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Trade: WAVES/USDT/240/SMA/SSF/5485

Strategy
WAVES/USDT/240/SMA/SSF/5485
Pair
WAVES_USDT
Interval
4h
Score
577277
Daily Profit
0.191024
Profit Factor
3.476362
Profitability
64.516129
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-29 07:17
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 469864.9045 377463.7626 92401.1419 499558.8293 862229.6548 -362670.8255
Total P&L (%) 469.8649 377.4638 92.4011 499.5588 862.2297 -362.6708
Avg Daily Profit (%) 0.2378 0.191 0.0468 0.0907 0.1146 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -69777 -64106 -105439 -1053730 -664552 -1176216
Profit Factor 2.0412 3.4764 1.3092 1.126 1.5717 0.8524
Total Trades 62 31 31 62 31 31
Winning Trades 37 20 17 37 20 17
Losing Trades 25 11 14 25 11 14
Profitability (%) 59.6774 64.5161 54.8387 59.6774 64.5161 54.8387
Ratio Avg Win / Avg Loss 1.3792 1.912 1.0782 0.7608 0.8644 0.702
Largest Winning Trade 120597 120597 70294 517995 414149 517995
Largest Losing Trade -69777 -40334 -69777 -1053730 -405309 -1053730
Avg Bars in Trades 187 166 207 187 166 207
Avg Bars in Winners 244 206 288 244 206 288
Avg Bars in Losers 102 94 109 102 94 109
Bars Traded 11600 5172 6428 11600 5172 6428
Profit Streak 0 0 658.679 0 0 658.679
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146532 577277 -128772 -312745 -37610 -579233
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550505600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759119462500,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "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": [
        [
            469864.9044645935,
            377463.7625597639,
            92401.1419048297,
            499558.8292848913,
            862229.6548170708,
            -362670.8255321793
        ],
        [
            469.864904,
            377.463763,
            92.401142,
            499.558829,
            862.229655,
            -362.670826
        ],
        [
            0.237786,
            0.191024,
            0.046762,
            0.09068,
            0.114645,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -69777,
            -64106,
            -105439,
            -1053730,
            -664552,
            -1176216
        ],
        [
            2.041206,
            3.476362,
            1.309196,
            1.125994,
            1.571711,
            0.852379
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            59.677419,
            64.516129,
            54.83871,
            59.677419,
            64.516129,
            54.83871
        ],
        [
            1.379193,
            1.911999,
            1.078161,
            0.760807,
            0.864441,
            0.701959
        ],
        [
            120597,
            120597,
            70294,
            517995,
            414149,
            517995
        ],
        [
            -69777,
            -40334,
            -69777,
            -1053730,
            -405309,
            -1053730
        ],
        [
            187,
            166,
            207,
            187,
            166,
            207
        ],
        [
            244,
            206,
            288,
            244,
            206,
            288
        ],
        [
            102,
            94,
            109,
            102,
            94,
            109
        ],
        [
            11600,
            5172,
            6428,
            11600,
            5172,
            6428
        ],
        [
            0,
            0,
            658.678964,
            0,
            0,
            658.678964
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146532,
            577277,
            -128772,
            -312745,
            -37610,
            -579233
        ]
    ]
}
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": 1550505600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759119462500,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 189,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 222,
            "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)