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Trade: WAVES/USDT/360/SSF/EMA/7361

Strategy
WAVES/USDT/360/SSF/EMA/7361
Pair
WAVES_USDT
Interval
6h
Score
316143
Daily Profit
0.197459
Profit Factor
1.401790
Profitability
46.153846
Streak
487.471800
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-29 20:19
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 390326.2199 416365.394 -26039.1742 -99633.4791 517952.1086 -617585.5877
Total P&L (%) 390.3262 416.3654 -26.0392 -99.6335 517.9521 -617.5856
Avg Daily Profit (%) 0.1975 0.2106 -0.0132 -0.2833 0.0922 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -253870 -183355 -180548 -617337 -344864 -655469
Profit Factor 1.4018 1.8161 0.9436 0.9307 2.0589 0.3484
Total Trades 104 52 52 104 52 52
Winning Trades 48 22 26 48 22 26
Losing Trades 56 30 26 56 30 26
Profitability (%) 46.1538 42.3077 50 46.1538 42.3077 50
Ratio Avg Win / Avg Loss 1.6354 2.4765 0.9436 1.0858 2.8076 0.3484
Largest Winning Trade 163678 163678 55208 357839 357839 112190
Largest Losing Trade -99648 -74814 -99648 -574438 -200894 -574438
Avg Bars in Trades 74 88 61 74 88 61
Avg Bars in Winners 89 99 80 89 99 80
Avg Bars in Losers 62 80 41 62 80 41
Bars Traded 7763 4580 3183 7763 4580 3183
Profit Streak 487.4718 0 565.7218 487.4718 0 565.7218
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316143 -171889 -759874 -579745 -248621 -759874
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759166363511,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 84,
            "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": [
        [
            390326.2198662945,
            416365.394031918,
            -26039.1741656236,
            -99633.4791091924,
            517952.1085618373,
            -617585.5876710301
        ],
        [
            390.32622,
            416.365394,
            -26.039174,
            -99.633479,
            517.952109,
            -617.585588
        ],
        [
            0.197459,
            0.210631,
            -0.013173,
            -0.28334,
            0.092176,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -253870,
            -183355,
            -180548,
            -617337,
            -344864,
            -655469
        ],
        [
            1.40179,
            1.816101,
            0.94355,
            0.930666,
            2.058894,
            0.348439
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            46.153846,
            42.307692,
            50,
            46.153846,
            42.307692,
            50
        ],
        [
            1.635421,
            2.476501,
            0.94355,
            1.085777,
            2.807583,
            0.348439
        ],
        [
            163678,
            163678,
            55208,
            357839,
            357839,
            112190
        ],
        [
            -99648,
            -74814,
            -99648,
            -574438,
            -200894,
            -574438
        ],
        [
            74,
            88,
            61,
            74,
            88,
            61
        ],
        [
            89,
            99,
            80,
            89,
            99,
            80
        ],
        [
            62,
            80,
            41,
            62,
            80,
            41
        ],
        [
            7763,
            4580,
            3183,
            7763,
            4580,
            3183
        ],
        [
            487.4718,
            0,
            565.7218,
            487.4718,
            0,
            565.7218
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316143,
            -171889,
            -759874,
            -579745,
            -248621,
            -759874
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549584000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759166363511,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 156,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 84,
            "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)