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Trade: WAVES/USDT/120/HLC3/BBU/2807

Strategy
WAVES/USDT/120/HLC3/BBU/2807
Pair
WAVES_USDT
Interval
2h
Score
437952
Daily Profit
0.224523
Profit Factor
1.284798
Profitability
71.743487
Streak
506.344235
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 09:15
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 363278.1035 415234.8907 -51956.7872 -20819.3157 2867663.0955 -2888482.4112
Total P&L (%) 363.2781 415.2349 -51.9568 -20.8193 2867.6631 -2888.4824
Avg Daily Profit (%) 0.2245 0.2566 -0.0321 -0.0144 0.2098 0
Buy And Hold Return (%) 21.954 21.954 21.954 21.954 21.954 21.954
Max Trade Drawdown -352910 -232286 -172302 -14963061 -9344784 -9558267
Profit Factor 1.2848 1.5002 0.8834 0.9995 1.1067 0.7808
Total Trades 499 249 250 499 249 250
Winning Trades 358 195 163 358 195 163
Losing Trades 141 54 87 141 54 87
Profitability (%) 71.7435 78.3133 65.2 71.7435 78.3133 65.2
Ratio Avg Win / Avg Loss 0.506 0.4155 0.4715 0.3937 0.3065 0.4167
Largest Winning Trade 71202 71202 10732 2009362 2009362 1118681
Largest Losing Trade -86442 -86442 -48715 -5288640 -4812731 -5288640
Avg Bars in Trades 37 71 4 37 71 4
Avg Bars in Winners 15 26 2 15 26 2
Avg Bars in Losers 93 231 7 93 231 7
Bars Traded 18820 17746 1074 18820 17746 1074
Profit Streak 506.3442 0 522.7609 506.3442 0 522.7609
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437952 437887 -577193 -574767 -92298 -577193
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579370400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759558541906,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 2.24338
        }
    }
}
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": [
        [
            363278.1034924283,
            415234.8907068269,
            -51956.7872143991,
            -20819.3157058816,
            2867663.095470951,
            -2888482.411176832
        ],
        [
            363.278103,
            415.234891,
            -51.956787,
            -20.819316,
            2867.663095,
            -2888.482411
        ],
        [
            0.224523,
            0.256635,
            -0.032112,
            -0.014427,
            0.20976,
            0
        ],
        [
            21.953984,
            21.953984,
            21.953984,
            21.953984,
            21.953984,
            21.953984
        ],
        [
            -352910,
            -232286,
            -172302,
            -14963061,
            -9344784,
            -9558267
        ],
        [
            1.284798,
            1.500239,
            0.883372,
            0.99948,
            1.106688,
            0.780794
        ],
        [
            499,
            249,
            250,
            499,
            249,
            250
        ],
        [
            358,
            195,
            163,
            358,
            195,
            163
        ],
        [
            141,
            54,
            87,
            141,
            54,
            87
        ],
        [
            71.743487,
            78.313253,
            65.2,
            71.743487,
            78.313253,
            65.2
        ],
        [
            0.506024,
            0.415451,
            0.471493,
            0.39365,
            0.306467,
            0.416743
        ],
        [
            71202,
            71202,
            10732,
            2009362,
            2009362,
            1118681
        ],
        [
            -86442,
            -86442,
            -48715,
            -5288640,
            -4812731,
            -5288640
        ],
        [
            37,
            71,
            4,
            37,
            71,
            4
        ],
        [
            15,
            26,
            2,
            15,
            26,
            2
        ],
        [
            93,
            231,
            7,
            93,
            231,
            7
        ],
        [
            18820,
            17746,
            1074,
            18820,
            17746,
            1074
        ],
        [
            506.344235,
            0,
            522.760902,
            506.344235,
            0,
            522.760902
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437952,
            437887,
            -577193,
            -574767,
            -92298,
            -577193
        ]
    ]
}
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": 1579370400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759558541906,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 2.24338
        }
    }
}

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)