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Trade: WAVES/USDT/240/SINWMA/SSF/5696

Strategy
WAVES/USDT/240/SINWMA/SSF/5696
Pair
WAVES_USDT
Interval
4h
Score
407207
Daily Profit
0.360033
Profit Factor
1.616704
Profitability
44.230769
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-26 01:12
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 711425.8568 653479.6509 57946.2059 90490.2494 1551766.622 -1461276.3726
Total P&L (%) 711.4259 653.4797 57.9462 90.4902 1551.7666 -1461.2764
Avg Daily Profit (%) 0.36 0.3307 0.0293 0.0326 0.142 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -229116 -207058 -182899 -2018627 -1369954 -1781401
Profit Factor 1.6167 2.1563 1.0985 1.0129 1.5526 0.6546
Total Trades 208 104 104 208 104 104
Winning Trades 92 42 50 92 42 50
Losing Trades 116 62 54 116 62 54
Profitability (%) 44.2308 40.3846 48.0769 44.2308 40.3846 48.0769
Ratio Avg Win / Avg Loss 2.0385 3.1831 1.1864 1.2771 2.2919 0.7069
Largest Winning Trade 309568 309568 56500 1510323 1510323 729020
Largest Losing Trade -83055 -46036 -83055 -1588158 -821799 -1588158
Avg Bars in Trades 56 53 58 56 53 58
Avg Bars in Winners 81 78 83 81 78 83
Avg Bars in Losers 36 36 36 36 36 36
Bars Traded 11675 5569 6106 11675 5569 6106
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407207 332651 -267742 -356854 -4300 -581803

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548475200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838360655,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            711425.8567731386,
            653479.650852749,
            57946.2059203892,
            90490.2493760706,
            1551766.6220012952,
            -1461276.372625225
        ],
        [
            711.425857,
            653.479651,
            57.946206,
            90.490249,
            1551.766622,
            -1461.276373
        ],
        [
            0.360033,
            0.330708,
            0.029325,
            0.032618,
            0.142025,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -229116,
            -207058,
            -182899,
            -2018627,
            -1369954,
            -1781401
        ],
        [
            1.616704,
            2.156318,
            1.098472,
            1.012857,
            1.552601,
            0.654559
        ],
        [
            208,
            104,
            104,
            208,
            104,
            104
        ],
        [
            92,
            42,
            50,
            92,
            42,
            50
        ],
        [
            116,
            62,
            54,
            116,
            62,
            54
        ],
        [
            44.230769,
            40.384615,
            48.076923,
            44.230769,
            40.384615,
            48.076923
        ],
        [
            2.038453,
            3.183136,
            1.18635,
            1.27708,
            2.291935,
            0.706924
        ],
        [
            309568,
            309568,
            56500,
            1510323,
            1510323,
            729020
        ],
        [
            -83055,
            -46036,
            -83055,
            -1588158,
            -821799,
            -1588158
        ],
        [
            56,
            53,
            58,
            56,
            53,
            58
        ],
        [
            81,
            78,
            83,
            81,
            78,
            83
        ],
        [
            36,
            36,
            36,
            36,
            36,
            36
        ],
        [
            11675,
            5569,
            6106,
            11675,
            5569,
            6106
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407207,
            332651,
            -267742,
            -356854,
            -4300,
            -581803
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548475200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758838360655,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 65,
            "offset": 0,
            "poles": 3
        }
    }
}

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)