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Trade: WAVES/USDT/360/BBL/SSF/1671

Strategy
WAVES/USDT/360/BBL/SSF/1671
Pair
WAVES_USDT
Interval
6h
Score
508097
Daily Profit
0.270395
Profit Factor
2.371871
Profitability
50.000000
Streak
582.128932
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 00:05
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 484689.28 534503.6982 -49814.4182 -41521.3145 607176.0733 -648697.3878
Total P&L (%) 484.6893 534.5037 -49.8144 -41.5213 607.1761 -648.6974
Avg Daily Profit (%) 0.2452 0.2704 -0.0252 -0.0271 0.099 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -321457 -220146 -128123 -4926779 -2898936 -2054039
Profit Factor 1.8432 2.3719 0.731 0.9933 1.1505 0.6954
Total Trades 73 36 37 73 36 37
Winning Trades 39 18 21 39 18 21
Losing Trades 34 18 16 34 18 16
Profitability (%) 53.4247 50 56.7568 53.4247 50 56.7568
Ratio Avg Win / Avg Loss 1.6069 2.3719 0.5569 0.8659 1.1505 0.5298
Largest Winning Trade 243888 243888 26303 1479090 1479090 385338
Largest Losing Trade -78818 -78818 -34309 -1515579 -1515579 -927305
Avg Bars in Trades 101 192 12 101 192 12
Avg Bars in Winners 56 107 13 56 107 13
Avg Bars in Losers 152 277 12 152 277 12
Bars Traded 7394 6923 471 7394 6923 471
Profit Streak 0 582.1289 0 0 582.1289 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 -64050 508097 -579618 -656333 -114365 -579618

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548439200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758834339705,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 3.47233
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            484689.2800337527,
            534503.6982146873,
            -49814.4181809347,
            -41521.3144943097,
            607176.0733191851,
            -648697.3878134945
        ],
        [
            484.68928,
            534.503698,
            -49.814418,
            -41.521314,
            607.176073,
            -648.697388
        ],
        [
            0.245195,
            0.270395,
            -0.0252,
            -0.027137,
            0.099005,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -321457,
            -220146,
            -128123,
            -4926779,
            -2898936,
            -2054039
        ],
        [
            1.843246,
            2.371871,
            0.730985,
            0.993263,
            1.150535,
            0.695407
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            53.424658,
            50,
            56.756757,
            53.424658,
            50,
            56.756757
        ],
        [
            1.606932,
            2.371871,
            0.556941,
            0.865922,
            1.150535,
            0.529834
        ],
        [
            243888,
            243888,
            26303,
            1479090,
            1479090,
            385338
        ],
        [
            -78818,
            -78818,
            -34309,
            -1515579,
            -1515579,
            -927305
        ],
        [
            101,
            192,
            12,
            101,
            192,
            12
        ],
        [
            56,
            107,
            13,
            56,
            107,
            13
        ],
        [
            152,
            277,
            12,
            152,
            277,
            12
        ],
        [
            7394,
            6923,
            471,
            7394,
            6923,
            471
        ],
        [
            0,
            582.128932,
            0,
            0,
            582.128932,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -64050,
            508097,
            -579618,
            -656333,
            -114365,
            -579618
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548439200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758834339705,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 31,
            "offset": 0,
            "std": 3.47233
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 0,
            "poles": 3
        }
    }
}

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)