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Trade: WAVES/USDT/120/SSF/SSF/5246

Strategy
WAVES/USDT/120/SSF/SSF/5246
Pair
WAVES_USDT
Interval
2h
Score
360442
Daily Profit
0.189844
Profit Factor
1.322137
Profitability
54.901961
Streak
483.727527
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 16:27
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390976.5672 452435.0787 -61458.5115 -117103.3415 2051522.8114 -2168626.1529
Total P&L (%) 390.9766 452.4351 -61.4585 -117.1033 2051.5228 -2168.6262
Avg Daily Profit (%) 0.2416 0.2796 -0.038 0 0.1898 0
Buy And Hold Return (%) 31.4118 31.4118 31.4118 31.4118 31.4118 31.4118
Max Trade Drawdown -359896 -218363 -239283 -7354031 -2947800 -5514116
Profit Factor 1.256 1.5724 0.9166 0.9921 1.3221 0.7448
Total Trades 306 153 153 306 153 153
Winning Trades 134 61 73 153 84 69
Losing Trades 172 92 80 153 69 84
Profitability (%) 43.7909 39.8693 47.7124 50 54.902 45.098
Ratio Avg Win / Avg Loss 1.6122 2.3715 1.0045 0.9921 1.086 0.9067
Largest Winning Trade 111697 111697 49580 2441687 2441687 2422385
Largest Losing Trade -112985 -50736 -112985 -1108003 -1000882 -1108003
Avg Bars in Trades 63 65 60 63 65 60
Avg Bars in Winners 74 85 65 66 68 62
Avg Bars in Losers 54 52 56 60 61 59
Bars Traded 19341 10037 9304 19341 10037 9304
Profit Streak 0 0 497.8942 472.5609 483.7275 0
Trades During Streak 0 0 3 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 291200 268846 -578418 -578593 360442 -582438
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578729600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758979658297,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "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": [
        [
            390976.567211632,
            452435.0786718037,
            -61458.5114601723,
            -117103.3414947268,
            2051522.811389639,
            -2168626.1528843623
        ],
        [
            390.976567,
            452.435079,
            -61.458511,
            -117.103341,
            2051.522811,
            -2168.626153
        ],
        [
            0.241642,
            0.279626,
            -0.037984,
            0,
            0.189844,
            0
        ],
        [
            31.411822,
            31.411822,
            31.411822,
            31.411822,
            31.411822,
            31.411822
        ],
        [
            -359896,
            -218363,
            -239283,
            -7354031,
            -2947800,
            -5514116
        ],
        [
            1.25603,
            1.572434,
            0.916576,
            0.992122,
            1.322137,
            0.744776
        ],
        [
            306,
            153,
            153,
            306,
            153,
            153
        ],
        [
            134,
            61,
            73,
            153,
            84,
            69
        ],
        [
            172,
            92,
            80,
            153,
            69,
            84
        ],
        [
            43.79085,
            39.869281,
            47.712418,
            50,
            54.901961,
            45.098039
        ],
        [
            1.612218,
            2.37154,
            1.004467,
            0.992122,
            1.086041,
            0.906684
        ],
        [
            111697,
            111697,
            49580,
            2441687,
            2441687,
            2422385
        ],
        [
            -112985,
            -50736,
            -112985,
            -1108003,
            -1000882,
            -1108003
        ],
        [
            63,
            65,
            60,
            63,
            65,
            60
        ],
        [
            74,
            85,
            65,
            66,
            68,
            62
        ],
        [
            54,
            52,
            56,
            60,
            61,
            59
        ],
        [
            19341,
            10037,
            9304,
            19341,
            10037,
            9304
        ],
        [
            0,
            0,
            497.894193,
            472.56086,
            483.727527,
            0
        ],
        [
            0,
            0,
            3,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            291200,
            268846,
            -578418,
            -578593,
            360442,
            -582438
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578729600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758979658297,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 96,
            "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)