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Trade: WAVES/USDT/480/SSF/BBL/7615

Strategy
WAVES/USDT/480/SSF/BBL/7615
Pair
WAVES_USDT
Interval
8h
Score
444908
Daily Profit
0.214626
Profit Factor
2.421988
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 13:44
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 351009.0994 424314.9209 -73305.8215 -178118.8812 97978.0272 -276096.9084
Total P&L (%) 351.0091 424.3149 -73.3058 -178.1189 97.978 -276.0969
Avg Daily Profit (%) 0.1775 0.2146 -0.0371 0 0.0346 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -210283 -83664 -334812 -343569 -53598 -428116
Profit Factor 1.4526 2.422 0.8464 0.7585 1.4314 0.4592
Total Trades 71 36 35 71 36 35
Winning Trades 36 18 18 35 20 15
Losing Trades 35 18 17 36 16 20
Profitability (%) 50.7042 50 51.4286 49.2958 55.5556 42.8571
Ratio Avg Win / Avg Loss 1.4123 2.422 0.7993 0.7802 1.1451 0.6122
Largest Winning Trade 183882 183882 72903 97998 57006 97998
Largest Losing Trade -135375 -47113 -135375 -84693 -39526 -84693
Avg Bars in Trades 81 44 118 81 44 118
Avg Bars in Winners 113 60 165 68 40 105
Avg Bars in Losers 48 28 68 93 50 128
Bars Traded 5758 1609 4149 5758 1609 4149
Profit Streak 0 0 544.7809 492.1143 543.7809 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 -82740 444908 -580018 -671745 -144547 -583565

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": 1758883471688,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 29,
            "offset": 0,
            "std": 1.44449
        }
    }
}
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": [
        [
            351009.0993999642,
            424314.9209110312,
            -73305.8215110669,
            -178118.8812003432,
            97978.0272312117,
            -276096.9084315549
        ],
        [
            351.009099,
            424.314921,
            -73.305822,
            -178.118881,
            97.978027,
            -276.096908
        ],
        [
            0.177546,
            0.214626,
            -0.037079,
            0,
            0.034553,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -210283,
            -83664,
            -334812,
            -343569,
            -53598,
            -428116
        ],
        [
            1.452603,
            2.421988,
            0.846364,
            0.758531,
            1.431371,
            0.459181
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            36,
            18,
            18,
            35,
            20,
            15
        ],
        [
            35,
            18,
            17,
            36,
            16,
            20
        ],
        [
            50.704225,
            50,
            51.428571,
            49.295775,
            55.555556,
            42.857143
        ],
        [
            1.412252,
            2.421988,
            0.799344,
            0.780204,
            1.145097,
            0.612241
        ],
        [
            183882,
            183882,
            72903,
            97998,
            57006,
            97998
        ],
        [
            -135375,
            -47113,
            -135375,
            -84693,
            -39526,
            -84693
        ],
        [
            81,
            44,
            118,
            81,
            44,
            118
        ],
        [
            113,
            60,
            165,
            68,
            40,
            105
        ],
        [
            48,
            28,
            68,
            93,
            50,
            128
        ],
        [
            5758,
            1609,
            4149,
            5758,
            1609,
            4149
        ],
        [
            0,
            0,
            544.780922,
            492.114256,
            543.780922,
            0
        ],
        [
            0,
            0,
            1,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -82740,
            444908,
            -580018,
            -671745,
            -144547,
            -583565
        ]
    ]
}
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": 1758883471688,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 159,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 29,
            "offset": 0,
            "std": 1.44449
        }
    }
}

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)