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Trade: WAVES/USDT/240/MIDPRICE/SSF/5030

Strategy
WAVES/USDT/240/MIDPRICE/SSF/5030
Pair
WAVES_USDT
Interval
4h
Score
406602
Daily Profit
0.285086
Profit Factor
1.383300
Profitability
46.907216
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 23:34
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 563329.8633 456937.4546 106392.4087 547422.3162 385111.8408 162310.4755
Total P&L (%) 563.3299 456.9375 106.3924 547.4223 385.1118 162.3105
Avg Daily Profit (%) 0.2851 0.2312 0.0538 0.0946 0.08 0.0488
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135010 -104006 -215288 -392036 -566087 -303381
Profit Factor 1.3833 1.5929 1.1522 1.1885 1.2277 1.1339
Total Trades 388 194 194 388 194 194
Winning Trades 182 88 94 182 88 94
Losing Trades 206 106 100 206 106 100
Profitability (%) 46.9072 45.3608 48.4536 46.9072 45.3608 48.4536
Ratio Avg Win / Avg Loss 1.5657 1.9188 1.2257 1.3453 1.4788 1.2063
Largest Winning Trade 106115 106115 74061 423265 423265 144669
Largest Losing Trade -42792 -35381 -42792 -190727 -190727 -114054
Avg Bars in Trades 30 24 36 30 24 36
Avg Bars in Winners 37 30 43 37 30 43
Avg Bars in Losers 23 19 28 23 19 28
Bars Traded 11712 4724 6988 11712 4724 6988
Profit Streak 0 0 504.3574 0 0 504.3574
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 406602 353056 -173686 -78609 -87629 -200508
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548734400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437281062,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 23,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            563329.8633423817,
            456937.4546024213,
            106392.4087399601,
            547422.3162355869,
            385111.8407755387,
            162310.4754600478
        ],
        [
            563.329863,
            456.937455,
            106.392409,
            547.422316,
            385.111841,
            162.310475
        ],
        [
            0.285086,
            0.231244,
            0.053842,
            0.09457,
            0.079951,
            0.048815
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135010,
            -104006,
            -215288,
            -392036,
            -566087,
            -303381
        ],
        [
            1.3833,
            1.592939,
            1.152195,
            1.188535,
            1.227685,
            1.133905
        ],
        [
            388,
            194,
            194,
            388,
            194,
            194
        ],
        [
            182,
            88,
            94,
            182,
            88,
            94
        ],
        [
            206,
            106,
            100,
            206,
            106,
            100
        ],
        [
            46.907216,
            45.360825,
            48.453608,
            46.907216,
            45.360825,
            48.453608
        ],
        [
            1.565714,
            1.918768,
            1.22574,
            1.345265,
            1.478803,
            1.206282
        ],
        [
            106115,
            106115,
            74061,
            423265,
            423265,
            144669
        ],
        [
            -42792,
            -35381,
            -42792,
            -190727,
            -190727,
            -114054
        ],
        [
            30,
            24,
            36,
            30,
            24,
            36
        ],
        [
            37,
            30,
            43,
            37,
            30,
            43
        ],
        [
            23,
            19,
            28,
            23,
            19,
            28
        ],
        [
            11712,
            4724,
            6988,
            11712,
            4724,
            6988
        ],
        [
            0,
            0,
            504.35742,
            0,
            0,
            504.35742
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            406602,
            353056,
            -173686,
            -78609,
            -87629,
            -200508
        ]
    ]
}
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": 1548734400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437281062,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 23,
            "offset": 0,
            "poles": 3
        }
    }
}

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)