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Trade: WAVES/USDT/720/SSF/BBL/1747

Strategy
WAVES/USDT/720/SSF/BBL/1747
Pair
WAVES_USDT
Interval
12h
Score
315124
Daily Profit
0.265683
Profit Factor
1.775730
Profitability
39.705882
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 05:08
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 569071.0309 525389.0454 43681.9855 210884.0391 439701.419 -228817.38
Total P&L (%) 569.071 525.389 43.682 210.884 439.7014 -228.8174
Avg Daily Profit (%) 0.2878 0.2657 0.0221 0.0574 0.0853 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -207351 -125293 -224040 -418895 -429338 -443472
Profit Factor 1.4257 1.7757 1.0662 1.062 1.2389 0.8532
Total Trades 408 204 204 408 204 204
Winning Trades 153 81 72 153 81 72
Losing Trades 255 123 132 255 123 132
Profitability (%) 37.5 39.7059 35.2941 37.5 39.7059 35.2941
Ratio Avg Win / Avg Loss 2.3761 2.6965 1.9547 1.7701 1.8813 1.5642
Largest Winning Trade 152535 152535 73686 299006 299006 189763
Largest Losing Trade -68553 -33840 -68553 -131727 -131727 -105775
Avg Bars in Trades 9 6 12 9 6 12
Avg Bars in Winners 17 9 26 17 9 26
Avg Bars in Losers 4 4 4 4 4 4
Bars Traded 3881 1374 2507 3881 1374 2507
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 298806 315124 -316748 -269926 -81480 -582929
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758938903100,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 86,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 154,
            "offset": 0,
            "std": 2.8626
        }
    }
}
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": [
        [
            569071.0308813846,
            525389.0453697584,
            43681.9855116267,
            210884.0390678011,
            439701.4190436126,
            -228817.3799758111
        ],
        [
            569.071031,
            525.389045,
            43.681986,
            210.884039,
            439.701419,
            -228.81738
        ],
        [
            0.287773,
            0.265683,
            0.022089,
            0.057374,
            0.085288,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -207351,
            -125293,
            -224040,
            -418895,
            -429338,
            -443472
        ],
        [
            1.425663,
            1.77573,
            1.066223,
            1.062044,
            1.238909,
            0.853179
        ],
        [
            408,
            204,
            204,
            408,
            204,
            204
        ],
        [
            153,
            81,
            72,
            153,
            81,
            72
        ],
        [
            255,
            123,
            132,
            255,
            123,
            132
        ],
        [
            37.5,
            39.705882,
            35.294118,
            37.5,
            39.705882,
            35.294118
        ],
        [
            2.376105,
            2.696479,
            1.954742,
            1.770074,
            1.881306,
            1.564161
        ],
        [
            152535,
            152535,
            73686,
            299006,
            299006,
            189763
        ],
        [
            -68553,
            -33840,
            -68553,
            -131727,
            -131727,
            -105775
        ],
        [
            9,
            6,
            12,
            9,
            6,
            12
        ],
        [
            17,
            9,
            26,
            17,
            9,
            26
        ],
        [
            4,
            4,
            4,
            4,
            4,
            4
        ],
        [
            3881,
            1374,
            2507,
            3881,
            1374,
            2507
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            298806,
            315124,
            -316748,
            -269926,
            -81480,
            -582929
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758938903100,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 86,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 154,
            "offset": 0,
            "std": 2.8626
        }
    }
}

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)