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Trade: WAVES/USDT/120/EMA/BBM/2938

Strategy
WAVES/USDT/120/EMA/BBM/2938
Pair
WAVES_USDT
Interval
2h
Score
458447
Daily Profit
0.457745
Profit Factor
1.728794
Profitability
43.710692
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 16:27
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 740632.1143 613360.1674 127271.9468 5075444.0931 1727062.8007 3348381.2924
Total P&L (%) 740.6321 613.3602 127.2719 5075.4441 1727.0628 3348.3813
Avg Daily Profit (%) 0.4577 0.3791 0.0787 0.2442 0.1797 0.2191
Buy And Hold Return (%) 24.6813 24.6813 24.6813 24.6813 24.6813 24.6813
Max Trade Drawdown -100794 -90298 -127173 -2318008 -2325637 -1269805
Profit Factor 1.7288 2.1691 1.2589 1.3227 1.1915 1.499
Total Trades 318 159 159 318 159 159
Winning Trades 139 71 68 139 71 68
Losing Trades 179 88 91 179 88 91
Profitability (%) 43.7107 44.6541 42.7673 43.7107 44.6541 42.7673
Ratio Avg Win / Avg Loss 2.2263 2.6884 1.6847 1.7033 1.4768 2.006
Largest Winning Trade 166133 166133 62340 2109444 2109444 870464
Largest Losing Trade -27779 -27779 -22601 -1090563 -1090563 -616353
Avg Bars in Trades 59 59 60 59 59 60
Avg Bars in Winners 83 84 82 83 84 82
Avg Bars in Losers 41 38 44 41 38 44
Bars Traded 19017 9428 9589 19017 9428 9589
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 458447 428163 -90746 322784 -3836 290759
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579140000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758979654664,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 34,
            "offset": 0,
            "std": 1.57757
        }
    }
}
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": [
        [
            740632.1142584062,
            613360.1674489658,
            127271.9468094403,
            5075444.093087728,
            1727062.8007357921,
            3348381.2923519365
        ],
        [
            740.632114,
            613.360167,
            127.271947,
            5075.444093,
            1727.062801,
            3348.381292
        ],
        [
            0.457745,
            0.379085,
            0.07866,
            0.244211,
            0.179722,
            0.219058
        ],
        [
            24.681344,
            24.681344,
            24.681344,
            24.681344,
            24.681344,
            24.681344
        ],
        [
            -100794,
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            -2318008,
            -2325637,
            -1269805
        ],
        [
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            2.169064,
            1.258901,
            1.322672,
            1.19148,
            1.499021
        ],
        [
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            159,
            159,
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            159,
            159
        ],
        [
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        ],
        [
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        ],
        [
            43.710692,
            44.654088,
            42.767296,
            43.710692,
            44.654088,
            42.767296
        ],
        [
            2.226288,
            2.688418,
            1.684706,
            1.703297,
            1.476764,
            2.006043
        ],
        [
            166133,
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        ],
        [
            -27779,
            -27779,
            -22601,
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            -1090563,
            -616353
        ],
        [
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        ],
        [
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        ],
        [
            41,
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        ],
        [
            19017,
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            9589,
            19017,
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        ],
        [
            0,
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        ],
        [
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        [
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        ],
        [
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            322784,
            -3836,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579140000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758979654664,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 34,
            "offset": 0,
            "std": 1.57757
        }
    }
}

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)