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Trade: WAVES/USDT/240/MIDPRICE/BBU/8748

Strategy
WAVES/USDT/240/MIDPRICE/BBU/8748
Pair
WAVES_USDT
Interval
4h
Score
521085
Daily Profit
0.326909
Profit Factor
6.408285
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-27 19:01
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 843988.5508 645972.742 198015.8087 7183776.5674 1513806.4783 5669970.089
Total P&L (%) 843.9886 645.9727 198.0158 7183.7766 1513.8065 5669.9701
Avg Daily Profit (%) 0.4271 0.3269 0.1002 0.2173 0.1408 0.2054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96346 -58495 -93096 -5010405 -4647413 -3312517
Profit Factor 3.7963 6.4083 2.0857 1.6175 1.2627 1.9657
Total Trades 63 31 32 63 31 32
Winning Trades 33 13 20 33 13 20
Losing Trades 30 18 12 30 18 12
Profitability (%) 52.381 41.9355 62.5 52.381 41.9355 62.5
Ratio Avg Win / Avg Loss 3.4512 8.873 1.2514 1.4705 1.7484 1.1794
Largest Winning Trade 403019 403019 59733 2401542 2401542 2373208
Largest Losing Trade -47840 -20115 -47840 -2548913 -1492990 -2548913
Avg Bars in Trades 176 245 108 176 245 108
Avg Bars in Winners 234 418 114 234 418 114
Avg Bars in Losers 112 120 99 112 120 99
Bars Traded 11097 7617 3480 11097 7617 3480
Profit Streak 485.6674 0 489.3341 485.6674 0 489.3341
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133215 521085 -54166 -139970 -6802 463661
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1552406400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758988862718,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "offset": 202
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 3.77495
        }
    }
}
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": [
        [
            843988.550782861,
            645972.742042842,
            198015.8087400195,
            7183776.56738057,
            1513806.4783327095,
            5669970.089047859
        ],
        [
            843.988551,
            645.972742,
            198.015809,
            7183.776567,
            1513.806478,
            5669.970089
        ],
        [
            0.42712,
            0.326909,
            0.10021,
            0.217252,
            0.140847,
            0.205436
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96346,
            -58495,
            -93096,
            -5010405,
            -4647413,
            -3312517
        ],
        [
            3.796317,
            6.408285,
            2.085731,
            1.617521,
            1.262725,
            1.965708
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            33,
            13,
            20,
            33,
            13,
            20
        ],
        [
            30,
            18,
            12,
            30,
            18,
            12
        ],
        [
            52.380952,
            41.935484,
            62.5,
            52.380952,
            41.935484,
            62.5
        ],
        [
            3.451197,
            8.87301,
            1.251439,
            1.470474,
            1.748389,
            1.179425
        ],
        [
            403019,
            403019,
            59733,
            2401542,
            2401542,
            2373208
        ],
        [
            -47840,
            -20115,
            -47840,
            -2548913,
            -1492990,
            -2548913
        ],
        [
            176,
            245,
            108,
            176,
            245,
            108
        ],
        [
            234,
            418,
            114,
            234,
            418,
            114
        ],
        [
            112,
            120,
            99,
            112,
            120,
            99
        ],
        [
            11097,
            7617,
            3480,
            11097,
            7617,
            3480
        ],
        [
            485.667392,
            0,
            489.334059,
            485.667393,
            0,
            489.334059
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133215,
            521085,
            -54166,
            -139970,
            -6802,
            463661
        ]
    ]
}
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": 1552406400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758988862718,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 118,
            "offset": 202
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 3.77495
        }
    }
}

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)