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Trade: WAVES/USDT/360/BBL/DEMA/1757

Strategy
WAVES/USDT/360/BBL/DEMA/1757
Pair
WAVES_USDT
Interval
6h
Score
605377
Daily Profit
0.522997
Profit Factor
2.364278
Profitability
49.572650
Streak
518.964687
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-08 14:09
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1033834.3483 1063672.8251 -29838.4768 -52560.7773 429036.093 -481596.8704
Total P&L (%) 1033.8343 1063.6728 -29.8385 -52.5608 429.0361 -481.5969
Avg Daily Profit (%) 0.523 0.5381 -0.0151 -0.0377 0.0843 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -287729 -217796 -112312 -3533059 -3335395 -1255241
Profit Factor 2.3643 3.1982 0.8911 0.9922 1.089 0.7445
Total Trades 117 58 59 117 58 59
Winning Trades 58 25 33 58 25 33
Losing Trades 59 33 26 59 33 26
Profitability (%) 49.5727 43.1034 55.9322 49.5727 43.1034 55.9322
Ratio Avg Win / Avg Loss 2.405 4.2216 0.7021 1.0093 1.4375 0.5866
Largest Winning Trade 935130 935130 38341 1792181 1792181 242967
Largest Losing Trade -87399 -87399 -41995 -3112442 -3112442 -903078
Avg Bars in Trades 62 114 11 62 114 11
Avg Bars in Winners 65 133 13 65 133 13
Avg Bars in Losers 59 99 9 59 99 9
Bars Traded 7311 6615 696 7311 6615 696
Profit Streak 518.9647 518.9647 577.4647 518.9647 518.9647 577.4647
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 605377 -164737 -755077 -577596 -384774 -755077
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550275200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759921748937,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 168,
            "offset": 0,
            "std": 2.39861
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 116,
            "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": [
        [
            1033834.3482613298,
            1063672.8250818292,
            -29838.476820499,
            -52560.7773236812,
            429036.0930292662,
            -481596.8703529472
        ],
        [
            1033.834348,
            1063.672825,
            -29.838477,
            -52.560777,
            429.036093,
            -481.59687
        ],
        [
            0.522997,
            0.538092,
            -0.015095,
            -0.037717,
            0.08431,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -287729,
            -217796,
            -112312,
            -3533059,
            -3335395,
            -1255241
        ],
        [
            2.364278,
            3.198201,
            0.891063,
            0.992161,
            1.089021,
            0.744535
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            58,
            25,
            33,
            58,
            25,
            33
        ],
        [
            59,
            33,
            26,
            59,
            33,
            26
        ],
        [
            49.57265,
            43.103448,
            55.932203,
            49.57265,
            43.103448,
            55.932203
        ],
        [
            2.405041,
            4.221625,
            0.70205,
            1.009267,
            1.437507,
            0.586603
        ],
        [
            935130,
            935130,
            38341,
            1792181,
            1792181,
            242967
        ],
        [
            -87399,
            -87399,
            -41995,
            -3112442,
            -3112442,
            -903078
        ],
        [
            62,
            114,
            11,
            62,
            114,
            11
        ],
        [
            65,
            133,
            13,
            65,
            133,
            13
        ],
        [
            59,
            99,
            9,
            59,
            99,
            9
        ],
        [
            7311,
            6615,
            696,
            7311,
            6615,
            696
        ],
        [
            518.964687,
            518.964687,
            577.464687,
            518.964687,
            518.964687,
            577.464687
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            605377,
            -164737,
            -755077,
            -577596,
            -384774,
            -755077
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1550275200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759921748937,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 168,
            "offset": 0,
            "std": 2.39861
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 116,
            "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)