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Trade: WAVES/USDT/360/OHLC4/BBL/3729

Strategy
WAVES/USDT/360/OHLC4/BBL/3729
Pair
WAVES_USDT
Interval
6h
Score
609413
Daily Profit
0.237502
Profit Factor
3.510718
Profitability
58.064516
Streak
540.782316
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 21:46
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 -2534023.323 -31408.0751 -2502615.2479 -7778108.912 10777298.1705 -18555407.0825
Total P&L (%) -2534.0233 -31.4081 -2502.6152 -7778.1089 10777.2982 -18555.4071
Avg Daily Profit (%) -1.2819 -0.0159 -1.266 0 0.2375 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -2758540 -66143 -2766951 -34552822 -1469339 -39523213
Profit Factor 0.1556 0.6759 0.1382 0.8548 3.5107 0.6233
Total Trades 61 31 30 61 31 30
Winning Trades 43 20 23 34 18 16
Losing Trades 18 11 7 27 13 14
Profitability (%) 70.4918 64.5161 76.6667 55.7377 58.0645 53.3333
Ratio Avg Win / Avg Loss 0.0651 0.3718 0.0421 0.6788 2.5355 0.5454
Largest Winning Trade 54943 9102 54943 12941152 4723391 12941152
Largest Losing Trade -2752073 -29273 -2752073 -8970358 -854391 -8970358
Avg Bars in Trades 122 5 243 122 5 243
Avg Bars in Winners 64 2 117 64 6 130
Avg Bars in Losers 262 11 658 195 4 373
Bars Traded 7485 169 7316 7485 169 7316
Profit Streak 0 0 541.0323 490.7823 540.7823 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -744121 -578658 -576784 -745449 609413 -580393
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": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759776392139,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 2.59901
        }
    }
}
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": [
        [
            -2534023.3229948347,
            -31408.0751078343,
            -2502615.2478869995,
            -7778108.912002657,
            10777298.170536334,
            -18555407.082538977
        ],
        [
            -2534.023323,
            -31.408075,
            -2502.615248,
            -7778.108912,
            10777.298171,
            -18555.407083
        ],
        [
            -1.281914,
            -0.015889,
            -1.266025,
            0,
            0.237502,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -2758540,
            -66143,
            -2766951,
            -34552822,
            -1469339,
            -39523213
        ],
        [
            0.155566,
            0.675922,
            0.1382,
            0.85475,
            3.510718,
            0.623297
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            43,
            20,
            23,
            34,
            18,
            16
        ],
        [
            18,
            11,
            7,
            27,
            13,
            14
        ],
        [
            70.491803,
            64.516129,
            76.666667,
            55.737705,
            58.064516,
            53.333333
        ],
        [
            0.065121,
            0.371757,
            0.042061,
            0.678772,
            2.535518,
            0.545385
        ],
        [
            54943,
            9102,
            54943,
            12941152,
            4723391,
            12941152
        ],
        [
            -2752073,
            -29273,
            -2752073,
            -8970358,
            -854391,
            -8970358
        ],
        [
            122,
            5,
            243,
            122,
            5,
            243
        ],
        [
            64,
            2,
            117,
            64,
            6,
            130
        ],
        [
            262,
            11,
            658,
            195,
            4,
            373
        ],
        [
            7485,
            169,
            7316,
            7485,
            169,
            7316
        ],
        [
            0,
            0,
            541.032316,
            490.782316,
            540.782316,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -744121,
            -578658,
            -576784,
            -745449,
            609413,
            -580393
        ]
    ]
}
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": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759776392139,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 2.59901
        }
    }
}

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)