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Trade: WAVES/USDT/120/SSF/PWMA/6139

Strategy
WAVES/USDT/120/SSF/PWMA/6139
Pair
WAVES_USDT
Interval
2h
Score
346167
Daily Profit
0.204088
Profit Factor
1.355630
Profitability
54.513889
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 19:53
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 173186.4573 330213.6259 -157027.1686 -101919.0642 381879.5001 -483798.5643
Total P&L (%) 173.1865 330.2136 -157.0272 -101.9191 381.8795 -483.7986
Avg Daily Profit (%) 0.107 0.2041 -0.0971 0 0.0972 0
Buy And Hold Return (%) 20.2638 20.2638 20.2638 20.2638 20.2638 20.2638
Max Trade Drawdown -529791 -238579 -424143 -465617 -124232 -534912
Profit Factor 1.0849 1.3556 0.8587 0.9456 1.5133 0.572
Total Trades 576 288 288 576 288 288
Winning Trades 298 157 141 268 143 125
Losing Trades 278 131 147 308 145 163
Profitability (%) 51.7361 54.5139 48.9583 46.5278 49.6528 43.4028
Ratio Avg Win / Avg Loss 1.0121 1.1311 0.8952 1.0868 1.5344 0.7459
Largest Winning Trade 101999 101999 38720 142338 142338 54051
Largest Losing Trade -124001 -50003 -124001 -300165 -54774 -300165
Avg Bars in Trades 33 32 33 33 32 33
Avg Bars in Winners 31 30 31 34 33 35
Avg Bars in Losers 35 35 35 32 32 32
Bars Traded 19221 9482 9739 19221 9482 9739
Profit Streak 477.3705 0 482.4539 0 481.7872 0
Trades During Streak 1 0 2 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -173393 346167 -579271 -577452 -59258 -582392
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579291200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905613378,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 79,
            "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": [
        [
            173186.4572574712,
            330213.6258828688,
            -157027.1686253973,
            -101919.0641723975,
            381879.5001389605,
            -483798.564311359
        ],
        [
            173.186457,
            330.213626,
            -157.027169,
            -101.919064,
            381.8795,
            -483.798564
        ],
        [
            0.107037,
            0.204088,
            -0.09705,
            0,
            0.097237,
            0
        ],
        [
            20.263776,
            20.263776,
            20.263776,
            20.263776,
            20.263776,
            20.263776
        ],
        [
            -529791,
            -238579,
            -424143,
            -465617,
            -124232,
            -534912
        ],
        [
            1.084914,
            1.35563,
            0.858665,
            0.945628,
            1.51325,
            0.572022
        ],
        [
            576,
            288,
            288,
            576,
            288,
            288
        ],
        [
            298,
            157,
            141,
            268,
            143,
            125
        ],
        [
            278,
            131,
            147,
            308,
            145,
            163
        ],
        [
            51.736111,
            54.513889,
            48.958333,
            46.527778,
            49.652778,
            43.402778
        ],
        [
            1.012101,
            1.131131,
            0.895204,
            1.086766,
            1.534415,
            0.745917
        ],
        [
            101999,
            101999,
            38720,
            142338,
            142338,
            54051
        ],
        [
            -124001,
            -50003,
            -124001,
            -300165,
            -54774,
            -300165
        ],
        [
            33,
            32,
            33,
            33,
            32,
            33
        ],
        [
            31,
            30,
            31,
            34,
            33,
            35
        ],
        [
            35,
            35,
            35,
            32,
            32,
            32
        ],
        [
            19221,
            9482,
            9739,
            19221,
            9482,
            9739
        ],
        [
            477.370525,
            0,
            482.453858,
            0,
            481.787192,
            0
        ],
        [
            1,
            0,
            2,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -173393,
            346167,
            -579271,
            -577452,
            -59258,
            -582392
        ]
    ]
}
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": 1579291200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758905613378,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 207,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 79,
            "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)