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Trade: WAVES/USDT/120/BBL/ALMA/1814

Strategy
WAVES/USDT/120/BBL/ALMA/1814
Pair
WAVES_USDT
Interval
2h
Score
329803
Daily Profit
0.172986
Profit Factor
1.334274
Profitability
54.716981
Streak
494.759574
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 07:13
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 279891.2119 409993.6949 -130102.483 -82055.5527 772098.7864 -854154.3391
Total P&L (%) 279.8912 409.9937 -130.1025 -82.0556 772.0988 -854.1543
Avg Daily Profit (%) 0.173 0.2534 -0.0804 -0.1061 0.1339 0
Buy And Hold Return (%) 25.0872 25.0872 25.0872 25.0872 25.0872 25.0872
Max Trade Drawdown -239674 -188348 -138292 -1556351 -932391 -1147532
Profit Factor 1.3343 1.8046 0.6031 0.9763 1.3981 0.4379
Total Trades 106 53 53 106 53 53
Winning Trades 58 34 24 58 34 24
Losing Trades 48 19 29 48 19 29
Profitability (%) 54.717 64.1509 45.283 54.717 64.1509 45.283
Ratio Avg Win / Avg Loss 1.1042 1.0085 0.7287 0.808 0.7813 0.5291
Largest Winning Trade 139668 139668 34094 487785 487785 239982
Largest Losing Trade -73520 -73520 -52680 -829160 -693929 -829160
Avg Bars in Trades 179 324 34 179 324 34
Avg Bars in Winners 142 219 33 142 219 33
Avg Bars in Losers 223 512 34 223 512 34
Bars Traded 18984 17174 1810 18984 17174 1810
Profit Streak 494.7596 0 563.0929 494.7596 0 563.0929
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 329803 -167831 -761708 -579300 -193004 -761708
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579708800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946427186,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 3.19793
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 137,
            "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": [
        [
            279891.2119092216,
            409993.6948977622,
            -130102.4829885407,
            -82055.5527172674,
            772098.7864119386,
            -854154.3391292059
        ],
        [
            279.891212,
            409.993695,
            -130.102483,
            -82.055553,
            772.098786,
            -854.154339
        ],
        [
            0.172986,
            0.253395,
            -0.080409,
            -0.106117,
            0.133942,
            0
        ],
        [
            25.087189,
            25.087189,
            25.087189,
            25.087189,
            25.087189,
            25.087189
        ],
        [
            -239674,
            -188348,
            -138292,
            -1556351,
            -932391,
            -1147532
        ],
        [
            1.334274,
            1.804642,
            0.603073,
            0.976277,
            1.398122,
            0.437911
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            58,
            34,
            24,
            58,
            34,
            24
        ],
        [
            48,
            19,
            29,
            48,
            19,
            29
        ],
        [
            54.716981,
            64.150943,
            45.283019,
            54.716981,
            64.150943,
            45.283019
        ],
        [
            1.104227,
            1.008476,
            0.728713,
            0.807954,
            0.781304,
            0.529143
        ],
        [
            139668,
            139668,
            34094,
            487785,
            487785,
            239982
        ],
        [
            -73520,
            -73520,
            -52680,
            -829160,
            -693929,
            -829160
        ],
        [
            179,
            324,
            34,
            179,
            324,
            34
        ],
        [
            142,
            219,
            33,
            142,
            219,
            33
        ],
        [
            223,
            512,
            34,
            223,
            512,
            34
        ],
        [
            18984,
            17174,
            1810,
            18984,
            17174,
            1810
        ],
        [
            494.759574,
            0,
            563.092907,
            494.759574,
            0,
            563.092907
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329803,
            -167831,
            -761708,
            -579300,
            -193004,
            -761708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579708800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758946427186,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 62,
            "offset": 0,
            "std": 3.19793
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 137,
            "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)