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Trade: WAVES/USDT/720/BBM/OHLC4/6543

Strategy
WAVES/USDT/720/BBM/OHLC4/6543
Pair
WAVES_USDT
Interval
12h
Score
470086
Daily Profit
0.240340
Profit Factor
1.912470
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 10:52
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 475271.5251 338363.2578 136908.2673 1441374.6081 95639.1607 1345735.4474
Total P&L (%) 475.2715 338.3633 136.9083 1441.3746 95.6392 1345.7354
Avg Daily Profit (%) 0.2403 0.1711 0.0692 0.1384 0.0339 0.1352
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -79380 -65714 -123760 -687301 -777926 -212435
Profit Factor 1.9125 2.2436 1.5503 1.5913 1.0562 2.8277
Total Trades 153 77 76 153 77 76
Winning Trades 81 43 38 81 43 38
Losing Trades 72 34 38 72 34 38
Profitability (%) 52.9412 55.8442 50 52.9412 55.8442 50
Ratio Avg Win / Avg Loss 1.7 1.774 1.5503 1.4145 0.8351 2.8277
Largest Winning Trade 114901 114901 73779 435462 330863 435462
Largest Losing Trade -37957 -37957 -23683 -687301 -687301 -197931
Avg Bars in Trades 25 21 28 25 21 28
Avg Bars in Winners 35 30 41 35 30 41
Avg Bars in Losers 13 11 15 13 11 15
Bars Traded 3826 1667 2159 3826 1667 2159
Profit Streak 0 0 580.8281 0 0 580.8281
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 470086 -29000 -145600 -4511 -348551 -54593

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": 1551960000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873149633,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 98,
            "offset": 188,
            "std": 2.59979
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 11
        }
    }
}
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": [
        [
            475271.5251279786,
            338363.2578269565,
            136908.267301022,
            1441374.6081389314,
            95639.1607247877,
            1345735.4474141432
        ],
        [
            475.271525,
            338.363258,
            136.908267,
            1441.374608,
            95.639161,
            1345.735447
        ],
        [
            0.24034,
            0.171107,
            0.069233,
            0.138415,
            0.033943,
            0.135171
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -79380,
            -65714,
            -123760,
            -687301,
            -777926,
            -212435
        ],
        [
            1.91247,
            2.243569,
            1.550337,
            1.591312,
            1.056215,
            2.827721
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            72,
            34,
            38,
            72,
            34,
            38
        ],
        [
            52.941176,
            55.844156,
            50,
            52.941176,
            55.844156,
            50
        ],
        [
            1.699974,
            1.773985,
            1.550337,
            1.414499,
            0.835147,
            2.827721
        ],
        [
            114901,
            114901,
            73779,
            435462,
            330863,
            435462
        ],
        [
            -37957,
            -37957,
            -23683,
            -687301,
            -687301,
            -197931
        ],
        [
            25,
            21,
            28,
            25,
            21,
            28
        ],
        [
            35,
            30,
            41,
            35,
            30,
            41
        ],
        [
            13,
            11,
            15,
            13,
            11,
            15
        ],
        [
            3826,
            1667,
            2159,
            3826,
            1667,
            2159
        ],
        [
            0,
            0,
            580.828121,
            0,
            0,
            580.828121
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            470086,
            -29000,
            -145600,
            -4511,
            -348551,
            -54593
        ]
    ]
}
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": 1551960000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758873149633,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 98,
            "offset": 188,
            "std": 2.59979
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 11
        }
    }
}

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)