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Trade: MATIC/USDT/240/SSF/WMA/5641

Strategy
MATIC/USDT/240/SSF/WMA/5641
Pair
MATIC_USDT
Interval
4h
Score
332565
Daily Profit
0.205195
Profit Factor
1.557038
Profitability
58.139535
Streak
560.166756
Best Strategy
Training Data Length
1963.000000
Evaluation Time
2025-10-01 15:00
Expiration Time
2024-11-07 23:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1400451.1808 123248.4375 -1523699.6183 107136.9041 -5384488.0265 5491624.9306
Total P&L (%) -1400.4512 123.2484 -1523.6996 107.1369 -5384.488 5491.6249
Avg Daily Profit (%) -0.7134 0.0628 -0.7762 0.0371 0 0.2052
Buy And Hold Return (%) 1719.6643 1719.6643 1719.6643 1719.6643 1719.6643 1719.6643
Max Trade Drawdown -1655698 -93542 -1628742 -10116054 -5783730 -6737870
Profit Factor 0.3314 1.4811 0.1711 1.0065 0.1835 1.557
Total Trades 86 43 43 86 43 43
Winning Trades 51 27 24 49 24 25
Losing Trades 35 16 19 37 19 18
Profitability (%) 59.3023 62.7907 55.814 56.9767 55.814 58.1395
Ratio Avg Win / Avg Loss 0.2274 0.8777 0.1355 0.76 0.1453 1.1211
Largest Winning Trade 60890 44666 60890 13521239 214053 13521239
Largest Losing Trade -1377006 -61736 -1377006 -6636200 -2974576 -6636200
Avg Bars in Trades 132 137 127 132 137 127
Avg Bars in Winners 72 73 72 79 79 79
Avg Bars in Losers 220 246 197 203 211 194
Bars Traded 11418 5932 5486 11418 5932 5486
Profit Streak 440.1668 440.1668 560.1668 440.1668 440.1668 560.1668
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578004 -273051 -578639 -521670 -579388 332565
Evaluation Data
{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559275200000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759320007701,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 87,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    }
}
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": [
        [
            -1400451.180765457,
            123248.4375172081,
            -1523699.6182826653,
            107136.9041038928,
            -5384488.02645831,
            5491624.930562197
        ],
        [
            -1400.451181,
            123.248438,
            -1523.699618,
            107.136904,
            -5384.488026,
            5491.624931
        ],
        [
            -0.713424,
            0.062786,
            -0.77621,
            0.037104,
            0,
            0.205195
        ],
        [
            1719.664269,
            1719.664269,
            1719.664269,
            1719.664269,
            1719.664269,
            1719.664269
        ],
        [
            -1655698,
            -93542,
            -1628742,
            -10116054,
            -5783730,
            -6737870
        ],
        [
            0.331361,
            1.481051,
            0.171125,
            1.006512,
            0.183517,
            1.557038
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            51,
            27,
            24,
            49,
            24,
            25
        ],
        [
            35,
            16,
            19,
            37,
            19,
            18
        ],
        [
            59.302326,
            62.790698,
            55.813953,
            56.976744,
            55.813953,
            58.139535
        ],
        [
            0.227405,
            0.87766,
            0.135474,
            0.760019,
            0.145284,
            1.121067
        ],
        [
            60890,
            44666,
            60890,
            13521239,
            214053,
            13521239
        ],
        [
            -1377006,
            -61736,
            -1377006,
            -6636200,
            -2974576,
            -6636200
        ],
        [
            132,
            137,
            127,
            132,
            137,
            127
        ],
        [
            72,
            73,
            72,
            79,
            79,
            79
        ],
        [
            220,
            246,
            197,
            203,
            211,
            194
        ],
        [
            11418,
            5932,
            5486,
            11418,
            5932,
            5486
        ],
        [
            440.166756,
            440.166756,
            560.166756,
            440.166756,
            440.166756,
            560.166756
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578004,
            -273051,
            -578639,
            -521670,
            -579388,
            332565
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MATIC_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11778,
    "evaluation_days": 1963,
    "actual_first_datapoint_time": 1556280000000,
    "first_datapoint_time": 1559275200000,
    "last_datapoint_time": 1725926400000,
    "evaluation_time": 1759320007701,
    "expiration_time": 1731014496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 87,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 207,
            "offset": 0
        }
    }
}

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)