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Trade: WAVES/USDT/60/SMA/BBM/9090

Strategy
WAVES/USDT/60/SMA/BBM/9090
Pair
WAVES_USDT
Interval
1h
Score
371718
Daily Profit
0.243469
Profit Factor
1.520014
Profitability
49.606299
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-13 02:45
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 140501.3517 97813.0826 42688.2691 153089.2312 149898.471 3190.7602
Total P&L (%) 140.5014 97.8131 42.6883 153.0892 149.8985 3.1908
Avg Daily Profit (%) 0.2435 0.1695 0.074 0.161 0.1588 0.0054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66927 -53113 -33954 -271622 -212548 -113119
Profit Factor 1.52 1.6129 1.3859 1.1984 1.3298 1.0101
Total Trades 127 64 63 127 64 63
Winning Trades 63 30 33 63 30 33
Losing Trades 64 34 30 64 34 30
Profitability (%) 49.6063 46.875 52.381 49.6063 46.875 52.381
Ratio Avg Win / Avg Loss 1.5441 1.828 1.26 1.2175 1.5071 0.9182
Largest Winning Trade 48353 48353 24147 128976 128976 48276
Largest Losing Trade -24845 -24845 -12826 -105461 -105461 -49259
Avg Bars in Trades 104 107 100 104 107 100
Avg Bars in Winners 139 149 130 139 149 130
Avg Bars in Losers 69 71 67 69 71 67
Bars Traded 13223 6903 6320 13223 6903 6320
Profit Streak 0 0 514.4902 0 0 514.4902
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371718 -130372 -241351 173937 -132139 -708249
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": 1669248000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760312753900,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 125,
            "offset": 0,
            "std": 2.88712
        }
    }
}
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": [
        [
            140501.3517327731,
            97813.0826199122,
            42688.2691128608,
            153089.2311790352,
            149898.4710242001,
            3190.7601548352
        ],
        [
            140.501352,
            97.813083,
            42.688269,
            153.089231,
            149.898471,
            3.19076
        ],
        [
            0.243469,
            0.169497,
            0.073973,
            0.161038,
            0.158836,
            0.005443
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66927,
            -53113,
            -33954,
            -271622,
            -212548,
            -113119
        ],
        [
            1.520014,
            1.612938,
            1.385947,
            1.198434,
            1.329779,
            1.010067
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            63,
            30,
            33,
            63,
            30,
            33
        ],
        [
            64,
            34,
            30,
            64,
            34,
            30
        ],
        [
            49.606299,
            46.875,
            52.380952,
            49.606299,
            46.875,
            52.380952
        ],
        [
            1.544142,
            1.827996,
            1.259952,
            1.217456,
            1.507083,
            0.918243
        ],
        [
            48353,
            48353,
            24147,
            128976,
            128976,
            48276
        ],
        [
            -24845,
            -24845,
            -12826,
            -105461,
            -105461,
            -49259
        ],
        [
            104,
            107,
            100,
            104,
            107,
            100
        ],
        [
            139,
            149,
            130,
            139,
            149,
            130
        ],
        [
            69,
            71,
            67,
            69,
            71,
            67
        ],
        [
            13223,
            6903,
            6320,
            13223,
            6903,
            6320
        ],
        [
            0,
            0,
            514.490207,
            0,
            0,
            514.490207
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371718,
            -130372,
            -241351,
            173937,
            -132139,
            -708249
        ]
    ]
}
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": 1669248000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760312753900,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 125,
            "offset": 0,
            "std": 2.88712
        }
    }
}

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)