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Trade: WAVES/USDT/360/SSF/HILO/3040

Strategy
WAVES/USDT/360/SSF/HILO/3040
Pair
WAVES_USDT
Interval
6h
Score
315750
Daily Profit
0.183480
Profit Factor
1.429023
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-28 08:42
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 283283.6533 362694.5666 -79410.9133 -91841.7988 94124.2253 -185966.0241
Total P&L (%) 283.2837 362.6946 -79.4109 -91.8418 94.1242 -185.966
Avg Daily Profit (%) 0.1433 0.1835 -0.0402 -0.1267 0.0336 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -200157 -196484 -251790 -225763 -92588 -271341
Profit Factor 1.1548 1.429 0.9193 0.926 1.1764 0.7369
Total Trades 444 222 222 444 222 222
Winning Trades 220 102 118 220 102 118
Losing Trades 224 120 104 224 120 104
Profitability (%) 49.5496 45.9459 53.1532 49.5496 45.9459 53.1532
Ratio Avg Win / Avg Loss 1.1758 1.6812 0.8103 0.9428 1.384 0.6495
Largest Winning Trade 132472 132472 50973 87031 87031 31139
Largest Losing Trade -78143 -40428 -78143 -139874 -36667 -139874
Avg Bars in Trades 17 13 21 17 13 21
Avg Bars in Winners 21 17 24 21 17 24
Avg Bars in Losers 13 10 17 13 10 17
Bars Traded 7791 3084 4707 7791 3084 4707
Profit Streak 0 0 497.9881 0 0 497.9881
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49543 315750 -578900 -578354 -175243 -578900
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548223200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759038168445,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "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": [
        [
            283283.6533083683,
            362694.5666492519,
            -79410.9133408839,
            -91841.7988294788,
            94124.2252663477,
            -185966.0240958265
        ],
        [
            283.283653,
            362.694567,
            -79.410913,
            -91.841799,
            94.124225,
            -185.966024
        ],
        [
            0.143308,
            0.18348,
            -0.040172,
            -0.126701,
            0.033562,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -200157,
            -196484,
            -251790,
            -225763,
            -92588,
            -271341
        ],
        [
            1.154809,
            1.429023,
            0.919338,
            0.925966,
            1.176394,
            0.73694
        ],
        [
            444,
            222,
            222,
            444,
            222,
            222
        ],
        [
            220,
            102,
            118,
            220,
            102,
            118
        ],
        [
            224,
            120,
            104,
            224,
            120,
            104
        ],
        [
            49.54955,
            45.945946,
            53.153153,
            49.54955,
            45.945946,
            53.153153
        ],
        [
            1.175806,
            1.681204,
            0.810264,
            0.942802,
            1.383993,
            0.649506
        ],
        [
            132472,
            132472,
            50973,
            87031,
            87031,
            31139
        ],
        [
            -78143,
            -40428,
            -78143,
            -139874,
            -36667,
            -139874
        ],
        [
            17,
            13,
            21,
            17,
            13,
            21
        ],
        [
            21,
            17,
            24,
            21,
            17,
            24
        ],
        [
            13,
            10,
            17,
            13,
            10,
            17
        ],
        [
            7791,
            3084,
            4707,
            7791,
            3084,
            4707
        ],
        [
            0,
            0,
            497.988061,
            0,
            0,
            497.988061
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49543,
            315750,
            -578900,
            -578354,
            -175243,
            -578900
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548223200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759038168445,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 94,
            "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)