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Trade: WAVES/USDT/360/EMA/BBU/8070

Strategy
WAVES/USDT/360/EMA/BBU/8070
Pair
WAVES_USDT
Interval
6h
Score
520377
Daily Profit
0.930962
Profit Factor
5.354955
Profitability
32.352941
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 12:35
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 1829559.6018 1840279.9185 -10720.3167 -60899.9725 666253.1393 -727153.1117
Total P&L (%) 1829.5596 1840.2799 -10.7203 -60.9 666.2531 -727.1531
Avg Daily Profit (%) 0.9255 0.931 -0.0054 -0.0475 0.1031 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -351994 -229130 -140484 -3927561 -2020113 -2499430
Profit Factor 3.5415 5.355 0.9639 0.9916 1.2001 0.8143
Total Trades 68 34 34 68 34 34
Winning Trades 27 11 16 27 11 16
Losing Trades 41 23 18 41 23 18
Profitability (%) 39.7059 32.3529 47.0588 39.7059 32.3529 47.0588
Ratio Avg Win / Avg Loss 5.3778 11.1967 1.0844 1.5058 2.5093 0.9161
Largest Winning Trade 1959791 1959791 44762 1918492 1918492 1226553
Largest Losing Trade -64152 -52813 -64152 -2312885 -676420 -2312885
Avg Bars in Trades 109 169 50 109 169 50
Avg Bars in Winners 185 368 59 185 368 59
Avg Bars in Losers 60 73 42 60 73 42
Bars Traded 7464 5746 1718 7464 5746 1718
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 -97780 520377 -580272 -695781 -61261 -581939
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": 1552068000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758965753290,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 45,
            "offset": 0,
            "std": 2.90937
        }
    }
}
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": [
        [
            1829559.6018165906,
            1840279.9184701822,
            -10720.3166535913,
            -60899.972472384,
            666253.1392709352,
            -727153.1117433192
        ],
        [
            1829.559602,
            1840.279918,
            -10.720317,
            -60.899972,
            666.253139,
            -727.153112
        ],
        [
            0.925539,
            0.930962,
            -0.005423,
            -0.047493,
            0.103068,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -351994,
            -229130,
            -140484,
            -3927561,
            -2020113,
            -2499430
        ],
        [
            3.541493,
            5.354955,
            0.963942,
            0.991595,
            1.200084,
            0.814294
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            41,
            23,
            18,
            41,
            23,
            18
        ],
        [
            39.705882,
            32.352941,
            47.058824,
            39.705882,
            32.352941,
            47.058824
        ],
        [
            5.377823,
            11.196724,
            1.084434,
            1.505755,
            2.509266,
            0.916081
        ],
        [
            1959791,
            1959791,
            44762,
            1918492,
            1918492,
            1226553
        ],
        [
            -64152,
            -52813,
            -64152,
            -2312885,
            -676420,
            -2312885
        ],
        [
            109,
            169,
            50,
            109,
            169,
            50
        ],
        [
            185,
            368,
            59,
            185,
            368,
            59
        ],
        [
            60,
            73,
            42,
            60,
            73,
            42
        ],
        [
            7464,
            5746,
            1718,
            7464,
            5746,
            1718
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97780,
            520377,
            -580272,
            -695781,
            -61261,
            -581939
        ]
    ]
}
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": 1552068000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758965753290,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 199,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 45,
            "offset": 0,
            "std": 2.90937
        }
    }
}

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)