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Trade: WAVES/USDT/240/BBL/T3/9786

Strategy
WAVES/USDT/240/BBL/T3/9786
Pair
WAVES_USDT
Interval
4h
Score
608835
Daily Profit
0.338284
Profit Factor
2.873888
Profitability
60.000000
Streak
705.515882
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 15:22
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 662750.9693 668449.7173 -5698.748 122168.4749 869136.423 -746967.9481
Total P&L (%) 662.751 668.4497 -5.6987 122.1685 869.1364 -746.9679
Avg Daily Profit (%) 0.3354 0.3383 -0.0029 0.0404 0.115 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187798 -196064 -52411 -4290030 -3817730 -1475095
Profit Factor 2.4567 2.8739 0.942 1.0113 1.0996 0.6435
Total Trades 61 30 31 61 30 31
Winning Trades 36 18 18 36 18 18
Losing Trades 25 12 13 25 12 13
Profitability (%) 59.0164 60 58.0645 59.0164 60 58.0645
Ratio Avg Win / Avg Loss 1.706 1.9159 0.6803 0.7023 0.7331 0.4648
Largest Winning Trade 298243 298243 12345 1609788 1609788 405655
Largest Losing Trade -79704 -79704 -34747 -2942231 -2942231 -1074902
Avg Bars in Trades 156 310 8 156 310 8
Avg Bars in Winners 110 212 9 110 212 9
Avg Bars in Losers 223 456 7 223 456 7
Bars Traded 9569 9301 268 9569 9301 268
Profit Streak 0 705.5159 0 0 705.5159 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150954 608835 -579494 -513535 -149444 -579494
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548518400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494172204,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 2.60561
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 51,
            "offset": 0,
            "a": 0.55805
        }
    }
}
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": [
        [
            662750.9693347187,
            668449.7172939768,
            -5698.7479592582,
            122168.4749147764,
            869136.4229985306,
            -746967.9480837538
        ],
        [
            662.750969,
            668.449717,
            -5.698748,
            122.168475,
            869.136423,
            -746.967948
        ],
        [
            0.3354,
            0.338284,
            -0.002884,
            0.040406,
            0.115007,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187798,
            -196064,
            -52411,
            -4290030,
            -3817730,
            -1475095
        ],
        [
            2.456687,
            2.873888,
            0.941999,
            1.011292,
            1.099628,
            0.643502
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            59.016393,
            60,
            58.064516,
            59.016393,
            60,
            58.064516
        ],
        [
            1.706033,
            1.915925,
            0.680333,
            0.702286,
            0.733085,
            0.464751
        ],
        [
            298243,
            298243,
            12345,
            1609788,
            1609788,
            405655
        ],
        [
            -79704,
            -79704,
            -34747,
            -2942231,
            -2942231,
            -1074902
        ],
        [
            156,
            310,
            8,
            156,
            310,
            8
        ],
        [
            110,
            212,
            9,
            110,
            212,
            9
        ],
        [
            223,
            456,
            7,
            223,
            456,
            7
        ],
        [
            9569,
            9301,
            268,
            9569,
            9301,
            268
        ],
        [
            0,
            705.515882,
            0,
            0,
            705.515882,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150954,
            608835,
            -579494,
            -513535,
            -149444,
            -579494
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548518400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494172204,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 163,
            "offset": 0,
            "std": 2.60561
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 51,
            "offset": 0,
            "a": 0.55805
        }
    }
}

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)