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Trade: WAVES/USDT/60/BBM/LINREG/3741

Strategy
WAVES/USDT/60/BBM/LINREG/3741
Pair
WAVES_USDT
Interval
1h
Score
431362
Daily Profit
0.379176
Profit Factor
1.566462
Profitability
50.381679
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-04 00:48
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 218814.8396 133128.3999 85686.4397 261716.7142 105080.157 156636.5573
Total P&L (%) 218.8148 133.1284 85.6864 261.7167 105.0802 156.6366
Avg Daily Profit (%) 0.3792 0.2307 0.1485 0.223 0.1245 0.1635
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -51820 -51798 -37235 -225681 -231904 -120336
Profit Factor 1.5665 1.5966 1.5252 1.224 1.1532 1.3249
Total Trades 131 66 65 131 66 65
Winning Trades 66 33 33 66 33 33
Losing Trades 65 33 32 65 33 32
Profitability (%) 50.3817 50 50.7692 50.3817 50 50.7692
Ratio Avg Win / Avg Loss 1.5427 1.5966 1.479 1.2055 1.1532 1.2847
Largest Winning Trade 72657 72657 35223 198411 198411 100472
Largest Losing Trade -24843 -24843 -16029 -119302 -119302 -51801
Avg Bars in Trades 101 102 100 101 102 100
Avg Bars in Winners 98 103 93 98 103 93
Avg Bars in Losers 104 101 107 104 101 107
Bars Traded 13304 6767 6537 13304 6767 6537
Profit Streak 0 0 502.742 0 0 502.742
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431362 -113679 -124379 267983 -203378 -123466
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669518000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759528107478,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 2.16071
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 220,
            "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": [
        [
            218814.8395676485,
            133128.3998638135,
            85686.4397038353,
            261716.7142401409,
            105080.1569745753,
            156636.5572655656
        ],
        [
            218.81484,
            133.1284,
            85.68644,
            261.716714,
            105.080157,
            156.636557
        ],
        [
            0.379176,
            0.230693,
            0.148483,
            0.223041,
            0.124537,
            0.163454
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -51820,
            -51798,
            -37235,
            -225681,
            -231904,
            -120336
        ],
        [
            1.566462,
            1.596641,
            1.525189,
            1.224023,
            1.15316,
            1.324851
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            50.381679,
            50,
            50.769231,
            50.381679,
            50,
            50.769231
        ],
        [
            1.542728,
            1.596641,
            1.478971,
            1.205477,
            1.15316,
            1.284704
        ],
        [
            72657,
            72657,
            35223,
            198411,
            198411,
            100472
        ],
        [
            -24843,
            -24843,
            -16029,
            -119302,
            -119302,
            -51801
        ],
        [
            101,
            102,
            100,
            101,
            102,
            100
        ],
        [
            98,
            103,
            93,
            98,
            103,
            93
        ],
        [
            104,
            101,
            107,
            104,
            101,
            107
        ],
        [
            13304,
            6767,
            6537,
            13304,
            6767,
            6537
        ],
        [
            0,
            0,
            502.741985,
            0,
            0,
            502.741985
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431362,
            -113679,
            -124379,
            267983,
            -203378,
            -123466
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669518000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759528107478,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 55,
            "offset": 0,
            "std": 2.16071
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 220,
            "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)