← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: WAVES/USDT/720/SSF/WMA/1127

Strategy
WAVES/USDT/720/SSF/WMA/1127
Pair
WAVES_USDT
Interval
12h
Score
343234
Daily Profit
0.164999
Profit Factor
2.106027
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 03:14
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 317891.673 326285.5265 -8393.8535 -23416.0067 548381.3801 -571797.3868
Total P&L (%) 317.8917 326.2855 -8.3939 -23.416 548.3814 -571.7974
Avg Daily Profit (%) 0.1608 0.165 -0.0042 -0.0135 0.0946 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208030 -155175 -128771 -999034 -803442 -908092
Profit Factor 1.4826 2.106 0.9769 0.9922 1.4172 0.6621
Total Trades 66 33 33 66 33 33
Winning Trades 31 15 16 31 15 16
Losing Trades 35 18 17 35 18 17
Profitability (%) 46.9697 45.4545 48.4848 46.9697 45.4545 48.4848
Ratio Avg Win / Avg Loss 1.6739 2.5272 1.038 1.1202 1.7006 0.7035
Largest Winning Trade 157614 157614 64612 562353 562353 378568
Largest Losing Trade -56711 -49115 -56711 -501675 -501675 -350951
Avg Bars in Trades 58 52 64 58 52 64
Avg Bars in Winners 91 79 102 91 79 102
Avg Bars in Losers 30 30 29 30 30 29
Bars Traded 3881 1741 2140 3881 1741 2140
Profit Streak 0 0 660.51 0 0 660.51
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -120359 343234 -578767 -709067 -66172 -580434
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": 1549065600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932063204,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "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": [
        [
            317891.6729717163,
            326285.5264890377,
            -8393.8535173213,
            -23416.0066995619,
            548381.3800599232,
            -571797.3867594852
        ],
        [
            317.891673,
            326.285526,
            -8.393854,
            -23.416007,
            548.38138,
            -571.797387
        ],
        [
            0.160754,
            0.164999,
            -0.004245,
            -0.01349,
            0.094574,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208030,
            -155175,
            -128771,
            -999034,
            -803442,
            -908092
        ],
        [
            1.482636,
            2.106027,
            0.976918,
            0.992212,
            1.417192,
            0.662111
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            46.969697,
            45.454545,
            48.484848,
            46.969697,
            45.454545,
            48.484848
        ],
        [
            1.673944,
            2.527233,
            1.037975,
            1.120239,
            1.700631,
            0.703493
        ],
        [
            157614,
            157614,
            64612,
            562353,
            562353,
            378568
        ],
        [
            -56711,
            -49115,
            -56711,
            -501675,
            -501675,
            -350951
        ],
        [
            58,
            52,
            64,
            58,
            52,
            64
        ],
        [
            91,
            79,
            102,
            91,
            79,
            102
        ],
        [
            30,
            30,
            29,
            30,
            30,
            29
        ],
        [
            3881,
            1741,
            2140,
            3881,
            1741,
            2140
        ],
        [
            0,
            0,
            660.509991,
            0,
            0,
            660.509991
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -120359,
            343234,
            -578767,
            -709067,
            -66172,
            -580434
        ]
    ]
}
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": 1549065600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932063204,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 116,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "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)