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Trade: WAVES/USDT/120/MIDPOINT/SSF/5192

Strategy
WAVES/USDT/120/MIDPOINT/SSF/5192
Pair
WAVES_USDT
Interval
2h
Score
320920
Daily Profit
0.166965
Profit Factor
1.436345
Profitability
57.017544
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-01 06:44
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 65333.0809 270148.9994 -204815.9185 -99524.278 133703.7587 -233228.0367
Total P&L (%) 65.3331 270.149 -204.8159 -99.5243 133.7038 -233.228
Avg Daily Profit (%) 0.0404 0.167 -0.1266 -0.33 0.0525 0
Buy And Hold Return (%) 23.098 23.098 23.098 23.098 23.098 23.098
Max Trade Drawdown -280497 -214935 -268525 -161114 -40945 -239007
Profit Factor 1.0469 1.4363 0.7354 0.7928 1.9496 0.3132
Total Trades 227 114 113 227 114 113
Winning Trades 128 65 63 128 65 63
Losing Trades 99 49 50 99 49 50
Profitability (%) 56.3877 57.0175 55.7522 56.3877 57.0175 55.7522
Ratio Avg Win / Avg Loss 0.8097 1.0828 0.5837 0.6132 1.4697 0.2486
Largest Winning Trade 96673 96673 71523 24099 24099 18283
Largest Losing Trade -90793 -51887 -90793 -146494 -26062 -146494
Avg Bars in Trades 83 67 100 83 67 100
Avg Bars in Winners 73 54 93 73 54 93
Avg Bars in Losers 96 83 110 96 83 110
Bars Traded 19022 7656 11366 19022 7656 11366
Profit Streak 0 0 501.9892 0 0 501.9892
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -310828 320920 -579701 -578761 -120391 -579701
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580212800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759290264841,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            65333.0809483069,
            270148.9994315947,
            -204815.9184832879,
            -99524.2780081427,
            133703.7586573562,
            -233228.0366654989
        ],
        [
            65.333081,
            270.148999,
            -204.815918,
            -99.524278,
            133.703759,
            -233.228037
        ],
        [
            0.040379,
            0.166965,
            -0.126586,
            -0.329992,
            0.052479,
            0
        ],
        [
            23.098044,
            23.098044,
            23.098044,
            23.098044,
            23.098044,
            23.098044
        ],
        [
            -280497,
            -214935,
            -268525,
            -161114,
            -40945,
            -239007
        ],
        [
            1.046891,
            1.436345,
            0.735444,
            0.792832,
            1.949645,
            0.313249
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            128,
            65,
            63,
            128,
            65,
            63
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            56.387665,
            57.017544,
            55.752212,
            56.387665,
            57.017544,
            55.752212
        ],
        [
            0.809705,
            1.082783,
            0.583685,
            0.613206,
            1.469733,
            0.24861
        ],
        [
            96673,
            96673,
            71523,
            24099,
            24099,
            18283
        ],
        [
            -90793,
            -51887,
            -90793,
            -146494,
            -26062,
            -146494
        ],
        [
            83,
            67,
            100,
            83,
            67,
            100
        ],
        [
            73,
            54,
            93,
            73,
            54,
            93
        ],
        [
            96,
            83,
            110,
            96,
            83,
            110
        ],
        [
            19022,
            7656,
            11366,
            19022,
            7656,
            11366
        ],
        [
            0,
            0,
            501.989176,
            0,
            0,
            501.989176
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -310828,
            320920,
            -579701,
            -578761,
            -120391,
            -579701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580212800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759290264841,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 207,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 184,
            "offset": 0,
            "poles": 2
        }
    }
}

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)