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Trade: WAVES/USDT/480/SSF/TEMA/5237

Strategy
WAVES/USDT/480/SSF/TEMA/5237
Pair
WAVES_USDT
Interval
8h
Score
328602
Daily Profit
0.218311
Profit Factor
3.026351
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 23:09
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 548024.3682 431601.0584 116423.3097 1078349.8109 203917.0273 874432.7836
Total P&L (%) 548.0244 431.6011 116.4233 1078.3498 203.917 874.4328
Avg Daily Profit (%) 0.2772 0.2183 0.0589 0.1248 0.0562 0.1152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114829 -89769 -109451 -2467121 -1712668 -1788920
Profit Factor 2.2539 3.0264 1.5196 1.2089 1.0732 1.3682
Total Trades 61 31 30 61 31 30
Winning Trades 27 12 15 27 12 15
Losing Trades 34 19 15 34 19 15
Profitability (%) 44.2623 38.7097 50 44.2623 38.7097 50
Ratio Avg Win / Avg Loss 2.8382 4.7917 1.5196 1.5223 1.6992 1.3682
Largest Winning Trade 104325 104325 67099 1070350 821856 1070350
Largest Losing Trade -71207 -29118 -71207 -1788920 -776158 -1788920
Avg Bars in Trades 94 81 108 94 81 108
Avg Bars in Winners 158 140 173 158 140 173
Avg Bars in Losers 43 43 43 43 43 43
Bars Traded 5771 2512 3259 5771 2512 3259
Profit Streak 0 0 704.1729 0 0 704.1729
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155243 328602 -110841 -193518 -261198 -37346

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550419200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917340328,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 149,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 92,
            "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": [
        [
            548024.3681634439,
            431601.0584238019,
            116423.309739642,
            1078349.8108908301,
            203917.0273124422,
            874432.7835783875
        ],
        [
            548.024368,
            431.601058,
            116.42331,
            1078.349811,
            203.917027,
            874.432784
        ],
        [
            0.2772,
            0.218311,
            0.058889,
            0.124848,
            0.056242,
            0.115225
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114829,
            -89769,
            -109451,
            -2467121,
            -1712668,
            -1788920
        ],
        [
            2.253877,
            3.026351,
            1.519585,
            1.208871,
            1.07315,
            1.368165
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            44.262295,
            38.709677,
            50,
            44.262295,
            38.709677,
            50
        ],
        [
            2.838216,
            4.791722,
            1.519585,
            1.522282,
            1.699155,
            1.368165
        ],
        [
            104325,
            104325,
            67099,
            1070350,
            821856,
            1070350
        ],
        [
            -71207,
            -29118,
            -71207,
            -1788920,
            -776158,
            -1788920
        ],
        [
            94,
            81,
            108,
            94,
            81,
            108
        ],
        [
            158,
            140,
            173,
            158,
            140,
            173
        ],
        [
            43,
            43,
            43,
            43,
            43,
            43
        ],
        [
            5771,
            2512,
            3259,
            5771,
            2512,
            3259
        ],
        [
            0,
            0,
            704.17292,
            0,
            0,
            704.17292
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155243,
            328602,
            -110841,
            -193518,
            -261198,
            -37346
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550419200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758917340328,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 149,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 92,
            "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)