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Trade: WAVES/USDT/120/RMA/SSF/7770

Strategy
WAVES/USDT/120/RMA/SSF/7770
Pair
WAVES_USDT
Interval
2h
Score
345403
Daily Profit
0.276668
Profit Factor
2.428026
Profitability
41.304348
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 05:06
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 380091.2145 447648.7891 -67557.5746 -16169.7717 421945.5773 -438115.349
Total P&L (%) 380.0912 447.6488 -67.5576 -16.1698 421.9456 -438.1153
Avg Daily Profit (%) 0.2349 0.2767 -0.0418 -0.0109 0.1022 0
Buy And Hold Return (%) 26.7373 26.7373 26.7373 26.7373 26.7373 26.7373
Max Trade Drawdown -286771 -184881 -111370 -1733686 -1217595 -780993
Profit Factor 1.5384 2.428 0.8279 0.9957 1.2312 0.778
Total Trades 92 46 46 92 46 46
Winning Trades 36 19 17 36 19 17
Losing Trades 56 27 29 56 27 29
Profitability (%) 39.1304 41.3043 36.9565 39.1304 41.3043 36.9565
Ratio Avg Win / Avg Loss 2.393 3.4504 1.4123 1.5489 1.7496 1.3272
Largest Winning Trade 161953 161953 70058 726919 618153 726919
Largest Losing Trade -68629 -47060 -68629 -830388 -830388 -435284
Avg Bars in Trades 207 201 213 207 201 213
Avg Bars in Winners 386 360 414 386 360 414
Avg Bars in Losers 91 89 94 91 89 94
Bars Traded 19050 9250 9800 19050 9250 9800
Profit Streak 0 0 665.1709 0 0 665.1709
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 237222 345403 -583152 -581981 -59102 -583152
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579428000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111568016,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 65,
            "offset": 33
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "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": [
        [
            380091.2145330013,
            447648.7890955781,
            -67557.5745625768,
            -16169.7717168367,
            421945.5772966025,
            -438115.3490134391
        ],
        [
            380.091215,
            447.648789,
            -67.557575,
            -16.169772,
            421.945577,
            -438.115349
        ],
        [
            0.234914,
            0.276668,
            -0.041754,
            -0.0109,
            0.102178,
            0
        ],
        [
            26.737338,
            26.737338,
            26.737338,
            26.737338,
            26.737338,
            26.737338
        ],
        [
            -286771,
            -184881,
            -111370,
            -1733686,
            -1217595,
            -780993
        ],
        [
            1.538374,
            2.428026,
            0.82789,
            0.995743,
            1.231207,
            0.778041
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            39.130435,
            41.304348,
            36.956522,
            39.130435,
            41.304348,
            36.956522
        ],
        [
            2.393026,
            3.450352,
            1.412282,
            1.548934,
            1.74961,
            1.327246
        ],
        [
            161953,
            161953,
            70058,
            726919,
            618153,
            726919
        ],
        [
            -68629,
            -47060,
            -68629,
            -830388,
            -830388,
            -435284
        ],
        [
            207,
            201,
            213,
            207,
            201,
            213
        ],
        [
            386,
            360,
            414,
            386,
            360,
            414
        ],
        [
            91,
            89,
            94,
            91,
            89,
            94
        ],
        [
            19050,
            9250,
            9800,
            19050,
            9250,
            9800
        ],
        [
            0,
            0,
            665.170926,
            0,
            0,
            665.170926
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            237222,
            345403,
            -583152,
            -581981,
            -59102,
            -583152
        ]
    ]
}
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": 1579428000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111568016,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 65,
            "offset": 33
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 237,
            "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)