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Trade: WAVES/USDT/240/SSF/RMA/9514

Strategy
WAVES/USDT/240/SSF/RMA/9514
Pair
WAVES_USDT
Interval
4h
Score
302328
Daily Profit
0.222964
Profit Factor
1.466521
Profitability
45.045045
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-07 15:44
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 440577.5392 430920.4224 9657.1168 -32616.1241 1198890.6916 -1231506.8157
Total P&L (%) 440.5775 430.9204 9.6571 -32.6161 1198.8907 -1231.5068
Avg Daily Profit (%) 0.223 0.2181 0.0049 -0.02 0.1298 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -272219 -230753 -169744 -1423552 -415898 -1581869
Profit Factor 1.4665 1.8741 1.0214 0.9904 2.1813 0.482
Total Trades 111 56 55 111 56 55
Winning Trades 50 23 27 50 23 27
Losing Trades 61 33 28 61 33 28
Profitability (%) 45.045 41.0714 49.0909 45.045 41.0714 49.0909
Ratio Avg Win / Avg Loss 1.7892 2.6889 1.0592 1.2083 3.1297 0.4998
Largest Winning Trade 160525 160525 48859 608533 608533 285978
Largest Losing Trade -78238 -53140 -78238 -1013104 -165407 -1013104
Avg Bars in Trades 104 107 101 104 107 101
Avg Bars in Winners 151 161 143 151 161 143
Avg Bars in Losers 65 69 61 65 69 61
Bars Traded 11593 6001 5592 11593 6001 5592
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 302328 -172194 -729471 -580743 -198639 -761186
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548446400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759841087485,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    }
}
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": [
        [
            440577.5391921591,
            430920.4224322845,
            9657.1167598746,
            -32616.1241292253,
            1198890.691587986,
            -1231506.8157172115
        ],
        [
            440.577539,
            430.920422,
            9.657117,
            -32.616124,
            1198.890692,
            -1231.506816
        ],
        [
            0.222964,
            0.218077,
            0.004887,
            -0.019976,
            0.129846,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -272219,
            -230753,
            -169744,
            -1423552,
            -415898,
            -1581869
        ],
        [
            1.466521,
            1.874107,
            1.021393,
            0.990385,
            2.18134,
            0.48198
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            45.045045,
            41.071429,
            49.090909,
            45.045045,
            41.071429,
            49.090909
        ],
        [
            1.789156,
            2.688936,
            1.059223,
            1.20827,
            3.129748,
            0.499832
        ],
        [
            160525,
            160525,
            48859,
            608533,
            608533,
            285978
        ],
        [
            -78238,
            -53140,
            -78238,
            -1013104,
            -165407,
            -1013104
        ],
        [
            104,
            107,
            101,
            104,
            107,
            101
        ],
        [
            151,
            161,
            143,
            151,
            161,
            143
        ],
        [
            65,
            69,
            61,
            65,
            69,
            61
        ],
        [
            11593,
            6001,
            5592,
            11593,
            6001,
            5592
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302328,
            -172194,
            -729471,
            -580743,
            -198639,
            -761186
        ]
    ]
}
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": 1548446400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759841087485,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 199,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 46,
            "offset": 0
        }
    }
}

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)