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Trade: WAVES/USDT/480/BBL/JMA/1516

Strategy
WAVES/USDT/480/BBL/JMA/1516
Pair
WAVES_USDT
Interval
8h
Score
374519
Daily Profit
0.185912
Profit Factor
1.393713
Profitability
54.545455
Streak
509.015785
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-28 03:22
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 367548.5554 447011.5077 -79462.9522 -83222.5613 -49677.2777 -33545.2836
Total P&L (%) 367.5486 447.0115 -79.463 -83.2226 -49.6773 -33.5453
Avg Daily Profit (%) 0.1859 0.2261 -0.0402 -0.0903 -0.0347 -0.0207
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -238711 -179748 -116956 -429874 -506612 -136772
Profit Factor 1.3937 1.7423 0.7602 0.9429 0.9553 0.9034
Total Trades 121 60 61 121 60 61
Winning Trades 66 34 32 66 34 32
Losing Trades 55 26 29 55 26 29
Profitability (%) 54.5455 56.6667 52.459 54.5455 56.6667 52.459
Ratio Avg Win / Avg Loss 1.1614 1.3323 0.6889 0.7858 0.7305 0.8187
Largest Winning Trade 179647 179647 42684 225735 225735 46964
Largest Losing Trade -81444 -81444 -38350 -362089 -362089 -99628
Avg Bars in Trades 47 78 16 47 78 16
Avg Bars in Winners 43 68 17 43 68 17
Avg Bars in Losers 51 92 15 51 92 15
Bars Traded 5698 4716 981 5698 4716 981
Profit Streak 509.0158 509.0158 544.3491 509.0158 509.0158 544.3491
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374519 -157696 -740902 -578531 -748510 -740902
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551600000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759018963799,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 247,
            "offset": 0,
            "std": 1.99037
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "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": [
        [
            367548.5554311074,
            447011.5076548104,
            -79462.9522237031,
            -83222.5613070901,
            -49677.2777054345,
            -33545.2836016555
        ],
        [
            367.548555,
            447.011508,
            -79.462952,
            -83.222561,
            -49.677278,
            -33.545284
        ],
        [
            0.185912,
            0.226106,
            -0.040194,
            -0.090254,
            -0.034729,
            -0.020668
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -238711,
            -179748,
            -116956,
            -429874,
            -506612,
            -136772
        ],
        [
            1.393713,
            1.74229,
            0.760177,
            0.942909,
            0.95526,
            0.903426
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            66,
            34,
            32,
            66,
            34,
            32
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            54.545455,
            56.666667,
            52.459016,
            54.545455,
            56.666667,
            52.459016
        ],
        [
            1.161427,
            1.33234,
            0.68891,
            0.785757,
            0.730493,
            0.81873
        ],
        [
            179647,
            179647,
            42684,
            225735,
            225735,
            46964
        ],
        [
            -81444,
            -81444,
            -38350,
            -362089,
            -362089,
            -99628
        ],
        [
            47,
            78,
            16,
            47,
            78,
            16
        ],
        [
            43,
            68,
            17,
            43,
            68,
            17
        ],
        [
            51,
            92,
            15,
            51,
            92,
            15
        ],
        [
            5698,
            4716,
            981,
            5698,
            4716,
            981
        ],
        [
            509.015785,
            509.015785,
            544.349118,
            509.015785,
            509.015785,
            544.349118
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374519,
            -157696,
            -740902,
            -578531,
            -748510,
            -740902
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551600000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759018963799,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 247,
            "offset": 0,
            "std": 1.99037
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 133,
            "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)