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Trade: WAVES/USDT/720/BBM/TEMA/6807

Strategy
WAVES/USDT/720/BBM/TEMA/6807
Pair
WAVES_USDT
Interval
12h
Score
622848
Daily Profit
0.232266
Profit Factor
4.475133
Profitability
57.894737
Streak
622.210136
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 20:02
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 599001.85 459306.4766 139695.3734 3968172.8016 1479252.9468 2488919.8548
Total P&L (%) 599.0019 459.3065 139.6954 3968.1728 1479.2529 2488.9199
Avg Daily Profit (%) 0.3029 0.2323 0.0706 0.1876 0.1396 0.1647
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51518 -57590 -74564 -1707942 -2084329 -1172719
Profit Factor 2.9922 4.4751 1.829 1.7699 1.5367 2.0379
Total Trades 76 38 38 76 38 38
Winning Trades 43 22 21 43 22 21
Losing Trades 33 16 17 33 16 17
Profitability (%) 56.5789 57.8947 55.2632 56.5789 57.8947 55.2632
Ratio Avg Win / Avg Loss 2.2964 3.2546 1.4807 1.3583 1.1176 1.6497
Largest Winning Trade 149329 149329 72859 1674943 916556 1674943
Largest Losing Trade -24153 -19867 -24153 -645697 -645697 -610113
Avg Bars in Trades 48 43 53 48 43 53
Avg Bars in Winners 68 57 79 68 57 79
Avg Bars in Losers 22 22 22 22 22 22
Bars Traded 3673 1638 2035 3673 1638 2035
Profit Streak 585.2101 622.2101 0 585.2101 622.2101 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -37431 622848 -95562 -41886 -2672 442959
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552737600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759510955746,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 3.6956
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 11,
            "offset": 5
        }
    }
}
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": [
        [
            599001.8500069296,
            459306.4765773774,
            139695.373429552,
            3968172.80156439,
            1479252.946789849,
            2488919.854774541
        ],
        [
            599.00185,
            459.306477,
            139.695373,
            3968.172802,
            1479.252947,
            2488.919855
        ],
        [
            0.302909,
            0.232266,
            0.070642,
            0.187573,
            0.139644,
            0.164678
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51518,
            -57590,
            -74564,
            -1707942,
            -2084329,
            -1172719
        ],
        [
            2.992221,
            4.475133,
            1.829048,
            1.769899,
            1.536726,
            2.037881
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            56.578947,
            57.894737,
            55.263158,
            56.578947,
            57.894737,
            55.263158
        ],
        [
            2.296356,
            3.254642,
            1.480658,
            1.358295,
            1.117619,
            1.649713
        ],
        [
            149329,
            149329,
            72859,
            1674943,
            916556,
            1674943
        ],
        [
            -24153,
            -19867,
            -24153,
            -645697,
            -645697,
            -610113
        ],
        [
            48,
            43,
            53,
            48,
            43,
            53
        ],
        [
            68,
            57,
            79,
            68,
            57,
            79
        ],
        [
            22,
            22,
            22,
            22,
            22,
            22
        ],
        [
            3673,
            1638,
            2035,
            3673,
            1638,
            2035
        ],
        [
            585.210136,
            622.210136,
            0,
            585.210136,
            622.210136,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -37431,
            622848,
            -95562,
            -41886,
            -2672,
            442959
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552737600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759510955746,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 195,
            "offset": 0,
            "std": 3.6956
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 11,
            "offset": 5
        }
    }
}

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)