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Trade: WAVES/USDT/360/BBM/SSF/7082

Strategy
WAVES/USDT/360/BBM/SSF/7082
Pair
WAVES_USDT
Interval
6h
Score
473145
Daily Profit
0.394956
Profit Factor
2.198326
Profitability
47.321429
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 11:26
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 780729.7358 612101.4614 168628.2744 3575622.3226 2632346.0344 943276.2882
Total P&L (%) 780.7297 612.1015 168.6283 3575.6223 2632.346 943.2763
Avg Daily Profit (%) 0.395 0.3097 0.0853 0.1825 0.1675 0.1187
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145471 -130211 -93919 -3795833 -3100393 -1845662
Profit Factor 2.1983 2.7574 1.5561 1.2966 1.3948 1.1751
Total Trades 112 56 56 112 56 56
Winning Trades 53 25 28 53 25 28
Losing Trades 59 31 28 59 31 28
Profitability (%) 47.3214 44.6429 50 47.3214 44.6429 50
Ratio Avg Win / Avg Loss 2.4472 3.4192 1.5561 1.4434 1.7296 1.1751
Largest Winning Trade 209564 209564 70783 1931324 1931324 1917784
Largest Losing Trade -65928 -34022 -65928 -1574259 -1574259 -1288936
Avg Bars in Trades 69 64 73 69 64 73
Avg Bars in Winners 110 106 114 110 106 114
Avg Bars in Losers 32 31 32 32 31 32
Bars Traded 7758 3627 4131 7758 3627 4131
Profit Streak 0 0 557.8519 0 0 557.8519
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 473145 -167901 -255776 259457 -172604 -241566
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549281600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759652806873,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 3.49692
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            780729.735830311,
            612101.4613990614,
            168628.2744312498,
            3575622.3225646242,
            2632346.0343975574,
            943276.288167068
        ],
        [
            780.729736,
            612.101461,
            168.628274,
            3575.622323,
            2632.346034,
            943.276288
        ],
        [
            0.394956,
            0.30965,
            0.085306,
            0.182501,
            0.167473,
            0.118697
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145471,
            -130211,
            -93919,
            -3795833,
            -3100393,
            -1845662
        ],
        [
            2.198326,
            2.757422,
            1.556122,
            1.296596,
            1.394831,
            1.175054
        ],
        [
            112,
            56,
            56,
            112,
            56,
            56
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            47.321429,
            44.642857,
            50,
            47.321429,
            44.642857,
            50
        ],
        [
            2.447194,
            3.419204,
            1.556122,
            1.443381,
            1.72959,
            1.175054
        ],
        [
            209564,
            209564,
            70783,
            1931324,
            1931324,
            1917784
        ],
        [
            -65928,
            -34022,
            -65928,
            -1574259,
            -1574259,
            -1288936
        ],
        [
            69,
            64,
            73,
            69,
            64,
            73
        ],
        [
            110,
            106,
            114,
            110,
            106,
            114
        ],
        [
            32,
            31,
            32,
            32,
            31,
            32
        ],
        [
            7758,
            3627,
            4131,
            7758,
            3627,
            4131
        ],
        [
            0,
            0,
            557.851931,
            0,
            0,
            557.851931
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            473145,
            -167901,
            -255776,
            259457,
            -172604,
            -241566
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549281600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759652806873,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 70,
            "offset": 0,
            "std": 3.49692
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 38,
            "offset": 0,
            "poles": 2
        }
    }
}

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)