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Trade: WAVES/USDT/120/BBL/EMA/6303

Strategy
WAVES/USDT/120/BBL/EMA/6303
Pair
WAVES_USDT
Interval
2h
Score
518276
Daily Profit
0.309600
Profit Factor
1.558003
Profitability
58.498024
Streak
495.955394
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 19:55
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 500932.1073 495365.3491 5566.7582 184105.2357 378752.2228 -194646.9871
Total P&L (%) 500.9321 495.3653 5.5668 184.1052 378.7522 -194.647
Avg Daily Profit (%) 0.3096 0.3062 0.0034 0.0646 0.0968 0
Buy And Hold Return (%) 21.4447 21.4447 21.4447 21.4447 21.4447 21.4447
Max Trade Drawdown -205991 -204722 -52333 -2384491 -2359220 -543791
Profit Factor 1.558 1.8117 1.0194 1.0238 1.0654 0.9006
Total Trades 253 126 127 253 126 127
Winning Trades 148 81 67 148 81 67
Losing Trades 105 45 60 105 45 60
Profitability (%) 58.498 64.2857 52.7559 58.498 64.2857 52.7559
Ratio Avg Win / Avg Loss 1.1053 1.0065 0.9129 0.7263 0.5919 0.8065
Largest Winning Trade 90172 90172 17952 961787 961787 156991
Largest Losing Trade -82900 -82900 -18870 -1909308 -1909308 -287212
Avg Bars in Trades 74 141 8 74 141 8
Avg Bars in Winners 46 77 8 46 77 8
Avg Bars in Losers 113 255 7 113 255 7
Bars Traded 18823 17796 1027 18823 17796 1027
Profit Streak 495.9554 495.9554 566.4554 495.9554 495.9554 566.4554
Trades During Streak 3 1 5 3 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518276 470538 -553099 -299018 -211685 -578992

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579341600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905746029,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 240,
            "offset": 0,
            "std": 3.8619
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 86,
            "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": [
        [
            500932.1073048562,
            495365.3490708083,
            5566.7582340477,
            184105.2357186627,
            378752.2228394694,
            -194646.9871208063
        ],
        [
            500.932107,
            495.365349,
            5.566758,
            184.105236,
            378.752223,
            -194.646987
        ],
        [
            0.3096,
            0.306159,
            0.003441,
            0.064556,
            0.096834,
            0
        ],
        [
            21.444695,
            21.444695,
            21.444695,
            21.444695,
            21.444695,
            21.444695
        ],
        [
            -205991,
            -204722,
            -52333,
            -2384491,
            -2359220,
            -543791
        ],
        [
            1.558003,
            1.811664,
            1.019368,
            1.023769,
            1.065442,
            0.900595
        ],
        [
            253,
            126,
            127,
            253,
            126,
            127
        ],
        [
            148,
            81,
            67,
            148,
            81,
            67
        ],
        [
            105,
            45,
            60,
            105,
            45,
            60
        ],
        [
            58.498024,
            64.285714,
            52.755906,
            58.498024,
            64.285714,
            52.755906
        ],
        [
            1.10534,
            1.00648,
            0.912867,
            0.726322,
            0.591912,
            0.806503
        ],
        [
            90172,
            90172,
            17952,
            961787,
            961787,
            156991
        ],
        [
            -82900,
            -82900,
            -18870,
            -1909308,
            -1909308,
            -287212
        ],
        [
            74,
            141,
            8,
            74,
            141,
            8
        ],
        [
            46,
            77,
            8,
            46,
            77,
            8
        ],
        [
            113,
            255,
            7,
            113,
            255,
            7
        ],
        [
            18823,
            17796,
            1027,
            18823,
            17796,
            1027
        ],
        [
            495.955394,
            495.955394,
            566.455394,
            495.955394,
            495.955394,
            566.455394
        ],
        [
            3,
            1,
            5,
            3,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518276,
            470538,
            -553099,
            -299018,
            -211685,
            -578992
        ]
    ]
}
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": 1579341600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905746029,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 240,
            "offset": 0,
            "std": 3.8619
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 86,
            "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)