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Trade: WAVES/USDT/720/SSF/BBL/2958

Strategy
WAVES/USDT/720/SSF/BBL/2958
Pair
WAVES_USDT
Interval
12h
Score
580681
Daily Profit
0.196669
Profit Factor
5.173256
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-06 02:22
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 511425.0306 388912.4042 122512.6263 2941412.7868 1891743.2042 1049669.5826
Total P&L (%) 511.425 388.9124 122.5126 2941.4128 1891.7432 1049.6696
Avg Daily Profit (%) 0.2586 0.1967 0.062 0.1728 0.1514 0.1236
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -65670 -18516 -102949 -596915 -426928 -618075
Profit Factor 3.0722 5.1733 1.7976 2.2401 2.8681 1.7723
Total Trades 57 29 28 57 29 28
Winning Trades 29 16 13 29 16 13
Losing Trades 28 13 15 28 13 15
Profitability (%) 50.8772 55.1724 46.4286 50.8772 55.1724 46.4286
Ratio Avg Win / Avg Loss 2.9663 4.2033 2.0741 2.1629 2.3304 2.0449
Largest Winning Trade 105602 105602 76208 894524 819526 894524
Largest Losing Trade -32483 -13405 -32483 -316381 -316381 -309927
Avg Bars in Trades 64 55 72 64 55 72
Avg Bars in Winners 97 73 126 97 73 126
Avg Bars in Losers 29 33 26 29 33 26
Bars Traded 3650 1607 2042 3650 1607 2042
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 -164977 580681 -129236 -167316 493680 -46714
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": 1548028800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759706552157,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 7,
            "offset": 0,
            "std": 1.65554
        }
    }
}
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": [
        [
            511425.0305786356,
            388912.4042329575,
            122512.626345678,
            2941412.7868383685,
            1891743.2042465073,
            1049669.582591861
        ],
        [
            511.425031,
            388.912404,
            122.512626,
            2941.412787,
            1891.743204,
            1049.669583
        ],
        [
            0.258622,
            0.196669,
            0.061953,
            0.172837,
            0.151396,
            0.123569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -65670,
            -18516,
            -102949,
            -596915,
            -426928,
            -618075
        ],
        [
            3.072202,
            5.173256,
            1.797551,
            2.240128,
            2.868143,
            1.772253
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            50.877193,
            55.172414,
            46.428571,
            50.877193,
            55.172414,
            46.428571
        ],
        [
            2.966264,
            4.203271,
            2.074097,
            2.162882,
            2.330366,
            2.044908
        ],
        [
            105602,
            105602,
            76208,
            894524,
            819526,
            894524
        ],
        [
            -32483,
            -13405,
            -32483,
            -316381,
            -316381,
            -309927
        ],
        [
            64,
            55,
            72,
            64,
            55,
            72
        ],
        [
            97,
            73,
            126,
            97,
            73,
            126
        ],
        [
            29,
            33,
            26,
            29,
            33,
            26
        ],
        [
            3650,
            1607,
            2042,
            3650,
            1607,
            2042
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164977,
            580681,
            -129236,
            -167316,
            493680,
            -46714
        ]
    ]
}
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": 1548028800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759706552157,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 219,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 7,
            "offset": 0,
            "std": 1.65554
        }
    }
}

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)