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Trade: WAVES/USDT/120/HLC3/BBU/3433

Strategy
WAVES/USDT/120/HLC3/BBU/3433
Pair
WAVES_USDT
Interval
2h
Score
440402
Daily Profit
0.167230
Profit Factor
1.255554
Profitability
78.765880
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-10 02:33
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 80770.3969 270578.1255 -189807.7286 -97196.0177 437389.3051 -534585.3228
Total P&L (%) 80.7704 270.5781 -189.8077 -97.196 437.3893 -534.5853
Avg Daily Profit (%) 0.0499 0.1672 -0.1173 -0.2207 0.104 0
Buy And Hold Return (%) 24.6813 24.6813 24.6813 24.6813 24.6813 24.6813
Max Trade Drawdown -360736 -233045 -233137 -635116 -413218 -547684
Profit Factor 1.0396 1.2556 0.8064 0.9725 1.2646 0.7153
Total Trades 1103 551 552 1103 551 552
Winning Trades 829 434 395 829 434 395
Losing Trades 274 117 157 274 117 157
Profitability (%) 75.1587 78.7659 71.558 75.1587 78.7659 71.558
Ratio Avg Win / Avg Loss 0.3436 0.3385 0.3205 0.3214 0.3409 0.2843
Largest Winning Trade 15340 15340 14688 73894 66776 73894
Largest Losing Trade -74400 -74400 -63501 -352495 -352495 -242400
Avg Bars in Trades 17 27 7 17 27 7
Avg Bars in Winners 7 10 3 7 10 3
Avg Bars in Losers 46 88 15 46 88 15
Bars Traded 19098 15084 4014 19098 15084 4014
Profit Streak 500.315 0 511.3983 500.315 0 511.3983
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -297671 440402 -574023 -570706 -49215 -574023
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579140000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760052813876,
    "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": 58,
            "offset": 0,
            "std": 1.24401
        }
    }
}
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": [
        [
            80770.3968953543,
            270578.1255118864,
            -189807.7286165323,
            -97196.017656172,
            437389.3050967853,
            -534585.322752957
        ],
        [
            80.770397,
            270.578126,
            -189.807729,
            -97.196018,
            437.389305,
            -534.585323
        ],
        [
            0.04992,
            0.16723,
            -0.11731,
            -0.220654,
            0.103982,
            0
        ],
        [
            24.681344,
            24.681344,
            24.681344,
            24.681344,
            24.681344,
            24.681344
        ],
        [
            -360736,
            -233045,
            -233137,
            -635116,
            -413218,
            -547684
        ],
        [
            1.039606,
            1.255554,
            0.806425,
            0.972468,
            1.264641,
            0.715265
        ],
        [
            1103,
            551,
            552,
            1103,
            551,
            552
        ],
        [
            829,
            434,
            395,
            829,
            434,
            395
        ],
        [
            274,
            117,
            157,
            274,
            117,
            157
        ],
        [
            75.158658,
            78.76588,
            71.557971,
            75.158658,
            78.76588,
            71.557971
        ],
        [
            0.343609,
            0.338479,
            0.320529,
            0.321419,
            0.340929,
            0.284295
        ],
        [
            15340,
            15340,
            14688,
            73894,
            66776,
            73894
        ],
        [
            -74400,
            -74400,
            -63501,
            -352495,
            -352495,
            -242400
        ],
        [
            17,
            27,
            7,
            17,
            27,
            7
        ],
        [
            7,
            10,
            3,
            7,
            10,
            3
        ],
        [
            46,
            88,
            15,
            46,
            88,
            15
        ],
        [
            19098,
            15084,
            4014,
            19098,
            15084,
            4014
        ],
        [
            500.314975,
            0,
            511.398308,
            500.314975,
            0,
            511.398309
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -297671,
            440402,
            -574023,
            -570706,
            -49215,
            -574023
        ]
    ]
}
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": 1579140000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760052813876,
    "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": 58,
            "offset": 0,
            "std": 1.24401
        }
    }
}

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)