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Trade: WAVES/USDT/120/WMA/SSF/9564

Strategy
WAVES/USDT/120/WMA/SSF/9564
Pair
WAVES_USDT
Interval
2h
Score
342006
Daily Profit
0.341091
Profit Factor
1.812938
Profitability
40.983607
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 17:19
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 551885.1471 483913.9605 67971.1866 690624.1861 711355.5758 -20731.3897
Total P&L (%) 551.8851 483.914 67.9712 690.6242 711.3556 -20.7314
Avg Daily Profit (%) 0.3411 0.2991 0.042 0.1279 0.1295 -0.0144
Buy And Hold Return (%) 24.971 24.971 24.971 24.971 24.971 24.971
Max Trade Drawdown -112965 -118865 -104739 -692485 -677524 -579240
Profit Factor 1.8129 2.3779 1.2074 1.2005 1.4067 0.9878
Total Trades 122 61 61 122 61 61
Winning Trades 50 24 26 50 24 26
Losing Trades 72 37 35 72 37 35
Profitability (%) 40.9836 39.3443 42.623 40.9836 39.3443 42.623
Ratio Avg Win / Avg Loss 2.6106 3.6659 1.6254 1.7287 2.1687 1.3297
Largest Winning Trade 125634 125634 68414 417982 417982 381771
Largest Losing Trade -68852 -32282 -68852 -451790 -282218 -451790
Avg Bars in Trades 152 148 156 152 148 156
Avg Bars in Winners 254 266 243 254 266 243
Avg Bars in Losers 81 71 92 81 71 92
Bars Traded 18623 9064 9559 18623 9064 9559
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342006 -153104 -304350 -24489 -184012 -743938

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580342400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896375171,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "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": [
        [
            551885.1471261792,
            483913.9605165998,
            67971.1866095795,
            690624.1860610078,
            711355.5757911017,
            -20731.3897300941
        ],
        [
            551.885147,
            483.913961,
            67.971187,
            690.624186,
            711.355576,
            -20.73139
        ],
        [
            0.341091,
            0.299082,
            0.042009,
            0.127872,
            0.129474,
            -0.014358
        ],
        [
            24.970964,
            24.970964,
            24.970964,
            24.970964,
            24.970964,
            24.970964
        ],
        [
            -112965,
            -118865,
            -104739,
            -692485,
            -677524,
            -579240
        ],
        [
            1.812938,
            2.377854,
            1.207439,
            1.200512,
            1.406749,
            0.987772
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            40.983607,
            39.344262,
            42.622951,
            40.983607,
            39.344262,
            42.622951
        ],
        [
            2.610631,
            3.665858,
            1.625399,
            1.728738,
            2.168737,
            1.329693
        ],
        [
            125634,
            125634,
            68414,
            417982,
            417982,
            381771
        ],
        [
            -68852,
            -32282,
            -68852,
            -451790,
            -282218,
            -451790
        ],
        [
            152,
            148,
            156,
            152,
            148,
            156
        ],
        [
            254,
            266,
            243,
            254,
            266,
            243
        ],
        [
            81,
            71,
            92,
            81,
            71,
            92
        ],
        [
            18623,
            9064,
            9559,
            18623,
            9064,
            9559
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342006,
            -153104,
            -304350,
            -24489,
            -184012,
            -743938
        ]
    ]
}
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": 1580342400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758896375171,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 119,
            "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)