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Trade: WAVES/USDT/240/BBM/BBL/6546

Strategy
WAVES/USDT/240/BBM/BBL/6546
Pair
WAVES_USDT
Interval
4h
Score
431442
Daily Profit
0.531044
Profit Factor
2.541466
Profitability
39.534884
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-25 15:58
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 1049342.7227 829002.2668 220340.4559 17994705.8087 13481002.8175 4513702.9913
Total P&L (%) 1049.3427 829.0023 220.3405 17994.7058 13481.0028 4513.703
Avg Daily Profit (%) 0.531 0.4195 0.1115 0.2634 0.2489 0.1941
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -72999 -134031 -81030 -20765460 -27194080 -10296986
Profit Factor 2.5415 3.6703 1.595 1.2243 1.3239 1.1169
Total Trades 129 65 64 129 65 64
Winning Trades 51 26 25 51 26 25
Losing Trades 78 39 39 78 39 39
Profitability (%) 39.5349 40 39.0625 39.5349 40 39.0625
Ratio Avg Win / Avg Loss 3.8869 5.5055 2.4883 1.8725 1.9859 1.7424
Largest Winning Trade 309568 309568 72357 22426096 22426096 10722087
Largest Losing Trade -47048 -39954 -47048 -9860071 -9860071 -6583533
Avg Bars in Trades 89 64 115 89 64 115
Avg Bars in Winners 167 112 224 167 112 224
Avg Bars in Losers 38 31 45 38 31 45
Bars Traded 11539 4161 7378 11539 4161 7378
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431442 -119113 -184842 201033 -126050 -226530

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549699200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805123441,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 133,
            "offset": 0,
            "std": 4.39982
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 1.07908
        }
    }
}
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": [
        [
            1049342.7226622703,
            829002.2667656881,
            220340.4558965826,
            17994705.808744587,
            13481002.817459166,
            4513702.991285414
        ],
        [
            1049.342723,
            829.002267,
            220.340456,
            17994.705809,
            13481.002817,
            4513.702991
        ],
        [
            0.531044,
            0.419536,
            0.111508,
            0.263413,
            0.248855,
            0.194096
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -72999,
            -134031,
            -81030,
            -20765460,
            -27194080,
            -10296986
        ],
        [
            2.541466,
            3.67033,
            1.595042,
            1.224302,
            1.32391,
            1.116918
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            39.534884,
            40,
            39.0625,
            39.534884,
            40,
            39.0625
        ],
        [
            3.886948,
            5.505495,
            2.488265,
            1.872462,
            1.985865,
            1.742392
        ],
        [
            309568,
            309568,
            72357,
            22426096,
            22426096,
            10722087
        ],
        [
            -47048,
            -39954,
            -47048,
            -9860071,
            -9860071,
            -6583533
        ],
        [
            89,
            64,
            115,
            89,
            64,
            115
        ],
        [
            167,
            112,
            224,
            167,
            112,
            224
        ],
        [
            38,
            31,
            45,
            38,
            31,
            45
        ],
        [
            11539,
            4161,
            7378,
            11539,
            4161,
            7378
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431442,
            -119113,
            -184842,
            201033,
            -126050,
            -226530
        ]
    ]
}
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": 1549699200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758805123441,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 133,
            "offset": 0,
            "std": 4.39982
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 18,
            "offset": 0,
            "std": 1.07908
        }
    }
}

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)