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Trade: WAVES/USDT/720/BBL/BBL/9795

Strategy
WAVES/USDT/720/BBL/BBL/9795
Pair
WAVES_USDT
Interval
12h
Score
548510
Daily Profit
0.284680
Profit Factor
2.778915
Profitability
54.838710
Streak
505.086782
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 05:04
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 595559.8781 562953.8021 32606.076 201661.3206 560357.5688 -358696.2482
Total P&L (%) 595.5599 562.9538 32.6061 201.6613 560.3576 -358.6962
Avg Daily Profit (%) 0.3012 0.2847 0.0165 0.0559 0.0955 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -108487 -132721 -108389 -1056686 -624626 -734374
Profit Factor 2.0126 2.7789 1.12 1.08 1.4043 0.684
Total Trades 63 31 32 63 31 32
Winning Trades 35 17 18 35 17 18
Losing Trades 28 14 14 28 14 14
Profitability (%) 55.5556 54.8387 56.25 55.5556 54.8387 56.25
Ratio Avg Win / Avg Loss 1.6101 2.2885 0.8711 0.864 1.1565 0.532
Largest Winning Trade 281575 281575 60072 892223 892223 187363
Largest Losing Trade -63990 -63990 -60737 -734374 -511025 -734374
Avg Bars in Trades 55 86 26 55 86 26
Avg Bars in Winners 50 74 28 50 74 28
Avg Bars in Losers 62 101 24 62 101 24
Bars Traded 3518 2676 842 3518 2676 842
Profit Streak 487.0868 505.0868 487.0868 487.0868 505.0868 487.0868
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136592 548510 -262229 -401870 -63163 -579138

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552089600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758852297947,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 57,
            "offset": 0,
            "std": 3.51962
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 1.90826
        }
    }
}
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": [
        [
            595559.8780670809,
            562953.802077051,
            32606.07599003,
            201661.3206116442,
            560357.5687825708,
            -358696.2481709269
        ],
        [
            595.559878,
            562.953802,
            32.606076,
            201.661321,
            560.357569,
            -358.696248
        ],
        [
            0.301168,
            0.28468,
            0.016489,
            0.05585,
            0.0955,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -108487,
            -132721,
            -108389,
            -1056686,
            -624626,
            -734374
        ],
        [
            2.012643,
            2.778915,
            1.120023,
            1.079984,
            1.404277,
            0.684023
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            55.555556,
            54.83871,
            56.25,
            55.555556,
            54.83871,
            56.25
        ],
        [
            1.610115,
            2.288518,
            0.871129,
            0.863987,
            1.156463,
            0.532018
        ],
        [
            281575,
            281575,
            60072,
            892223,
            892223,
            187363
        ],
        [
            -63990,
            -63990,
            -60737,
            -734374,
            -511025,
            -734374
        ],
        [
            55,
            86,
            26,
            55,
            86,
            26
        ],
        [
            50,
            74,
            28,
            50,
            74,
            28
        ],
        [
            62,
            101,
            24,
            62,
            101,
            24
        ],
        [
            3518,
            2676,
            842,
            3518,
            2676,
            842
        ],
        [
            487.086782,
            505.086782,
            487.086782,
            487.086782,
            505.086782,
            487.086782
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136592,
            548510,
            -262229,
            -401870,
            -63163,
            -579138
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1552089600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758852297947,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 57,
            "offset": 0,
            "std": 3.51962
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 101,
            "offset": 0,
            "std": 1.90826
        }
    }
}

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)