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Trade: WAVES/USDT/720/HLC3/BBU/7191

Strategy
WAVES/USDT/720/HLC3/BBU/7191
Pair
WAVES_USDT
Interval
12h
Score
300030
Daily Profit
0.227621
Profit Factor
2.922757
Profitability
36.842105
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-03 21:35
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 557247.1967 450119.6982 107127.4985 376229.2489 -306236.5212 682465.77
Total P&L (%) 557.2472 450.1197 107.1275 376.2292 -306.2365 682.4658
Avg Daily Profit (%) 0.2818 0.2276 0.0542 0.079 0 0.1041
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124005 -105978 -80173 -1087429 -1053430 -828793
Profit Factor 2.3086 2.9228 1.5588 1.1524 0.7739 1.6127
Total Trades 76 38 38 76 38 38
Winning Trades 34 14 20 34 14 20
Losing Trades 42 24 18 42 24 18
Profitability (%) 44.7368 36.8421 52.6316 44.7368 36.8421 52.6316
Ratio Avg Win / Avg Loss 2.8518 5.0104 1.4029 1.4236 1.3267 1.4515
Largest Winning Trade 324796 324796 60828 514099 272967 514099
Largest Losing Trade -52311 -37276 -52311 -680094 -241848 -680094
Avg Bars in Trades 50 59 40 50 59 40
Avg Bars in Winners 77 107 57 77 107 57
Avg Bars in Losers 27 31 22 27 31 22
Bars Traded 3800 2259 1541 3800 2259 1541
Profit Streak 0 0 580.775 0 0 580.775
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -42691 300030 -117972 -196223 -584215 -50724
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": 1553428800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516558724,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 131
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 2.54576
        }
    }
}
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": [
        [
            557247.1967059837,
            450119.6982154063,
            107127.4984905774,
            376229.2488535836,
            -306236.5211611096,
            682465.7700146933
        ],
        [
            557.247197,
            450.119698,
            107.127498,
            376.229249,
            -306.236521,
            682.46577
        ],
        [
            0.281794,
            0.227621,
            0.054173,
            0.078956,
            0,
            0.104089
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124005,
            -105978,
            -80173,
            -1087429,
            -1053430,
            -828793
        ],
        [
            2.30864,
            2.922757,
            1.558769,
            1.152418,
            0.773932,
            1.612743
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            42,
            24,
            18,
            42,
            24,
            18
        ],
        [
            44.736842,
            36.842105,
            52.631579,
            44.736842,
            36.842105,
            52.631579
        ],
        [
            2.851849,
            5.010441,
            1.402892,
            1.423575,
            1.32674,
            1.451469
        ],
        [
            324796,
            324796,
            60828,
            514099,
            272967,
            514099
        ],
        [
            -52311,
            -37276,
            -52311,
            -680094,
            -241848,
            -680094
        ],
        [
            50,
            59,
            40,
            50,
            59,
            40
        ],
        [
            77,
            107,
            57,
            77,
            107,
            57
        ],
        [
            27,
            31,
            22,
            27,
            31,
            22
        ],
        [
            3800,
            2259,
            1541,
            3800,
            2259,
            1541
        ],
        [
            0,
            0,
            580.774985,
            0,
            0,
            580.774985
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42691,
            300030,
            -117972,
            -196223,
            -584215,
            -50724
        ]
    ]
}
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": 1553428800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759516558724,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 131
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 2.54576
        }
    }
}

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)