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Trade: WAVES/USDT/360/SSF/HILO/3937

Strategy
WAVES/USDT/360/SSF/HILO/3937
Pair
WAVES_USDT
Interval
6h
Score
481573
Daily Profit
0.221565
Profit Factor
2.733767
Profitability
52.173913
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-28 02:00
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 549470.337 437978.1099 111492.2271 1006642.8052 69073.0321 937569.7731
Total P&L (%) 549.4703 437.9781 111.4922 1006.6428 69.073 937.5698
Avg Daily Profit (%) 0.278 0.2216 0.0564 0.1217 0.0266 0.1184
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120224 -107289 -109728 -3166002 -2503024 -763100
Profit Factor 1.999 2.7338 1.3749 1.14 1.0168 1.3047
Total Trades 91 46 45 91 46 45
Winning Trades 47 24 23 47 24 23
Losing Trades 44 22 22 44 22 22
Profitability (%) 51.6484 52.1739 51.1111 51.6484 52.1739 51.1111
Ratio Avg Win / Avg Loss 1.8714 2.506 1.3151 1.0672 0.9321 1.2479
Largest Winning Trade 172154 172154 67754 1547097 1263731 1547097
Largest Losing Trade -43004 -43004 -42201 -1647290 -1647290 -647022
Avg Bars in Trades 84 72 96 84 72 96
Avg Bars in Winners 122 103 142 122 103 142
Avg Bars in Losers 43 37 48 43 37 48
Bars Traded 7657 3313 4344 7657 3313 4344
Profit Streak 0 0 704.4584 0 0 704.4584
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 466519 481573 -115895 -96252 -360814 -33218
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548223200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759014008741,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            549470.3369872632,
            437978.1098999484,
            111492.2270873148,
            1006642.8051630233,
            69073.0320643348,
            937569.7730986881
        ],
        [
            549.470337,
            437.97811,
            111.492227,
            1006.642805,
            69.073032,
            937.569773
        ],
        [
            0.277967,
            0.221565,
            0.056402,
            0.121683,
            0.02657,
            0.118419
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120224,
            -107289,
            -109728,
            -3166002,
            -2503024,
            -763100
        ],
        [
            1.998999,
            2.733767,
            1.374884,
            1.139967,
            1.016787,
            1.304667
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            51.648352,
            52.173913,
            51.111111,
            51.648352,
            52.173913,
            51.111111
        ],
        [
            1.871403,
            2.505953,
            1.315107,
            1.067203,
            0.932055,
            1.247943
        ],
        [
            172154,
            172154,
            67754,
            1547097,
            1263731,
            1547097
        ],
        [
            -43004,
            -43004,
            -42201,
            -1647290,
            -1647290,
            -647022
        ],
        [
            84,
            72,
            96,
            84,
            72,
            96
        ],
        [
            122,
            103,
            142,
            122,
            103,
            142
        ],
        [
            43,
            37,
            48,
            43,
            37,
            48
        ],
        [
            7657,
            3313,
            4344,
            7657,
            3313,
            4344
        ],
        [
            0,
            0,
            704.458434,
            0,
            0,
            704.458434
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            466519,
            481573,
            -115895,
            -96252,
            -360814,
            -33218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548223200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759014008741,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 250,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)