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Trade: WAVES/USDT/480/SMA/SSF/7547

Strategy
WAVES/USDT/480/SMA/SSF/7547
Pair
WAVES_USDT
Interval
8h
Score
342713
Daily Profit
0.237805
Profit Factor
1.312614
Profitability
49.264706
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-27 10:04
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 470141.2301 471111.8463 -970.6162 -110872.246 387760.4839 -498632.7299
Total P&L (%) 470.1412 471.1118 -0.9706 -110.8722 387.7605 -498.6327
Avg Daily Profit (%) 0.2378 0.2383 -0.0005 0 0.0802 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -297159 -226088 -200632 -1776254 -665617 -1123241
Profit Factor 1.3126 1.5996 0.9986 0.9748 1.2057 0.8015
Total Trades 272 136 136 272 136 136
Winning Trades 134 61 73 133 67 66
Losing Trades 138 75 63 139 69 70
Profitability (%) 49.2647 44.8529 53.6765 48.8971 49.2647 48.5294
Ratio Avg Win / Avg Loss 1.3518 1.9668 0.8618 1.0188 1.2417 0.8501
Largest Winning Trade 109213 109213 54213 483092 425122 483092
Largest Losing Trade -127599 -45622 -127599 -878768 -352407 -878768
Avg Bars in Trades 21 20 22 21 20 22
Avg Bars in Winners 24 24 24 23 23 22
Avg Bars in Losers 18 17 19 20 17 22
Bars Traded 5860 2817 3043 5860 2817 3043
Profit Streak 0 0 495.9614 480.9614 487.9614 0
Trades During Streak 0 0 1 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342713 326050 -579632 -577255 -86000 -581265
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548604800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758956666237,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            470141.2300628587,
            471111.8462577444,
            -970.6161948855,
            -110872.2459528661,
            387760.4839459094,
            -498632.7298987749
        ],
        [
            470.14123,
            471.111846,
            -0.970616,
            -110.872246,
            387.760484,
            -498.63273
        ],
        [
            0.237805,
            0.238296,
            -0.000491,
            0,
            0.080187,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -297159,
            -226088,
            -200632,
            -1776254,
            -665617,
            -1123241
        ],
        [
            1.312614,
            1.599638,
            0.998649,
            0.974785,
            1.205689,
            0.801495
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            134,
            61,
            73,
            133,
            67,
            66
        ],
        [
            138,
            75,
            63,
            139,
            69,
            70
        ],
        [
            49.264706,
            44.852941,
            53.676471,
            48.897059,
            49.264706,
            48.529412
        ],
        [
            1.351796,
            1.966768,
            0.861847,
            1.018761,
            1.241679,
            0.85007
        ],
        [
            109213,
            109213,
            54213,
            483092,
            425122,
            483092
        ],
        [
            -127599,
            -45622,
            -127599,
            -878768,
            -352407,
            -878768
        ],
        [
            21,
            20,
            22,
            21,
            20,
            22
        ],
        [
            24,
            24,
            24,
            23,
            23,
            22
        ],
        [
            18,
            17,
            19,
            20,
            17,
            22
        ],
        [
            5860,
            2817,
            3043,
            5860,
            2817,
            3043
        ],
        [
            0,
            0,
            495.961415,
            480.961415,
            487.961415,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342713,
            326050,
            -579632,
            -577255,
            -86000,
            -581265
        ]
    ]
}
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": 1548604800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758956666237,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 37,
            "offset": 0,
            "poles": 3
        }
    }
}

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)