1737633.7987 1665236.7835 72397.0151
Total P&L (%) 679.4999 544.5029 134.9969 1737.6338 1665.2368 72.397
Avg Daily Profit (%) 0.3439 0.2756 0.0683 0.1474 0.1454 0.0276
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120890 -110561 -143450 -1968606 -1691966 -1325896
Profit Factor 1.6571 2.034 1.2661 1.1628 1.3096 1.0137
Total Trades 276 138 138 276 138 138
Winning Trades 132 63 69 132 63 69
Losing Trades 144 75 69 144 75 69
Profitability (%) 47.8261 45.6522 50 47.8261 45.6522 50
Ratio Avg Win / Avg Loss 1.8078 2.4214 1.2661 1.2685 1.5591 1.0137
Largest Winning Trade 157002 157002 72289 1104858 933684 1104858
Largest Losing Trade -59826 -26781 -59826 -705221 -705221 -612758
Avg Bars in Trades 42 36 47 42 36 47
Avg Bars in Winners 58 53 63 58 53 63
Avg Bars in Losers 27 22 32 27 22 32
Bars Traded 11650 5072 6578 11650 5072 6578
Profit Streak 0 0 508.0688 0 0 508.0688
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 468156 384121 -101443 -36669 30317 -361143
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549137600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759844340637,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 94,
            "offset": 0,
            "std": 2.97722
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            679499.8699507095,
            544502.9468591263,
            134996.9230915829,
            1737633.7986520545,
            1665236.783533968,
            72397.0151180885
        ],
        [
            679.49987,
            544.502947,
            134.996923,
            1737.633799,
            1665.236784,
            72.397015
        ],
        [
            0.343876,
            0.275558,
            0.068318,
            0.14743,
            0.145393,
            0.027566
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120890,
            -110561,
            -143450,
            -1968606,
            -1691966,
            -1325896
        ],
        [
            1.65714,
            2.033965,
            1.266051,
            1.162796,
            1.309608,
            1.013672
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            132,
            63,
            69,
            132,
            63,
            69
        ],
        [
            144,
            75,
            69,
            144,
            75,
            69
        ],
        [
            47.826087,
            45.652174,
            50,
            47.826087,
            45.652174,
            50
        ],
        [
            1.807789,
            2.421387,
            1.266051,
            1.268505,
            1.559057,
            1.013672
        ],
        [
            157002,
            157002,
            72289,
            1104858,
            933684,
            1104858
        ],
        [
            -59826,
            -26781,
            -59826,
            -705221,
            -705221,
            -612758
        ],
        [
            42,
            36,
            47,
            42,
            36,
            47
        ],
        [
            58,
            53,
            63,
            58,
            53,
            63
        ],
        [
            27,
            22,
            32,
            27,
            22,
            32
        ],
        [
            11650,
            5072,
            6578,
            11650,
            5072,
            6578
        ],
        [
            0,
            0,
            508.068757,
            0,
            0,
            508.068757
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            468156,
            384121,
            -101443,
            -36669,
            30317,
            -361143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549137600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759844340637,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 94,
            "offset": 0,
            "std": 2.97722
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)