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Trade: WAVES/USDT/720/MIDPRICE/BBU/2853

Strategy
WAVES/USDT/720/MIDPRICE/BBU/2853
Pair
WAVES_USDT
Interval
12h
Score
549732
Daily Profit
0.232166
Profit Factor
3.371543
Profitability
50.000000
Streak
525.812828
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 10:30
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 533369.0825 459108.1218 74260.9607 385824.6065 226122.161 159702.4456
Total P&L (%) 533.3691 459.1081 74.261 385.8246 226.1222 159.7024
Avg Daily Profit (%) 0.2697 0.2322 0.0376 0.08 0.0598 0.0483
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -153792 -113927 -68117 -2547994 -1445993 -1139813
Profit Factor 2.2999 3.3715 1.3427 1.0946 1.124 1.0709
Total Trades 65 32 33 65 32 33
Winning Trades 33 16 17 33 16 17
Losing Trades 32 16 16 32 16 16
Profitability (%) 50.7692 50 51.5152 50.7692 50 51.5152
Ratio Avg Win / Avg Loss 2.2302 3.3715 1.2637 1.0615 1.124 1.0079
Largest Winning Trade 349091 349091 64938 1146755 657566 1146755
Largest Losing Trade -50107 -33466 -50107 -1032845 -577316 -1032845
Avg Bars in Trades 55 91 20 55 91 20
Avg Bars in Winners 74 130 21 74 130 21
Avg Bars in Losers 35 51 20 35 51 20
Bars Traded 3606 2922 684 3606 2922 684
Profit Streak 0 525.8128 0 0 525.8128 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122887 549732 -141941 -338515 -196254 -270574
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": 1551787200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759908628326,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 2.71144
        }
    }
}
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": [
        [
            533369.082452884,
            459108.1217923774,
            74260.9606605063,
            385824.6065423337,
            226122.1609539654,
            159702.445588368
        ],
        [
            533.369082,
            459.108122,
            74.260961,
            385.824607,
            226.122161,
            159.702446
        ],
        [
            0.269719,
            0.232166,
            0.037553,
            0.079965,
            0.059795,
            0.048273
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -153792,
            -113927,
            -68117,
            -2547994,
            -1445993,
            -1139813
        ],
        [
            2.299933,
            3.371543,
            1.342667,
            1.094635,
            1.124023,
            1.07086
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            50.769231,
            50,
            51.515152,
            50.769231,
            50,
            51.515152
        ],
        [
            2.230238,
            3.371543,
            1.263687,
            1.061464,
            1.124023,
            1.007869
        ],
        [
            349091,
            349091,
            64938,
            1146755,
            657566,
            1146755
        ],
        [
            -50107,
            -33466,
            -50107,
            -1032845,
            -577316,
            -1032845
        ],
        [
            55,
            91,
            20,
            55,
            91,
            20
        ],
        [
            74,
            130,
            21,
            74,
            130,
            21
        ],
        [
            35,
            51,
            20,
            35,
            51,
            20
        ],
        [
            3606,
            2922,
            684,
            3606,
            2922,
            684
        ],
        [
            0,
            525.812828,
            0,
            0,
            525.812828,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122887,
            549732,
            -141941,
            -338515,
            -196254,
            -270574
        ]
    ]
}
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": 1551787200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759908628326,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 158,
            "offset": 0,
            "std": 2.71144
        }
    }
}

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)