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Trade: WAVES/USDT/60/DCL/SSF/6543

Strategy
WAVES/USDT/60/DCL/SSF/6543
Pair
WAVES_USDT
Interval
1h
Score
357806
Daily Profit
0.239432
Profit Factor
1.266719
Profitability
65.862069
Streak
487.997366
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-26 05:56
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 138171.4702 106282.6631 31888.8071 82599.2286 65865.0476 16734.181
Total P&L (%) 138.1715 106.2827 31.8888 82.5992 65.865 16.7342
Avg Daily Profit (%) 0.2394 0.1842 0.0553 0.1044 0.0877 0.0268
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -52023 -51113 -46810 -116399 -114340 -51641
Profit Factor 1.2667 1.331 1.1619 1.1337 1.1645 1.077
Total Trades 290 145 145 290 145 145
Winning Trades 191 92 99 191 92 99
Losing Trades 99 53 46 99 53 46
Profitability (%) 65.8621 63.4483 68.2759 65.8621 63.4483 68.2759
Ratio Avg Win / Avg Loss 0.6566 0.7668 0.5399 0.5876 0.6708 0.5004
Largest Winning Trade 31100 31100 23052 61263 61263 12256
Largest Losing Trade -42474 -34498 -42474 -47579 -47579 -39615
Avg Bars in Trades 45 70 21 45 70 21
Avg Bars in Winners 30 44 16 30 44 16
Avg Bars in Losers 76 116 30 76 116 30
Bars Traded 13309 10233 3076 13309 10233 3076
Profit Streak 487.9974 0 494.8724 487.9974 0 494.8724
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 357806 261921 -163142 -124980 -116216 -300578

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668776400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758855372443,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "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": [
        [
            138171.4701928846,
            106282.6630515817,
            31888.8071413029,
            82599.228571659,
            65865.0476154593,
            16734.1809561995
        ],
        [
            138.17147,
            106.282663,
            31.888807,
            82.599229,
            65.865048,
            16.734181
        ],
        [
            0.239432,
            0.184173,
            0.055259,
            0.104394,
            0.087722,
            0.026816
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -52023,
            -51113,
            -46810,
            -116399,
            -114340,
            -51641
        ],
        [
            1.266719,
            1.331038,
            1.161887,
            1.133691,
            1.164467,
            1.076988
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            191,
            92,
            99,
            191,
            92,
            99
        ],
        [
            99,
            53,
            46,
            99,
            53,
            46
        ],
        [
            65.862069,
            63.448276,
            68.275862,
            65.862069,
            63.448276,
            68.275862
        ],
        [
            0.656572,
            0.766794,
            0.539867,
            0.58762,
            0.670834,
            0.500419
        ],
        [
            31100,
            31100,
            23052,
            61263,
            61263,
            12256
        ],
        [
            -42474,
            -34498,
            -42474,
            -47579,
            -47579,
            -39615
        ],
        [
            45,
            70,
            21,
            45,
            70,
            21
        ],
        [
            30,
            44,
            16,
            30,
            44,
            16
        ],
        [
            76,
            116,
            30,
            76,
            116,
            30
        ],
        [
            13309,
            10233,
            3076,
            13309,
            10233,
            3076
        ],
        [
            487.997366,
            0,
            494.872366,
            487.997366,
            0,
            494.872366
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            357806,
            261921,
            -163142,
            -124980,
            -116216,
            -300578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668776400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758855372443,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 14,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "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)