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Trade: WAVES/USDT/720/HLC3/BBU/9633

Strategy
WAVES/USDT/720/HLC3/BBU/9633
Pair
WAVES_USDT
Interval
12h
Score
554444
Daily Profit
0.166773
Profit Factor
2.627082
Profitability
86.206897
Streak
713.284679
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-06 09:49
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 241460.1418 329792.995 -88332.8532 -84986.0116 53682.8238 -138668.8354
Total P&L (%) 241.4601 329.793 -88.3329 -84.986 53.6828 -138.6688
Avg Daily Profit (%) 0.1221 0.1668 -0.0447 -0.0958 0.0217 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96470 -96470 -151247 -143096 -113375 -167420
Profit Factor 1.6524 2.6271 0.4724 0.7838 1.2539 0.237
Total Trades 59 29 30 59 29 30
Winning Trades 40 25 15 40 25 15
Losing Trades 19 4 15 19 4 15
Profitability (%) 67.7966 86.2069 50 67.7966 86.2069 50
Ratio Avg Win / Avg Loss 0.7849 0.4203 0.4724 0.3723 0.2006 0.237
Largest Winning Trade 106209 106209 10791 60432 60432 7186
Largest Losing Trade -96470 -96470 -69925 -113375 -113375 -88275
Avg Bars in Trades 61 120 4 61 120 4
Avg Bars in Winners 33 51 3 33 51 3
Avg Bars in Losers 120 548 5 120 548 5
Bars Traded 3618 3487 131 3618 3487 131
Profit Streak 694.7847 713.2847 694.7847 694.7847 713.2847 694.7847
Trades During Streak 6 7 3 6 7 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -205462 554444 -579216 -756591 -160949 -579216
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1554033600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759733396255,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 146,
            "offset": 0,
            "std": 3.06391
        }
    }
}
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": [
        [
            241460.1417994459,
            329792.9949645727,
            -88332.8531651269,
            -84986.0115650207,
            53682.8238488449,
            -138668.8354138656
        ],
        [
            241.460142,
            329.792995,
            -88.332853,
            -84.986012,
            53.682824,
            -138.668835
        ],
        [
            0.122104,
            0.166773,
            -0.044669,
            -0.095842,
            0.021733,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96470,
            -96470,
            -151247,
            -143096,
            -113375,
            -167420
        ],
        [
            1.652393,
            2.627082,
            0.472402,
            0.783847,
            1.253907,
            0.237029
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            40,
            25,
            15,
            40,
            25,
            15
        ],
        [
            19,
            4,
            15,
            19,
            4,
            15
        ],
        [
            67.79661,
            86.206897,
            50,
            67.79661,
            86.206897,
            50
        ],
        [
            0.784887,
            0.420333,
            0.472402,
            0.372327,
            0.200625,
            0.237029
        ],
        [
            106209,
            106209,
            10791,
            60432,
            60432,
            7186
        ],
        [
            -96470,
            -96470,
            -69925,
            -113375,
            -113375,
            -88275
        ],
        [
            61,
            120,
            4,
            61,
            120,
            4
        ],
        [
            33,
            51,
            3,
            33,
            51,
            3
        ],
        [
            120,
            548,
            5,
            120,
            548,
            5
        ],
        [
            3618,
            3487,
            131,
            3618,
            3487,
            131
        ],
        [
            694.784679,
            713.284679,
            694.784679,
            694.784679,
            713.284679,
            694.784679
        ],
        [
            6,
            7,
            3,
            6,
            7,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -205462,
            554444,
            -579216,
            -756591,
            -160949,
            -579216
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1554033600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759733396255,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 146,
            "offset": 0,
            "std": 3.06391
        }
    }
}

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)