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Trade: WAVES/USDT/240/SSF/HILO/8797

Strategy
WAVES/USDT/240/SSF/HILO/8797
Pair
WAVES_USDT
Interval
4h
Score
330485
Daily Profit
0.282786
Profit Factor
1.572724
Profitability
40.825688
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 01:12
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 558785.5026 469242.1254 89543.3771 375411.7387 473035.0659 -97623.3272
Total P&L (%) 558.7855 469.2421 89.5434 375.4117 473.0351 -97.6233
Avg Daily Profit (%) 0.2828 0.2375 0.0453 0.0789 0.0884 -0.1891
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124780 -121569 -112805 -1314856 -1089770 -870840
Profit Factor 1.5727 1.9204 1.1922 1.0686 1.1707 0.9639
Total Trades 218 109 109 218 109 109
Winning Trades 89 36 53 89 36 53
Losing Trades 129 73 56 129 73 56
Profitability (%) 40.8257 33.0275 48.6239 40.8257 33.0275 48.6239
Ratio Avg Win / Avg Loss 2.2796 3.8941 1.2597 1.5489 2.374 1.0184
Largest Winning Trade 157002 157002 54922 489955 489955 464222
Largest Losing Trade -68923 -28749 -68923 -546454 -476695 -546454
Avg Bars in Trades 53 46 60 53 46 60
Avg Bars in Winners 91 96 89 91 96 89
Avg Bars in Losers 27 22 33 27 22 33
Bars Traded 11686 5087 6599 11686 5087 6599
Profit Streak 0 0 486.4255 0 0 486.4255
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 330485 170042 -141682 -233951 -113439 -579326

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838364464,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            558785.5025923264,
            469242.1254467353,
            89543.3771455911,
            375411.7386902349,
            473035.0659252179,
            -97623.3272349832
        ],
        [
            558.785503,
            469.242125,
            89.543377,
            375.411739,
            473.035066,
            -97.623327
        ],
        [
            0.282786,
            0.237471,
            0.045315,
            0.078928,
            0.088388,
            -0.189065
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124780,
            -121569,
            -112805,
            -1314856,
            -1089770,
            -870840
        ],
        [
            1.572724,
            1.920381,
            1.192224,
            1.0686,
            1.170724,
            0.963866
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            89,
            36,
            53,
            89,
            36,
            53
        ],
        [
            129,
            73,
            56,
            129,
            73,
            56
        ],
        [
            40.825688,
            33.027523,
            48.623853,
            40.825688,
            33.027523,
            48.623853
        ],
        [
            2.279567,
            3.894105,
            1.259709,
            1.54887,
            2.373967,
            1.018424
        ],
        [
            157002,
            157002,
            54922,
            489955,
            489955,
            464222
        ],
        [
            -68923,
            -28749,
            -68923,
            -546454,
            -476695,
            -546454
        ],
        [
            53,
            46,
            60,
            53,
            46,
            60
        ],
        [
            91,
            96,
            89,
            91,
            96,
            89
        ],
        [
            27,
            22,
            33,
            27,
            22,
            33
        ],
        [
            11686,
            5087,
            6599,
            11686,
            5087,
            6599
        ],
        [
            0,
            0,
            486.425514,
            0,
            0,
            486.425515
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            330485,
            170042,
            -141682,
            -233951,
            -113439,
            -579326
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548115200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838364464,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 244,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)