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Trade: WAVES/USDT/120/T3/BBM/9789

Strategy
WAVES/USDT/120/T3/BBM/9789
Pair
WAVES_USDT
Interval
2h
Score
348098
Daily Profit
0.351509
Profit Factor
2.950130
Profitability
36.170213
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 15:49
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 608637.9821 568740.8487 39897.1334 601791.7505 687071.6579 -85279.9074
Total P&L (%) 608.638 568.7408 39.8971 601.7918 687.0717 -85.2799
Avg Daily Profit (%) 0.3762 0.3515 0.0247 0.1205 0.1276 -0.1183
Buy And Hold Return (%) 23.4228 23.4228 23.4228 23.4228 23.4228 23.4228
Max Trade Drawdown -133788 -100771 -122494 -703551 -464566 -647235
Profit Factor 2.0401 2.9501 1.1359 1.2802 1.6374 0.9203
Total Trades 93 47 46 93 47 46
Winning Trades 35 17 18 35 17 18
Losing Trades 58 30 28 58 30 28
Profitability (%) 37.6344 36.1702 39.1304 37.6344 36.1702 39.1304
Ratio Avg Win / Avg Loss 3.3808 5.2061 1.767 2.1215 2.8895 1.4316
Largest Winning Trade 202904 202904 71029 391161 391161 273114
Largest Losing Trade -71634 -31721 -71634 -320466 -208610 -320466
Avg Bars in Trades 204 199 209 204 199 209
Avg Bars in Winners 414 408 419 414 408 419
Avg Bars in Losers 77 80 74 77 80 74
Bars Traded 19009 9362 9647 19009 9362 9647
Profit Streak 0 0 665.9512 0 0 665.9512
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 318971 348098 -241882 -35213 -24460 -582307
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580076000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759063782037,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 188,
            "offset": 0,
            "a": 0.38445
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 21,
            "offset": 0,
            "std": 1.74781
        }
    }
}
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": [
        [
            608637.9820975644,
            568740.8486517554,
            39897.1334458092,
            601791.7505291955,
            687071.6579356767,
            -85279.9074064811
        ],
        [
            608.637982,
            568.740849,
            39.897133,
            601.791751,
            687.071658,
            -85.279907
        ],
        [
            0.376167,
            0.351509,
            0.024658,
            0.120497,
            0.127594,
            -0.118345
        ],
        [
            23.422803,
            23.422803,
            23.422803,
            23.422803,
            23.422803,
            23.422803
        ],
        [
            -133788,
            -100771,
            -122494,
            -703551,
            -464566,
            -647235
        ],
        [
            2.04014,
            2.95013,
            1.135932,
            1.2802,
            1.63741,
            0.920285
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            37.634409,
            36.170213,
            39.130435,
            37.634409,
            36.170213,
            39.130435
        ],
        [
            3.380804,
            5.206112,
            1.767006,
            2.121475,
            2.889548,
            1.431554
        ],
        [
            202904,
            202904,
            71029,
            391161,
            391161,
            273114
        ],
        [
            -71634,
            -31721,
            -71634,
            -320466,
            -208610,
            -320466
        ],
        [
            204,
            199,
            209,
            204,
            199,
            209
        ],
        [
            414,
            408,
            419,
            414,
            408,
            419
        ],
        [
            77,
            80,
            74,
            77,
            80,
            74
        ],
        [
            19009,
            9362,
            9647,
            19009,
            9362,
            9647
        ],
        [
            0,
            0,
            665.951181,
            0,
            0,
            665.951181
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318971,
            348098,
            -241882,
            -35213,
            -24460,
            -582307
        ]
    ]
}
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": 1580076000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759063782037,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 188,
            "offset": 0,
            "a": 0.38445
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 21,
            "offset": 0,
            "std": 1.74781
        }
    }
}

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)