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Trade: WAVES/USDT/120/SSF/SINWMA/8687

Strategy
WAVES/USDT/120/SSF/SINWMA/8687
Pair
WAVES_USDT
Interval
2h
Score
302512
Daily Profit
0.249500
Profit Factor
1.630705
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 04:06
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 235930.7596 403690.4941 -167759.7345 -101499.2251 488796.0141 -590295.2392
Total P&L (%) 235.9308 403.6905 -167.7597 -101.4992 488.796 -590.2952
Avg Daily Profit (%) 0.1458 0.2495 -0.1037 0 0.1096 0
Buy And Hold Return (%) 20.9668 20.9668 20.9668 20.9668 20.9668 20.9668
Max Trade Drawdown -343733 -270215 -239841 -815263 -396807 -624362
Profit Factor 1.1864 1.6307 0.7317 0.9597 1.4335 0.5756
Total Trades 191 96 95 191 96 95
Winning Trades 88 42 46 95 54 41
Losing Trades 103 54 49 96 42 54
Profitability (%) 46.0733 43.75 48.4211 49.7382 56.25 43.1579
Ratio Avg Win / Avg Loss 1.3887 2.0966 0.7795 0.9698 1.1149 0.7581
Largest Winning Trade 179745 179745 59862 346275 346275 271627
Largest Losing Trade -103521 -42121 -103521 -288126 -143550 -288126
Avg Bars in Trades 99 103 95 99 103 95
Avg Bars in Winners 135 150 122 108 112 103
Avg Bars in Losers 68 67 69 90 92 88
Bars Traded 18987 9950 9037 18987 9950 9037
Profit Streak 0 0 0 510.0463 558.0463 510.0463
Trades During Streak 0 0 0 3 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14352 302512 -581692 -578543 -43847 -583155
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579262400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107999374,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "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": [
        [
            235930.7596084949,
            403690.4940948643,
            -167759.7344863696,
            -101499.2250856928,
            488796.0140806118,
            -590295.2391663045
        ],
        [
            235.93076,
            403.690494,
            -167.759734,
            -101.499225,
            488.796014,
            -590.295239
        ],
        [
            0.145816,
            0.2495,
            -0.103683,
            0,
            0.109634,
            0
        ],
        [
            20.966835,
            20.966835,
            20.966835,
            20.966835,
            20.966835,
            20.966835
        ],
        [
            -343733,
            -270215,
            -239841,
            -815263,
            -396807,
            -624362
        ],
        [
            1.186442,
            1.630705,
            0.731744,
            0.959697,
            1.433486,
            0.575573
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            88,
            42,
            46,
            95,
            54,
            41
        ],
        [
            103,
            54,
            49,
            96,
            42,
            54
        ],
        [
            46.073298,
            43.75,
            48.421053,
            49.73822,
            56.25,
            43.157895
        ],
        [
            1.388677,
            2.096621,
            0.779467,
            0.969799,
            1.114934,
            0.758071
        ],
        [
            179745,
            179745,
            59862,
            346275,
            346275,
            271627
        ],
        [
            -103521,
            -42121,
            -103521,
            -288126,
            -143550,
            -288126
        ],
        [
            99,
            103,
            95,
            99,
            103,
            95
        ],
        [
            135,
            150,
            122,
            108,
            112,
            103
        ],
        [
            68,
            67,
            69,
            90,
            92,
            88
        ],
        [
            18987,
            9950,
            9037,
            18987,
            9950,
            9037
        ],
        [
            0,
            0,
            0,
            510.046289,
            558.046289,
            510.046289
        ],
        [
            0,
            0,
            0,
            3,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14352,
            302512,
            -581692,
            -578543,
            -43847,
            -583155
        ]
    ]
}
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": 1579262400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107999374,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 75,
            "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)