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Trade: WAVES/USDT/120/BBM/JMA/7136

Strategy
WAVES/USDT/120/BBM/JMA/7136
Pair
WAVES_USDT
Interval
2h
Score
302019
Daily Profit
0.304270
Profit Factor
1.967418
Profitability
40.860215
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 18:23
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 463762.6749 492309.5587 -28546.8839 107964.5608 167852.3685 -59887.8077
Total P&L (%) 463.7627 492.3096 -28.5469 107.9646 167.8524 -59.8878
Avg Daily Profit (%) 0.2866 0.3043 -0.0176 0.0453 0.0609 -0.0564
Buy And Hold Return (%) 23.8347 23.8347 23.8347 23.8347 23.8347 23.8347
Max Trade Drawdown -135348 -138490 -170821 -325702 -328696 -207209
Profit Factor 1.476 1.9674 0.9387 1.0619 1.169 0.9201
Total Trades 185 93 92 185 93 92
Winning Trades 74 38 36 74 38 36
Losing Trades 111 55 56 111 55 56
Profitability (%) 40 40.8602 39.1304 40 40.8602 39.1304
Ratio Avg Win / Avg Loss 2.2139 2.8476 1.4602 1.5929 1.6919 1.4313
Largest Winning Trade 196710 196710 59643 192517 192517 154611
Largest Losing Trade -36551 -34603 -36551 -143203 -143203 -57060
Avg Bars in Trades 102 101 103 102 101 103
Avg Bars in Winners 152 157 146 152 157 146
Avg Bars in Losers 68 61 74 68 61 74
Bars Traded 18886 9409 9477 18886 9409 9477
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 277616 302019 -583646 -288414 -149007 -583646
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579636800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760023388797,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 1.61477
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 127,
            "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": [
        [
            463762.6748533192,
            492309.5587182879,
            -28546.8838649683,
            107964.5608081,
            167852.3684679355,
            -59887.8076598359
        ],
        [
            463.762675,
            492.309559,
            -28.546884,
            107.964561,
            167.852368,
            -59.887808
        ],
        [
            0.286627,
            0.30427,
            -0.017643,
            0.045263,
            0.060913,
            -0.056442
        ],
        [
            23.834734,
            23.834734,
            23.834734,
            23.834734,
            23.834734,
            23.834734
        ],
        [
            -135348,
            -138490,
            -170821,
            -325702,
            -328696,
            -207209
        ],
        [
            1.475951,
            1.967418,
            0.938675,
            1.061935,
            1.168962,
            0.920125
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            74,
            38,
            36,
            74,
            38,
            36
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            40,
            40.860215,
            39.130435,
            40,
            40.860215,
            39.130435
        ],
        [
            2.213926,
            2.847579,
            1.460161,
            1.592902,
            1.691919,
            1.431305
        ],
        [
            196710,
            196710,
            59643,
            192517,
            192517,
            154611
        ],
        [
            -36551,
            -34603,
            -36551,
            -143203,
            -143203,
            -57060
        ],
        [
            102,
            101,
            103,
            102,
            101,
            103
        ],
        [
            152,
            157,
            146,
            152,
            157,
            146
        ],
        [
            68,
            61,
            74,
            68,
            61,
            74
        ],
        [
            18886,
            9409,
            9477,
            18886,
            9409,
            9477
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            277616,
            302019,
            -583646,
            -288414,
            -149007,
            -583646
        ]
    ]
}
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": 1579636800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760023388797,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 211,
            "offset": 0,
            "std": 1.61477
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 127,
            "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)