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Trade: WAVES/USDT/120/MIDPOINT/BBU/8582

Strategy
WAVES/USDT/120/MIDPOINT/BBU/8582
Pair
WAVES_USDT
Interval
2h
Score
340817
Daily Profit
0.206503
Profit Factor
1.633987
Profitability
44.897959
Streak
479.814340
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 06:32
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 277311.7149 334121.8939 -56810.179 -71500.1538 1235.6361 -72735.79
Total P&L (%) 277.3117 334.1219 -56.8102 -71.5002 1.2356 -72.7358
Avg Daily Profit (%) 0.1714 0.2065 -0.0351 -0.0776 0.0008 -0.0803
Buy And Hold Return (%) 25.0872 25.0872 25.0872 25.0872 25.0872 25.0872
Max Trade Drawdown -245926 -218075 -76848 -712295 -719709 -112652
Profit Factor 1.3889 1.634 0.6947 0.9528 1.001 0.736
Total Trades 99 49 50 99 49 50
Winning Trades 44 22 22 44 22 22
Losing Trades 55 27 28 55 27 28
Profitability (%) 44.4444 44.898 44 44.4444 44.898 44
Ratio Avg Win / Avg Loss 1.7361 2.0053 0.8841 1.191 1.2285 0.9367
Largest Winning Trade 218334 218334 18266 289478 289478 36816
Largest Losing Trade -66685 -66685 -51975 -471103 -471103 -104980
Avg Bars in Trades 189 353 28 189 353 28
Avg Bars in Winners 248 459 37 248 459 37
Avg Bars in Losers 142 267 21 142 267 21
Bars Traded 18759 17337 1422 18759 17337 1422
Profit Streak 0 479.8143 0 0 479.8143 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 259845 340817 -762888 -581008 -578306 -762888
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579708800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759462358961,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 89,
            "offset": 0,
            "std": 2.04584
        }
    }
}
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": [
        [
            277311.7148989161,
            334121.8939170717,
            -56810.1790181558,
            -71500.1538387054,
            1235.6361284051,
            -72735.7899671107
        ],
        [
            277.311715,
            334.121894,
            -56.810179,
            -71.500154,
            1.235636,
            -72.73579
        ],
        [
            0.171392,
            0.206503,
            -0.035111,
            -0.077552,
            0.000759,
            -0.080289
        ],
        [
            25.087189,
            25.087189,
            25.087189,
            25.087189,
            25.087189,
            25.087189
        ],
        [
            -245926,
            -218075,
            -76848,
            -712295,
            -719709,
            -112652
        ],
        [
            1.388897,
            1.633987,
            0.69466,
            0.952799,
            1.000997,
            0.735996
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            44.444444,
            44.897959,
            44,
            44.444444,
            44.897959,
            44
        ],
        [
            1.736121,
            2.005348,
            0.884112,
            1.190998,
            1.228496,
            0.936722
        ],
        [
            218334,
            218334,
            18266,
            289478,
            289478,
            36816
        ],
        [
            -66685,
            -66685,
            -51975,
            -471103,
            -471103,
            -104980
        ],
        [
            189,
            353,
            28,
            189,
            353,
            28
        ],
        [
            248,
            459,
            37,
            248,
            459,
            37
        ],
        [
            142,
            267,
            21,
            142,
            267,
            21
        ],
        [
            18759,
            17337,
            1422,
            18759,
            17337,
            1422
        ],
        [
            0,
            479.81434,
            0,
            0,
            479.81434,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            259845,
            340817,
            -762888,
            -581008,
            -578306,
            -762888
        ]
    ]
}
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": 1579708800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759462358961,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 89,
            "offset": 0,
            "std": 2.04584
        }
    }
}

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)