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Trade: WAVES/USDT/360/MIDPRICE/BBL/9748

Strategy
WAVES/USDT/360/MIDPRICE/BBL/9748
Pair
WAVES_USDT
Interval
6h
Score
524112
Daily Profit
0.287884
Profit Factor
2.769362
Profitability
54.117647
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-30 05:46
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 709595.6579 569074.5978 140521.0602 403529.1658 2748770.835 -2345241.6692
Total P&L (%) 709.5957 569.0746 140.5211 403.5292 2748.7708 -2345.2417
Avg Daily Profit (%) 0.359 0.2879 0.0711 0.0818 0.1696 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112464 -71238 -143486 -3517729 -986261 -3567521
Profit Factor 1.8754 2.7694 1.2874 1.0487 2.1967 0.6083
Total Trades 169 85 84 169 85 84
Winning Trades 91 46 45 91 46 45
Losing Trades 78 39 39 78 39 39
Profitability (%) 53.8462 54.1176 53.5714 53.8462 54.1176 53.5714
Ratio Avg Win / Avg Loss 1.6075 2.3479 1.1157 0.8989 1.8624 0.5272
Largest Winning Trade 74996 63558 74996 1432246 1179325 1432246
Largest Losing Trade -97257 -34282 -97257 -3499567 -449305 -3499567
Avg Bars in Trades 45 20 70 45 20 70
Avg Bars in Winners 64 23 107 64 23 107
Avg Bars in Losers 22 16 28 22 16 28
Bars Traded 7688 1725 5963 7688 1725 5963
Profit Streak 0 0 575.6154 0 0 575.6154
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 516244 524112 -96549 -250958 447925 -579310
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": 1549951200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200371727,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 1.59795
        }
    }
}
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": [
        [
            709595.6579336304,
            569074.5977593653,
            140521.0601742649,
            403529.165820057,
            2748770.8349837665,
            -2345241.6691637076
        ],
        [
            709.595658,
            569.074598,
            140.52106,
            403.529166,
            2748.770835,
            -2345.241669
        ],
        [
            0.358971,
            0.287884,
            0.071087,
            0.081808,
            0.169587,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112464,
            -71238,
            -143486,
            -3517729,
            -986261,
            -3567521
        ],
        [
            1.875412,
            2.769362,
            1.287389,
            1.04871,
            2.196653,
            0.6083
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            53.846154,
            54.117647,
            53.571429,
            53.846154,
            54.117647,
            53.571429
        ],
        [
            1.607496,
            2.347937,
            1.115737,
            0.898894,
            1.86238,
            0.527193
        ],
        [
            74996,
            63558,
            74996,
            1432246,
            1179325,
            1432246
        ],
        [
            -97257,
            -34282,
            -97257,
            -3499567,
            -449305,
            -3499567
        ],
        [
            45,
            20,
            70,
            45,
            20,
            70
        ],
        [
            64,
            23,
            107,
            64,
            23,
            107
        ],
        [
            22,
            16,
            28,
            22,
            16,
            28
        ],
        [
            7688,
            1725,
            5963,
            7688,
            1725,
            5963
        ],
        [
            0,
            0,
            575.615413,
            0,
            0,
            575.615413
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
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        ],
        [
            516244,
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            -96549,
            -250958,
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        ]
    ]
}
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": 1549951200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759200371727,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 1.59795
        }
    }
}

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)