← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/120/T3/SSF/5621

Strategy
WAVES/USDT/120/T3/SSF/5621
Pair
WAVES_USDT
Interval
2h
Score
396389
Daily Profit
0.191048
Profit Factor
1.780977
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 04:06
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 143171.9889 309115.4904 -165943.5015 -121309.8526 678228.9084 -799538.761
Total P&L (%) 143.172 309.1155 -165.9435 -121.3099 678.2289 -799.5388
Avg Daily Profit (%) 0.0885 0.191 -0.1026 0 0.1269 0
Buy And Hold Return (%) 23.3945 23.3945 23.3945 23.3945 23.3945 23.3945
Max Trade Drawdown -281970 -164660 -280004 -755803 -208310 -830246
Profit Factor 1.1474 1.781 0.7115 0.9321 2.4706 0.3963
Total Trades 97 48 49 97 48 49
Winning Trades 48 24 24 48 31 17
Losing Trades 49 24 25 49 17 32
Profitability (%) 49.4845 50 48.9796 49.4845 64.5833 34.6939
Ratio Avg Win / Avg Loss 1.1713 1.781 0.7412 0.9515 1.3549 0.746
Largest Winning Trade 93764 93764 57902 237019 171936 237019
Largest Losing Trade -144965 -63747 -144965 -331765 -124112 -331765
Avg Bars in Trades 197 212 183 197 212 183
Avg Bars in Winners 177 154 199 224 223 225
Avg Bars in Losers 218 269 168 171 191 161
Bars Traded 19185 10190 8995 19185 10190 8995
Profit Streak 491.9629 0 573.9629 0 571.0463 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -133111 396389 -580119 -580720 -17037 -586634
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579550400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107997027,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 115,
            "offset": 0,
            "a": 0.94736
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "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": [
        [
            143171.9888706813,
            309115.4903948162,
            -165943.5015241347,
            -121309.8526370675,
            678228.9083625636,
            -799538.7609996311
        ],
        [
            143.171989,
            309.11549,
            -165.943502,
            -121.309853,
            678.228908,
            -799.538761
        ],
        [
            0.088487,
            0.191048,
            -0.102561,
            0,
            0.126894,
            0
        ],
        [
            23.394495,
            23.394495,
            23.394495,
            23.394495,
            23.394495,
            23.394495
        ],
        [
            -281970,
            -164660,
            -280004,
            -755803,
            -208310,
            -830246
        ],
        [
            1.14744,
            1.780977,
            0.711527,
            0.93206,
            2.470647,
            0.396292
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            48,
            24,
            24,
            48,
            31,
            17
        ],
        [
            49,
            24,
            25,
            49,
            17,
            32
        ],
        [
            49.484536,
            50,
            48.979592,
            49.484536,
            64.583333,
            34.693878
        ],
        [
            1.171345,
            1.780977,
            0.741174,
            0.951478,
            1.354871,
            0.745961
        ],
        [
            93764,
            93764,
            57902,
            237019,
            171936,
            237019
        ],
        [
            -144965,
            -63747,
            -144965,
            -331765,
            -124112,
            -331765
        ],
        [
            197,
            212,
            183,
            197,
            212,
            183
        ],
        [
            177,
            154,
            199,
            224,
            223,
            225
        ],
        [
            218,
            269,
            168,
            171,
            191,
            161
        ],
        [
            19185,
            10190,
            8995,
            19185,
            10190,
            8995
        ],
        [
            491.962928,
            0,
            573.962928,
            0,
            571.046262,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -133111,
            396389,
            -580119,
            -580720,
            -17037,
            -586634
        ]
    ]
}
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": 1579550400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107997027,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 115,
            "offset": 0,
            "a": 0.94736
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 228,
            "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)