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Trade: WAVES/USDT/120/WMA/SSF/5114

Strategy
WAVES/USDT/120/WMA/SSF/5114
Pair
WAVES_USDT
Interval
2h
Score
467576
Daily Profit
0.411167
Profit Factor
1.685633
Profitability
43.601896
Streak
510.827604
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 20:51
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 665268.675 573916.1208 91352.5542 1292431.2844 1082808.7389 209622.5455
Total P&L (%) 665.2687 573.9161 91.3526 1292.4313 1082.8087 209.6225
Avg Daily Profit (%) 0.4112 0.3547 0.0565 0.1629 0.1528 0.0699
Buy And Hold Return (%) 22.4258 22.4258 22.4258 22.4258 22.4258 22.4258
Max Trade Drawdown -104577 -156451 -99452 -2006748 -1737139 -1979892
Profit Factor 1.6856 2.1167 1.2002 1.1129 1.1857 1.0373
Total Trades 211 106 105 211 106 105
Winning Trades 92 45 47 92 45 47
Losing Trades 119 61 58 119 61 58
Profitability (%) 43.6019 42.4528 44.7619 43.6019 42.4528 44.7619
Ratio Avg Win / Avg Loss 2.1803 2.8693 1.4811 1.4395 1.6073 1.2801
Largest Winning Trade 175462 175462 54313 1599063 1599063 614575
Largest Losing Trade -51904 -38802 -51904 -1303003 -468508 -1303003
Avg Bars in Trades 90 90 89 90 90 89
Avg Bars in Winners 128 140 118 128 140 118
Avg Bars in Losers 60 54 66 60 54 66
Bars Traded 19039 9633 9406 19039 9633 9406
Profit Streak 510.8276 517.4943 510.8276 510.8276 517.4943 510.8276
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467576 400979 -121936 -88665 -9708 -280851
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579608000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760032304983,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 106,
            "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": [
        [
            665268.6750167747,
            573916.1208418908,
            91352.5541748841,
            1292431.2844029523,
            1082808.7388966365,
            209622.5455063167
        ],
        [
            665.268675,
            573.916121,
            91.352554,
            1292.431284,
            1082.808739,
            209.622546
        ],
        [
            0.411167,
            0.354707,
            0.05646,
            0.162904,
            0.152804,
            0.069875
        ],
        [
            22.425759,
            22.425759,
            22.425759,
            22.425759,
            22.425759,
            22.425759
        ],
        [
            -104577,
            -156451,
            -99452,
            -2006748,
            -1737139,
            -1979892
        ],
        [
            1.685633,
            2.11668,
            1.200181,
            1.112899,
            1.185746,
            1.037312
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            92,
            45,
            47,
            92,
            45,
            47
        ],
        [
            119,
            61,
            58,
            119,
            61,
            58
        ],
        [
            43.601896,
            42.45283,
            44.761905,
            43.601896,
            42.45283,
            44.761905
        ],
        [
            2.18033,
            2.869278,
            1.481074,
            1.439511,
            1.607344,
            1.280087
        ],
        [
            175462,
            175462,
            54313,
            1599063,
            1599063,
            614575
        ],
        [
            -51904,
            -38802,
            -51904,
            -1303003,
            -468508,
            -1303003
        ],
        [
            90,
            90,
            89,
            90,
            90,
            89
        ],
        [
            128,
            140,
            118,
            128,
            140,
            118
        ],
        [
            60,
            54,
            66,
            60,
            54,
            66
        ],
        [
            19039,
            9633,
            9406,
            19039,
            9633,
            9406
        ],
        [
            510.827604,
            517.494271,
            510.827604,
            510.827604,
            517.494271,
            510.827604
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467576,
            400979,
            -121936,
            -88665,
            -9708,
            -280851
        ]
    ]
}
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": 1579608000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760032304983,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 106,
            "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)