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Trade: WAVES/USDT/720/BBL/MIDPRICE/5187

Strategy
WAVES/USDT/720/BBL/MIDPRICE/5187
Pair
WAVES_USDT
Interval
12h
Score
413929
Daily Profit
0.204859
Profit Factor
2.034076
Profitability
48.484848
Streak
583.034708
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 15:49
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 259310.879 405109.3549 -145798.4759 -93804.284 340319.67 -434123.9541
Total P&L (%) 259.3109 405.1094 -145.7985 -93.8043 340.3197 -434.124
Avg Daily Profit (%) 0.1311 0.2049 -0.0737 -0.1405 0.075 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -324283 -212667 -156826 -1042042 -480434 -675844
Profit Factor 1.3907 2.0341 0.464 0.9431 1.3761 0.4163
Total Trades 67 33 34 67 33 34
Winning Trades 33 16 17 33 16 17
Losing Trades 34 17 17 34 17 17
Profitability (%) 49.2537 48.4848 50 49.2537 48.4848 50
Ratio Avg Win / Avg Loss 1.4328 2.1612 0.464 0.9717 1.4621 0.4163
Largest Winning Trade 168427 168427 30684 570109 570109 138357
Largest Losing Trade -85882 -85882 -68045 -480434 -480434 -306943
Avg Bars in Trades 54 101 8 54 101 8
Avg Bars in Winners 36 69 5 36 69 5
Avg Bars in Losers 71 132 10 71 132 10
Bars Traded 3635 3361 274 3635 3361 274
Profit Streak 0 583.0347 0 0 583.0347 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -138617 413929 -580517 -702068 -92304 -580517

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": 1549627200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758890998736,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 1.61588
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "offset": 0
        }
    }
}
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": [
        [
            259310.8789502764,
            405109.3548500173,
            -145798.475899741,
            -93804.2840425484,
            340319.6700451048,
            -434123.9540876531
        ],
        [
            259.310879,
            405.109355,
            -145.798476,
            -93.804284,
            340.31967,
            -434.123954
        ],
        [
            0.131131,
            0.204859,
            -0.073729,
            -0.140549,
            0.074988,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -324283,
            -212667,
            -156826,
            -1042042,
            -480434,
            -675844
        ],
        [
            1.39067,
            2.034076,
            0.463974,
            0.943105,
            1.376063,
            0.416332
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            49.253731,
            48.484848,
            50,
            49.253731,
            48.484848,
            50
        ],
        [
            1.432812,
            2.161206,
            0.463974,
            0.971684,
            1.462067,
            0.416332
        ],
        [
            168427,
            168427,
            30684,
            570109,
            570109,
            138357
        ],
        [
            -85882,
            -85882,
            -68045,
            -480434,
            -480434,
            -306943
        ],
        [
            54,
            101,
            8,
            54,
            101,
            8
        ],
        [
            36,
            69,
            5,
            36,
            69,
            5
        ],
        [
            71,
            132,
            10,
            71,
            132,
            10
        ],
        [
            3635,
            3361,
            274,
            3635,
            3361,
            274
        ],
        [
            0,
            583.034708,
            0,
            0,
            583.034708,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -138617,
            413929,
            -580517,
            -702068,
            -92304,
            -580517
        ]
    ]
}
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": 1549627200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758890998736,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 19,
            "offset": 0,
            "std": 1.61588
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "offset": 0
        }
    }
}

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)