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Trade: WAVES/USDT/480/BBM/HWMA/8020

Strategy
WAVES/USDT/480/BBM/HWMA/8020
Pair
WAVES_USDT
Interval
8h
Score
313650
Daily Profit
0.361101
Profit Factor
1.747029
Profitability
35.600000
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-03 09:24
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 713896.0194 600174.8536 113721.1657 1436156.2359 302030.2396 1134125.9963
Total P&L (%) 713.896 600.1749 113.7212 1436.1562 302.0302 1134.126
Avg Daily Profit (%) 0.3611 0.3036 0.0575 0.1383 0.0704 0.1272
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -171897 -85498 -152637 -927242 -934719 -373115
Profit Factor 1.747 2.1498 1.2622 1.255 1.0889 1.5072
Total Trades 250 125 125 250 125 125
Winning Trades 89 41 48 89 41 48
Losing Trades 161 84 77 161 84 77
Profitability (%) 35.6 32.8 38.4 35.6 32.8 38.4
Ratio Avg Win / Avg Loss 3.1604 4.4044 2.0248 2.2702 2.231 2.4178
Largest Winning Trade 227185 227185 75727 873855 873855 588911
Largest Losing Trade -40750 -40750 -36603 -357956 -357956 -195785
Avg Bars in Trades 23 21 25 23 21 25
Avg Bars in Winners 47 46 49 47 46 49
Avg Bars in Losers 9 8 10 9 8 10
Bars Traded 5795 2634 3161 5795 2634 3161
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 313650 229639 -119601 -11113 -227176 -24797
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549785600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759472656149,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 2.81217
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.60048,
            "nc": 0.1
        }
    }
}
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": [
        [
            713896.0193519585,
            600174.8536407812,
            113721.1657111773,
            1436156.2359165158,
            302030.2395950987,
            1134125.9963214172
        ],
        [
            713.896019,
            600.174854,
            113.721166,
            1436.156236,
            302.03024,
            1134.125996
        ],
        [
            0.361101,
            0.303579,
            0.057522,
            0.138278,
            0.070402,
            0.12719
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -171897,
            -85498,
            -152637,
            -927242,
            -934719,
            -373115
        ],
        [
            1.747029,
            2.149786,
            1.262237,
            1.254969,
            1.088918,
            1.507227
        ],
        [
            250,
            125,
            125,
            250,
            125,
            125
        ],
        [
            89,
            41,
            48,
            89,
            41,
            48
        ],
        [
            161,
            84,
            77,
            161,
            84,
            77
        ],
        [
            35.6,
            32.8,
            38.4,
            35.6,
            32.8,
            38.4
        ],
        [
            3.160356,
            4.40444,
            2.024838,
            2.270224,
            2.230953,
            2.417844
        ],
        [
            227185,
            227185,
            75727,
            873855,
            873855,
            588911
        ],
        [
            -40750,
            -40750,
            -36603,
            -357956,
            -357956,
            -195785
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            47,
            46,
            49,
            47,
            46,
            49
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            5795,
            2634,
            3161,
            5795,
            2634,
            3161
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313650,
            229639,
            -119601,
            -11113,
            -227176,
            -24797
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549785600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759472656149,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 2.81217
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.60048,
            "nc": 0.1
        }
    }
}

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)