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Trade: WAVES/USDT/120/MIDPRICE/SSF/2065

Strategy
WAVES/USDT/120/MIDPRICE/SSF/2065
Pair
WAVES_USDT
Interval
2h
Score
350070
Daily Profit
0.195772
Profit Factor
1.311128
Profitability
51.948052
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 01:39
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 243016.5271 316759.4843 -73742.9572 -72915.4607 50600.7581 -123516.2188
Total P&L (%) 243.0165 316.7595 -73.743 -72.9155 50.6008 -123.5162
Avg Daily Profit (%) 0.1502 0.1958 -0.0456 -0.0807 0.0253 0
Buy And Hold Return (%) 18.7376 18.7376 18.7376 18.7376 18.7376 18.7376
Max Trade Drawdown -167651 -99074 -348934 -154767 -66608 -184147
Profit Factor 1.1076 1.3111 0.9406 0.8879 1.1892 0.6774
Total Trades 769 385 384 769 385 384
Winning Trades 383 200 183 383 200 183
Losing Trades 386 185 201 386 185 201
Profitability (%) 49.8049 51.9481 47.6563 49.8049 51.9481 47.6563
Ratio Avg Win / Avg Loss 1.1162 1.2128 1.0331 0.8948 1.1 0.744
Largest Winning Trade 75444 75444 63863 18083 12772 18083
Largest Losing Trade -61589 -31936 -61589 -66154 -28375 -66154
Avg Bars in Trades 25 21 28 25 21 28
Avg Bars in Winners 24 20 28 24 20 28
Avg Bars in Losers 25 22 28 25 22 28
Bars Traded 19325 8265 11060 19325 8265 11060
Profit Streak 0 0 498.7773 0 0 498.7773
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -90787 350070 -576939 -576559 -172839 -578606
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579104000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759790360785,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "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": [
        [
            243016.527090855,
            316759.4843133402,
            -73742.957222485,
            -72915.4607100482,
            50600.7581396196,
            -123516.2188496678
        ],
        [
            243.016527,
            316.759484,
            -73.742957,
            -72.915461,
            50.600758,
            -123.516219
        ],
        [
            0.150196,
            0.195772,
            -0.045577,
            -0.080697,
            0.02531,
            0
        ],
        [
            18.737586,
            18.737586,
            18.737586,
            18.737586,
            18.737586,
            18.737586
        ],
        [
            -167651,
            -99074,
            -348934,
            -154767,
            -66608,
            -184147
        ],
        [
            1.107569,
            1.311128,
            0.940581,
            0.887871,
            1.189216,
            0.677385
        ],
        [
            769,
            385,
            384,
            769,
            385,
            384
        ],
        [
            383,
            200,
            183,
            383,
            200,
            183
        ],
        [
            386,
            185,
            201,
            386,
            185,
            201
        ],
        [
            49.804941,
            51.948052,
            47.65625,
            49.804941,
            51.948052,
            47.65625
        ],
        [
            1.116244,
            1.212793,
            1.033098,
            0.894826,
            1.100025,
            0.744013
        ],
        [
            75444,
            75444,
            63863,
            18083,
            12772,
            18083
        ],
        [
            -61589,
            -31936,
            -61589,
            -66154,
            -28375,
            -66154
        ],
        [
            25,
            21,
            28,
            25,
            21,
            28
        ],
        [
            24,
            20,
            28,
            24,
            20,
            28
        ],
        [
            25,
            22,
            28,
            25,
            22,
            28
        ],
        [
            19325,
            8265,
            11060,
            19325,
            8265,
            11060
        ],
        [
            0,
            0,
            498.777324,
            0,
            0,
            498.777324
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -90787,
            350070,
            -576939,
            -576559,
            -172839,
            -578606
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579104000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759790360785,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 60,
            "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)