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Trade: WAVES/USDT/240/SSF/HWMA/8724

Strategy
WAVES/USDT/240/SSF/HWMA/8724
Pair
WAVES_USDT
Interval
4h
Score
444671
Daily Profit
0.214210
Profit Factor
1.236388
Profitability
50.054765
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 07:53
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 519780.2483 423278.2691 96501.9792 192791.6253 -112612.939 305404.5643
Total P&L (%) 519.7802 423.2783 96.502 192.7916 -112.6129 305.4046
Avg Daily Profit (%) 0.263 0.2142 0.0488 0.0544 0 0.0709
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -181890 -113652 -304517 -471280 -394929 -156031
Profit Factor 1.141 1.2364 1.0509 1.0447 0.9502 1.1485
Total Trades 1826 913 913 1826 913 913
Winning Trades 900 457 443 900 457 443
Losing Trades 926 456 470 926 456 470
Profitability (%) 49.2881 50.0548 48.5214 49.2881 50.0548 48.5214
Ratio Avg Win / Avg Loss 1.174 1.2337 1.115 1.0748 0.9481 1.2185
Largest Winning Trade 69905 69905 38966 117700 117700 89788
Largest Losing Trade -32635 -31401 -32635 -152626 -152626 -61426
Avg Bars in Trades 6 6 6 6 6 6
Avg Bars in Winners 6 6 6 6 6 6
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 11802 5900 5902 11802 5900 5902
Profit Streak 0 0 479.0373 0 0 479.0373
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49686 444671 -286912 -284549 -575863 -150188
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759467219922,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 233,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.66248,
            "nc": 0.70495
        }
    }
}
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": [
        [
            519780.2482922968,
            423278.2690714339,
            96501.9792208627,
            192791.625295291,
            -112612.9390088447,
            305404.5643041361
        ],
        [
            519.780248,
            423.278269,
            96.501979,
            192.791625,
            -112.612939,
            305.404564
        ],
        [
            0.263047,
            0.21421,
            0.048837,
            0.054382,
            0,
            0.070861
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -181890,
            -113652,
            -304517,
            -471280,
            -394929,
            -156031
        ],
        [
            1.141022,
            1.236388,
            1.05092,
            1.044668,
            0.950166,
            1.148519
        ],
        [
            1826,
            913,
            913,
            1826,
            913,
            913
        ],
        [
            900,
            457,
            443,
            900,
            457,
            443
        ],
        [
            926,
            456,
            470,
            926,
            456,
            470
        ],
        [
            49.288061,
            50.054765,
            48.521358,
            49.288061,
            50.054765,
            48.521358
        ],
        [
            1.173985,
            1.233682,
            1.114971,
            1.074847,
            0.948087,
            1.218519
        ],
        [
            69905,
            69905,
            38966,
            117700,
            117700,
            89788
        ],
        [
            -32635,
            -31401,
            -32635,
            -152626,
            -152626,
            -61426
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            11802,
            5900,
            5902,
            11802,
            5900,
            5902
        ],
        [
            0,
            0,
            479.037267,
            0,
            0,
            479.037268
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49686,
            444671,
            -286912,
            -284549,
            -575863,
            -150188
        ]
    ]
}
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": 1547798400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759467219922,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 233,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.66248,
            "nc": 0.70495
        }
    }
}

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)