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Trade: WAVES/USDT/240/BBM/HILO/6364

Strategy
WAVES/USDT/240/BBM/HILO/6364
Pair
WAVES_USDT
Interval
4h
Score
464803
Daily Profit
0.323492
Profit Factor
1.452625
Profitability
48.067633
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-06 12:01
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 639220.3602 525807.9977 113412.3625 958184.8642 1266791.438 -308606.5738
Total P&L (%) 639.2204 525.808 113.4124 958.1849 1266.7914 -308.6066
Avg Daily Profit (%) 0.3235 0.2661 0.0574 0.1195 0.1324 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113839 -104614 -154475 -1947775 -1202256 -946277
Profit Factor 1.4526 1.7608 1.1573 1.1253 1.3299 0.9189
Total Trades 414 207 207 414 207 207
Winning Trades 199 87 112 199 87 112
Losing Trades 215 120 95 215 120 95
Profitability (%) 48.0676 42.029 54.1063 48.0676 42.029 54.1063
Ratio Avg Win / Avg Loss 1.5694 2.4287 0.9816 1.2158 1.8343 0.7794
Largest Winning Trade 133871 133871 62340 814699 814699 294548
Largest Losing Trade -47876 -34902 -47876 -543678 -421415 -543678
Avg Bars in Trades 28 23 32 28 23 32
Avg Bars in Winners 34 34 35 34 34 35
Avg Bars in Losers 21 16 28 21 16 28
Bars Traded 11653 4963 6690 11653 4963 6690
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 464803 347303 -164419 -114091 -16735 -579717
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759741265066,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 177,
            "offset": 83,
            "std": 3.08196
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            639220.3602008354,
            525807.9976793203,
            113412.362521515,
            958184.864223809,
            1266791.4380021184,
            -308606.5737783102
        ],
        [
            639.22036,
            525.807998,
            113.412363,
            958.184864,
            1266.791438,
            -308.606574
        ],
        [
            0.323492,
            0.266097,
            0.057395,
            0.119461,
            0.132428,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113839,
            -104614,
            -154475,
            -1947775,
            -1202256,
            -946277
        ],
        [
            1.452625,
            1.760818,
            1.157267,
            1.125322,
            1.32985,
            0.918901
        ],
        [
            414,
            207,
            207,
            414,
            207,
            207
        ],
        [
            199,
            87,
            112,
            199,
            87,
            112
        ],
        [
            215,
            120,
            95,
            215,
            120,
            95
        ],
        [
            48.067633,
            42.028986,
            54.10628,
            48.067633,
            42.028986,
            54.10628
        ],
        [
            1.569418,
            2.428714,
            0.981611,
            1.2158,
            1.834275,
            0.779425
        ],
        [
            133871,
            133871,
            62340,
            814699,
            814699,
            294548
        ],
        [
            -47876,
            -34902,
            -47876,
            -543678,
            -421415,
            -543678
        ],
        [
            28,
            23,
            32,
            28,
            23,
            32
        ],
        [
            34,
            34,
            35,
            34,
            34,
            35
        ],
        [
            21,
            16,
            28,
            21,
            16,
            28
        ],
        [
            11653,
            4963,
            6690,
            11653,
            4963,
            6690
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464803,
            347303,
            -164419,
            -114091,
            -16735,
            -579717
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548633600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759741265066,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 177,
            "offset": 83,
            "std": 3.08196
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)