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

Trade: WAVES/USDT/360/SSF/SSF/8740

Strategy
WAVES/USDT/360/SSF/SSF/8740
Pair
WAVES_USDT
Interval
6h
Score
367896
Daily Profit
0.262908
Profit Factor
2.680435
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 06:09
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 614806.4241 519704.3192 95102.105 803192.187 981228.1182 -178035.9313
Total P&L (%) 614.8064 519.7043 95.1021 803.1922 981.2281 -178.0359
Avg Daily Profit (%) 0.311 0.2629 0.0481 0.1114 0.1205 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184989 -150454 -73926 -2910013 -2599643 -1547965
Profit Factor 2.0154 2.6804 1.3211 1.0955 1.2211 0.9551
Total Trades 78 39 39 78 39 39
Winning Trades 34 16 18 34 16 18
Losing Trades 44 23 21 44 23 21
Profitability (%) 43.5897 41.0256 46.1538 43.5897 41.0256 46.1538
Ratio Avg Win / Avg Loss 2.6082 3.8531 1.5412 1.4178 1.7553 1.1143
Largest Winning Trade 198190 198190 59515 1185348 983172 1185348
Largest Losing Trade -52736 -52736 -47849 -1678660 -1678660 -936526
Avg Bars in Trades 99 94 105 99 94 105
Avg Bars in Winners 152 150 155 152 150 155
Avg Bars in Losers 58 54 62 58 54 62
Bars Traded 7771 3666 4105 7771 3666 4105
Profit Streak 0 0 657.8815 0 0 657.8815
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -28453 367896 -127853 -200573 -34470 -579628

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": 1547791200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758856165232,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "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": [
        [
            614806.4241186932,
            519704.3191533191,
            95102.1049653739,
            803192.1869523104,
            981228.1182374374,
            -178035.9312851261
        ],
        [
            614.806424,
            519.704319,
            95.102105,
            803.192187,
            981.228118,
            -178.035931
        ],
        [
            0.311019,
            0.262908,
            0.04811,
            0.111394,
            0.120507,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184989,
            -150454,
            -73926,
            -2910013,
            -2599643,
            -1547965
        ],
        [
            2.015408,
            2.680435,
            1.321064,
            1.095535,
            1.221075,
            0.955142
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            43.589744,
            41.025641,
            46.153846,
            43.589744,
            41.025641,
            46.153846
        ],
        [
            2.608175,
            3.853125,
            1.541241,
            1.417751,
            1.755295,
            1.114332
        ],
        [
            198190,
            198190,
            59515,
            1185348,
            983172,
            1185348
        ],
        [
            -52736,
            -52736,
            -47849,
            -1678660,
            -1678660,
            -936526
        ],
        [
            99,
            94,
            105,
            99,
            94,
            105
        ],
        [
            152,
            150,
            155,
            152,
            150,
            155
        ],
        [
            58,
            54,
            62,
            58,
            54,
            62
        ],
        [
            7771,
            3666,
            4105,
            7771,
            3666,
            4105
        ],
        [
            0,
            0,
            657.881542,
            0,
            0,
            657.881542
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -28453,
            367896,
            -127853,
            -200573,
            -34470,
            -579628
        ]
    ]
}
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": 1547791200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758856165232,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 160,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 109,
            "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)