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Trade: WAVES/USDT/120/BBL/MIDPOINT/6079

Strategy
WAVES/USDT/120/BBL/MIDPOINT/6079
Pair
WAVES_USDT
Interval
2h
Score
344810
Daily Profit
0.206330
Profit Factor
1.481828
Profitability
46.728972
Streak
497.349285
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 15:22
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 333842.7114 433548.1989 -99705.4875 -67696.4621 272799.8463 -340496.3083
Total P&L (%) 333.8427 433.5482 -99.7055 -67.6965 272.7998 -340.4963
Avg Daily Profit (%) 0.2063 0.268 -0.0616 -0.0698 0.0814 0
Buy And Hold Return (%) 22.817 22.817 22.817 22.817 22.817 22.817
Max Trade Drawdown -250506 -198790 -96983 -2611654 -2278295 -625634
Profit Factor 1.4818 1.9303 0.5604 0.988 1.0631 0.7386
Total Trades 107 53 54 107 53 54
Winning Trades 50 29 21 50 29 21
Losing Trades 57 24 33 57 24 33
Profitability (%) 46.729 54.717 38.8889 46.729 54.717 38.8889
Ratio Avg Win / Avg Loss 1.6893 1.5975 0.8807 1.1263 0.8798 1.1607
Largest Winning Trade 184020 184020 18352 1712744 1712744 302808
Largest Losing Trade -79252 -79252 -26582 -1455114 -1455114 -292215
Avg Bars in Trades 175 330 23 175 330 23
Avg Bars in Winners 120 193 19 120 193 19
Avg Bars in Losers 223 495 25 223 495 25
Bars Traded 18768 17523 1245 18768 17523 1245
Profit Streak 497.3493 0 545.5993 497.3493 0 545.5993
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344810 -167576 -764292 -579514 -416537 -762626
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580133600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759148578209,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 2.72728
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 196,
            "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": [
        [
            333842.7114164965,
            433548.1989054652,
            -99705.4874889685,
            -67696.4620631691,
            272799.8462563766,
            -340496.3083195462
        ],
        [
            333.842711,
            433.548199,
            -99.705487,
            -67.696462,
            272.799846,
            -340.496308
        ],
        [
            0.20633,
            0.267953,
            -0.061623,
            -0.069815,
            0.08136,
            0
        ],
        [
            22.81703,
            22.81703,
            22.81703,
            22.81703,
            22.81703,
            22.81703
        ],
        [
            -250506,
            -198790,
            -96983,
            -2611654,
            -2278295,
            -625634
        ],
        [
            1.481828,
            1.930265,
            0.560418,
            0.987965,
            1.063115,
            0.738626
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            57,
            24,
            33,
            57,
            24,
            33
        ],
        [
            46.728972,
            54.716981,
            38.888889,
            46.728972,
            54.716981,
            38.888889
        ],
        [
            1.689284,
            1.597461,
            0.880657,
            1.12628,
            0.879819,
            1.160698
        ],
        [
            184020,
            184020,
            18352,
            1712744,
            1712744,
            302808
        ],
        [
            -79252,
            -79252,
            -26582,
            -1455114,
            -1455114,
            -292215
        ],
        [
            175,
            330,
            23,
            175,
            330,
            23
        ],
        [
            120,
            193,
            19,
            120,
            193,
            19
        ],
        [
            223,
            495,
            25,
            223,
            495,
            25
        ],
        [
            18768,
            17523,
            1245,
            18768,
            17523,
            1245
        ],
        [
            497.349285,
            0,
            545.599285,
            497.349285,
            0,
            545.599285
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344810,
            -167576,
            -764292,
            -579514,
            -416537,
            -762626
        ]
    ]
}
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": 1580133600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759148578209,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 192,
            "offset": 0,
            "std": 2.72728
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 196,
            "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)