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Trade: WAVES/USDT/120/OHLC4/SSF/4816

Strategy
WAVES/USDT/120/OHLC4/SSF/4816
Pair
WAVES_USDT
Interval
2h
Score
507787
Daily Profit
0.429248
Profit Factor
1.539494
Profitability
45.559211
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 17:58
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 694522.783 608205.9311 86316.8519 1697509.7649 864484.1688 833025.5961
Total P&L (%) 694.5228 608.2059 86.3169 1697.5098 864.4842 833.0256
Avg Daily Profit (%) 0.4292 0.3759 0.0533 0.1787 0.1402 0.1381
Buy And Hold Return (%) 24.465 24.465 24.465 24.465 24.465 24.465
Max Trade Drawdown -149297 -199646 -68055 -5982033 -6387302 -1753585
Profit Factor 1.5395 1.927 1.1367 1.0819 1.0747 1.0909
Total Trades 608 304 304 608 304 304
Winning Trades 277 145 132 277 145 132
Losing Trades 331 159 172 331 159 172
Profitability (%) 45.5592 47.6974 43.4211 45.5592 47.6974 43.4211
Ratio Avg Win / Avg Loss 1.8396 2.1131 1.4812 1.2928 1.1785 1.4215
Largest Winning Trade 166905 166905 60716 3061035 3061035 2084273
Largest Losing Trade -42554 -39272 -42554 -2220041 -2220041 -1050919
Avg Bars in Trades 31 31 31 31 31 31
Avg Bars in Winners 41 42 40 41 42 40
Avg Bars in Losers 22 21 23 22 21 23
Bars Traded 19123 9655 9468 19123 9655 9468
Profit Streak 0 0 496.2076 0 0 496.2076
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 507787 480217 -194619 -121170 -143720 -128919
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579593600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759676335171,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            694522.7829898817,
            608205.9310648306,
            86316.8519250508,
            1697509.7649148658,
            864484.1687773656,
            833025.5961375044
        ],
        [
            694.522783,
            608.205931,
            86.316852,
            1697.509765,
            864.484169,
            833.025596
        ],
        [
            0.429248,
            0.3759,
            0.053348,
            0.178712,
            0.140174,
            0.138121
        ],
        [
            24.465009,
            24.465009,
            24.465009,
            24.465009,
            24.465009,
            24.465009
        ],
        [
            -149297,
            -199646,
            -68055,
            -5982033,
            -6387302,
            -1753585
        ],
        [
            1.539494,
            1.926995,
            1.136739,
            1.081865,
            1.07469,
            1.090931
        ],
        [
            608,
            304,
            304,
            608,
            304,
            304
        ],
        [
            277,
            145,
            132,
            277,
            145,
            132
        ],
        [
            331,
            159,
            172,
            331,
            159,
            172
        ],
        [
            45.559211,
            47.697368,
            43.421053,
            45.559211,
            47.697368,
            43.421053
        ],
        [
            1.839612,
            2.11305,
            1.481205,
            1.292771,
            1.178454,
            1.421516
        ],
        [
            166905,
            166905,
            60716,
            3061035,
            3061035,
            2084273
        ],
        [
            -42554,
            -39272,
            -42554,
            -2220041,
            -2220041,
            -1050919
        ],
        [
            31,
            31,
            31,
            31,
            31,
            31
        ],
        [
            41,
            42,
            40,
            41,
            42,
            40
        ],
        [
            22,
            21,
            23,
            22,
            21,
            23
        ],
        [
            19123,
            9655,
            9468,
            19123,
            9655,
            9468
        ],
        [
            0,
            0,
            496.207583,
            0,
            0,
            496.207583
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507787,
            480217,
            -194619,
            -121170,
            -143720,
            -128919
        ]
    ]
}
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": 1579593600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759676335171,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 151,
            "offset": 0,
            "poles": 2
        }
    }
}

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)