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Trade: WAVES/USDT/120/BBM/JMA/8654

Strategy
WAVES/USDT/120/BBM/JMA/8654
Pair
WAVES_USDT
Interval
2h
Score
373212
Daily Profit
0.227427
Profit Factor
1.492357
Profitability
57.317073
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 10:32
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 287125.4864 367976.7769 -80851.2905 -90132.7426 775440.5922 -865573.3348
Total P&L (%) 287.1255 367.9768 -80.8513 -90.1327 775.4406 -865.5733
Avg Daily Profit (%) 0.1775 0.2274 -0.05 -0.143 0.1342 0
Buy And Hold Return (%) 23.1262 23.1262 23.1262 23.1262 23.1262 23.1262
Max Trade Drawdown -203874 -188722 -168583 -674822 -447928 -937707
Profit Factor 1.1804 1.4924 0.9043 0.9749 1.5712 0.6123
Total Trades 329 164 165 329 164 165
Winning Trades 194 94 100 194 94 100
Losing Trades 135 70 65 135 70 65
Profitability (%) 58.9666 57.3171 60.6061 58.9666 57.3171 60.6061
Ratio Avg Win / Avg Loss 0.8214 1.1113 0.5878 0.6784 1.17 0.398
Largest Winning Trade 104635 104635 44360 214173 214173 141151
Largest Losing Trade -88431 -50666 -88431 -421416 -222787 -421416
Avg Bars in Trades 58 59 57 58 59 57
Avg Bars in Winners 56 55 58 56 55 58
Avg Bars in Losers 60 64 55 60 64 55
Bars Traded 19205 9756 9449 19205 9756 9449
Profit Streak 479.4808 0 501.8141 479.4808 0 501.8141
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -12891 373212 -577705 -577310 -10491 -577705

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579888800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871936875,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 42,
            "offset": 0,
            "std": 3.62454
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 162,
            "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": [
        [
            287125.4864026709,
            367976.7768749854,
            -80851.2904723144,
            -90132.7425819703,
            775440.5922191177,
            -865573.3348010893
        ],
        [
            287.125486,
            367.976777,
            -80.85129,
            -90.132743,
            775.440592,
            -865.573335
        ],
        [
            0.177457,
            0.227427,
            -0.04997,
            -0.143034,
            0.134179,
            0
        ],
        [
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216
        ],
        [
            -203874,
            -188722,
            -168583,
            -674822,
            -447928,
            -937707
        ],
        [
            1.18037,
            1.492357,
            0.90426,
            0.974894,
            1.571174,
            0.61228
        ],
        [
            329,
            164,
            165,
            329,
            164,
            165
        ],
        [
            194,
            94,
            100,
            194,
            94,
            100
        ],
        [
            135,
            70,
            65,
            135,
            70,
            65
        ],
        [
            58.966565,
            57.317073,
            60.606061,
            58.966565,
            57.317073,
            60.606061
        ],
        [
            0.821392,
            1.11133,
            0.587769,
            0.678406,
            1.170023,
            0.397982
        ],
        [
            104635,
            104635,
            44360,
            214173,
            214173,
            141151
        ],
        [
            -88431,
            -50666,
            -88431,
            -421416,
            -222787,
            -421416
        ],
        [
            58,
            59,
            57,
            58,
            59,
            57
        ],
        [
            56,
            55,
            58,
            56,
            55,
            58
        ],
        [
            60,
            64,
            55,
            60,
            64,
            55
        ],
        [
            19205,
            9756,
            9449,
            19205,
            9756,
            9449
        ],
        [
            479.480751,
            0,
            501.814084,
            479.480751,
            0,
            501.814084
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -12891,
            373212,
            -577705,
            -577310,
            -10491,
            -577705
        ]
    ]
}
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": 1579888800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758871936875,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 42,
            "offset": 0,
            "std": 3.62454
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 162,
            "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)