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Trade: WAVES/USDT/120/SSF/EMA/4378

Strategy
WAVES/USDT/120/SSF/EMA/4378
Pair
WAVES_USDT
Interval
2h
Score
323134
Daily Profit
0.267729
Profit Factor
1.698747
Profitability
44.202899
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-01 18:21
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 406201.2068 433185.1176 -26983.9108 -1354.7841 335547.6088 -336902.3929
Total P&L (%) 406.2012 433.1851 -26.9839 -1.3548 335.5476 -336.9024
Avg Daily Profit (%) 0.2511 0.2677 -0.0167 -0.0008 0.091 0
Buy And Hold Return (%) 21.4447 21.4447 21.4447 21.4447 21.4447 21.4447
Max Trade Drawdown -125799 -100883 -205560 -406343 -179759 -375201
Profit Factor 1.2941 1.6987 0.9646 0.9995 1.2996 0.752
Total Trades 276 138 138 276 138 138
Winning Trades 120 61 59 120 61 59
Losing Trades 156 77 79 156 77 79
Profitability (%) 43.4783 44.2029 42.7536 43.4783 44.2029 42.7536
Ratio Avg Win / Avg Loss 1.6823 2.1443 1.2915 1.2993 1.6405 1.007
Largest Winning Trade 101637 101637 50998 214225 214225 67616
Largest Losing Trade -54590 -37498 -54590 -150537 -76702 -150537
Avg Bars in Trades 69 73 65 69 73 65
Avg Bars in Winners 91 94 87 91 94 87
Avg Bars in Losers 52 57 48 52 57 48
Bars Traded 19183 10162 9020 19183 10162 9020
Profit Streak 485.5569 0 504.6402 485.5569 0 504.6402
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313486 323134 -581157 -579619 -72746 -581157
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579341600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759332115957,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 86,
            "offset": 0
        }
    }
}
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": [
        [
            406201.2067731787,
            433185.1175727841,
            -26983.9107996053,
            -1354.7841287651,
            335547.6087582216,
            -336902.3928869866
        ],
        [
            406.201207,
            433.185118,
            -26.983911,
            -1.354784,
            335.547609,
            -336.902393
        ],
        [
            0.251051,
            0.267729,
            -0.016677,
            -0.000843,
            0.090983,
            0
        ],
        [
            21.444695,
            21.444695,
            21.444695,
            21.444695,
            21.444695,
            21.444695
        ],
        [
            -125799,
            -100883,
            -205560,
            -406343,
            -179759,
            -375201
        ],
        [
            1.294051,
            1.698747,
            0.964562,
            0.999453,
            1.299589,
            0.752047
        ],
        [
            276,
            138,
            138,
            276,
            138,
            138
        ],
        [
            120,
            61,
            59,
            120,
            61,
            59
        ],
        [
            156,
            77,
            79,
            156,
            77,
            79
        ],
        [
            43.478261,
            44.202899,
            42.753623,
            43.478261,
            44.202899,
            42.753623
        ],
        [
            1.682267,
            2.144321,
            1.291533,
            1.299289,
            1.640465,
            1.006978
        ],
        [
            101637,
            101637,
            50998,
            214225,
            214225,
            67616
        ],
        [
            -54590,
            -37498,
            -54590,
            -150537,
            -76702,
            -150537
        ],
        [
            69,
            73,
            65,
            69,
            73,
            65
        ],
        [
            91,
            94,
            87,
            91,
            94,
            87
        ],
        [
            52,
            57,
            48,
            52,
            57,
            48
        ],
        [
            19183,
            10162,
            9020,
            19183,
            10162,
            9020
        ],
        [
            485.556898,
            0,
            504.640231,
            485.556898,
            0,
            504.640231
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313486,
            323134,
            -581157,
            -579619,
            -72746,
            -581157
        ]
    ]
}
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": 1579341600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759332115957,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 168,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 86,
            "offset": 0
        }
    }
}

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)