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Trade: WAVES/USDT/480/BBM/MIDPOINT/5897

Strategy
WAVES/USDT/480/BBM/MIDPOINT/5897
Pair
WAVES_USDT
Interval
8h
Score
309075
Daily Profit
0.314911
Profit Factor
2.060839
Profitability
38.144330
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-12 17:16
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 622579.027 509496.0189 113083.0081 1395756.4561 642154.9041 753601.552
Total P&L (%) 622.579 509.496 113.083 1395.7565 642.1549 753.6016
Avg Daily Profit (%) 0.3149 0.2577 0.0572 0.1369 0.1014 0.1085
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90487 -104951 -100124 -1566486 -1639253 -651405
Profit Factor 2.0608 2.6996 1.3939 1.2469 1.1925 1.3254
Total Trades 97 49 48 97 49 48
Winning Trades 37 17 20 37 17 20
Losing Trades 60 32 28 60 32 28
Profitability (%) 38.1443 34.6939 41.6667 38.1443 34.6939 41.6667
Ratio Avg Win / Avg Loss 3.3419 5.0816 1.9514 2.022 2.2446 1.8556
Largest Winning Trade 188647 188647 64804 866438 811536 866438
Largest Losing Trade -44189 -44189 -28197 -977660 -977660 -322275
Avg Bars in Trades 59 52 67 59 52 67
Avg Bars in Winners 114 105 120 114 105 120
Avg Bars in Losers 25 23 29 25 23 29
Bars Traded 5777 2548 3229 5777 2548 3229
Profit Streak 0 0 680.9278 0 0 680.9278
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309075 281708 -116967 -13300 -70715 -48539
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760278560924,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 161,
            "offset": 0,
            "std": 1.79477
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 9,
            "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": [
        [
            622579.0270383043,
            509496.0189114567,
            113083.0081268478,
            1395756.4560864412,
            642154.904124643,
            753601.5519617975
        ],
        [
            622.579027,
            509.496019,
            113.083008,
            1395.756456,
            642.154904,
            753.601552
        ],
        [
            0.314911,
            0.257712,
            0.057199,
            0.136928,
            0.101437,
            0.108521
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90487,
            -104951,
            -100124,
            -1566486,
            -1639253,
            -651405
        ],
        [
            2.060839,
            2.699615,
            1.393877,
            1.246923,
            1.192452,
            1.325404
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            38.14433,
            34.693878,
            41.666667,
            38.14433,
            34.693878,
            41.666667
        ],
        [
            3.341902,
            5.081628,
            1.951427,
            2.022038,
            2.244616,
            1.855566
        ],
        [
            188647,
            188647,
            64804,
            866438,
            811536,
            866438
        ],
        [
            -44189,
            -44189,
            -28197,
            -977660,
            -977660,
            -322275
        ],
        [
            59,
            52,
            67,
            59,
            52,
            67
        ],
        [
            114,
            105,
            120,
            114,
            105,
            120
        ],
        [
            25,
            23,
            29,
            25,
            23,
            29
        ],
        [
            5777,
            2548,
            3229,
            5777,
            2548,
            3229
        ],
        [
            0,
            0,
            680.927788,
            0,
            0,
            680.927788
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309075,
            281708,
            -116967,
            -13300,
            -70715,
            -48539
        ]
    ]
}
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": 1550361600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760278560924,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 161,
            "offset": 0,
            "std": 1.79477
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 9,
            "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)