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Trade: WAVES/USDT/60/EMA/SSF/1611

Strategy
WAVES/USDT/60/EMA/SSF/1611
Pair
WAVES_USDT
Interval
1h
Score
516810
Daily Profit
0.228022
Profit Factor
2.821181
Profitability
57.142857
Streak
497.036873
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-27 06:53
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 301054.4118 169467.4614 131586.9504 863389.5684 425550.6603 437838.9081
Total P&L (%) 301.0544 169.4675 131.587 863.3896 425.5507 437.8389
Avg Daily Profit (%) 0.5217 0.2937 0.228 0.3933 0.2879 0.292
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37095 -41816 -18822 -438686 -432486 -215842
Profit Factor 2.3261 2.095 2.8212 1.691 1.539 1.9518
Total Trades 71 36 35 71 36 35
Winning Trades 38 18 20 38 18 20
Losing Trades 33 18 15 33 18 15
Profitability (%) 53.5211 50 57.1429 53.5211 50 57.1429
Ratio Avg Win / Avg Loss 2.0201 2.095 2.1159 1.4685 1.539 1.4638
Largest Winning Trade 58857 58857 31413 463409 463409 245542
Largest Losing Trade -22876 -22876 -14219 -245438 -245438 -177846
Avg Bars in Trades 186 171 202 186 171 202
Avg Bars in Winners 219 191 244 219 191 244
Avg Bars in Losers 148 151 145 148 151 145
Bars Traded 13247 6175 7072 13247 6175 7072
Profit Streak 0 0 497.0369 0 0 497.0369
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -76133 432461 516810 -79150 382898 436083
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669453200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758945185866,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "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": [
        [
            301054.4118166027,
            169467.4614449134,
            131586.9503716893,
            863389.5684334497,
            425550.6603397251,
            437838.9080937245
        ],
        [
            301.054412,
            169.467461,
            131.58695,
            863.389568,
            425.55066,
            437.838908
        ],
        [
            0.521686,
            0.293664,
            0.228022,
            0.393315,
            0.287943,
            0.29196
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37095,
            -41816,
            -18822,
            -438686,
            -432486,
            -215842
        ],
        [
            2.326118,
            2.094993,
            2.821181,
            1.690989,
            1.539026,
            1.951787
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            53.521127,
            50,
            57.142857,
            53.521127,
            50,
            57.142857
        ],
        [
            2.02005,
            2.094993,
            2.115886,
            1.46849,
            1.539026,
            1.46384
        ],
        [
            58857,
            58857,
            31413,
            463409,
            463409,
            245542
        ],
        [
            -22876,
            -22876,
            -14219,
            -245438,
            -245438,
            -177846
        ],
        [
            186,
            171,
            202,
            186,
            171,
            202
        ],
        [
            219,
            191,
            244,
            219,
            191,
            244
        ],
        [
            148,
            151,
            145,
            148,
            151,
            145
        ],
        [
            13247,
            6175,
            7072,
            13247,
            6175,
            7072
        ],
        [
            0,
            0,
            497.036873,
            0,
            0,
            497.036873
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76133,
            432461,
            516810,
            -79150,
            382898,
            436083
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669453200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758945185866,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 241,
            "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)