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Trade: WAVES/USDT/480/MIDPOINT/SSF/9800

Strategy
WAVES/USDT/480/MIDPOINT/SSF/9800
Pair
WAVES_USDT
Interval
8h
Score
312736
Daily Profit
0.347070
Profit Factor
2.033763
Profitability
37.719298
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 10:33
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 686156.5073 534656.3313 151500.1759 2172952.5793 1684076.2153 488876.364
Total P&L (%) 686.1565 534.6563 151.5002 2172.9526 1684.0762 488.8764
Avg Daily Profit (%) 0.3471 0.2704 0.0766 0.1581 0.1459 0.0897
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100236 -102532 -114665 -2763192 -2298411 -1760259
Profit Factor 2.0338 2.525 1.4838 1.2128 1.296 1.1081
Total Trades 114 57 57 114 57 57
Winning Trades 43 21 22 43 21 22
Losing Trades 71 36 35 71 36 35
Profitability (%) 37.7193 36.8421 38.5965 37.7193 36.8421 38.5965
Ratio Avg Win / Avg Loss 3.3581 4.3286 2.3606 2.0025 2.2218 1.7629
Largest Winning Trade 165342 165342 68612 1527595 1527595 1112533
Largest Losing Trade -59206 -33468 -59206 -1477187 -1008194 -1477187
Avg Bars in Trades 50 39 62 50 39 62
Avg Bars in Winners 95 75 114 95 75 114
Avg Bars in Losers 24 18 29 24 18 29
Bars Traded 5809 2263 3546 5809 2263 3546
Profit Streak 0 0 547.315 0 0 547.315
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312736 -171996 -272122 139279 -182192 -357500
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304015483,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 20,
            "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": [
        [
            686156.5072612753,
            534656.3313248043,
            151500.1759364708,
            2172952.579267146,
            1684076.2152509133,
            488876.3640162321
        ],
        [
            686.156507,
            534.656331,
            151.500176,
            2172.952579,
            1684.076215,
            488.876364
        ],
        [
            0.34707,
            0.270438,
            0.076631,
            0.158125,
            0.145857,
            0.089724
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100236,
            -102532,
            -114665,
            -2763192,
            -2298411,
            -1760259
        ],
        [
            2.033763,
            2.525018,
            1.483785,
            1.212796,
            1.296045,
            1.10809
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            37.719298,
            36.842105,
            38.596491,
            37.719298,
            36.842105,
            38.596491
        ],
        [
            3.358074,
            4.328603,
            2.360567,
            2.002524,
            2.221792,
            1.762871
        ],
        [
            165342,
            165342,
            68612,
            1527595,
            1527595,
            1112533
        ],
        [
            -59206,
            -33468,
            -59206,
            -1477187,
            -1008194,
            -1477187
        ],
        [
            50,
            39,
            62,
            50,
            39,
            62
        ],
        [
            95,
            75,
            114,
            95,
            75,
            114
        ],
        [
            24,
            18,
            29,
            24,
            18,
            29
        ],
        [
            5809,
            2263,
            3546,
            5809,
            2263,
            3546
        ],
        [
            0,
            0,
            547.314994,
            0,
            0,
            547.314994
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312736,
            -171996,
            -272122,
            139279,
            -182192,
            -357500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550131200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759304015483,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 20,
            "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)