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Trade: WAVES/USDT/240/EMA/SSF/3750

Strategy
WAVES/USDT/240/EMA/SSF/3750
Pair
WAVES_USDT
Interval
4h
Score
463207
Daily Profit
0.247708
Profit Factor
4.326365
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-11 00:52
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 639117.3956 489471.2931 149646.1025 3657296.2173 734480.1883 2922816.029
Total P&L (%) 639.1174 489.4713 149.6461 3657.2962 734.4802 2922.816
Avg Daily Profit (%) 0.3234 0.2477 0.0757 0.1837 0.1074 0.1727
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109224 -76135 -92397 -5241434 -3462048 -2982757
Profit Factor 2.6978 4.3264 1.6527 1.3563 1.1507 1.5421
Total Trades 63 32 31 63 32 31
Winning Trades 28 14 14 28 14 14
Losing Trades 35 18 17 35 18 17
Profitability (%) 44.4444 43.75 45.1613 44.4444 43.75 45.1613
Ratio Avg Win / Avg Loss 3.3723 5.5625 2.0068 1.6953 1.4794 1.8726
Largest Winning Trade 119177 119177 67104 2015812 1562494 2015812
Largest Losing Trade -46272 -21562 -46272 -2691778 -1219092 -2691778
Avg Bars in Trades 182 154 211 182 154 211
Avg Bars in Winners 323 270 377 323 270 377
Avg Bars in Losers 69 65 74 69 65 74
Bars Traded 11515 4959 6556 11515 4959 6556
Profit Streak 0 0 717.578 0 0 717.578
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -139198 463207 -89665 -144001 -106406 342502
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550548800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760133141421,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "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": [
        [
            639117.3956432923,
            489471.2931161425,
            149646.1025271499,
            3657296.2173073064,
            734480.1882740846,
            2922816.0290332213
        ],
        [
            639.117396,
            489.471293,
            149.646103,
            3657.296217,
            734.480188,
            2922.816029
        ],
        [
            0.32344,
            0.247708,
            0.075732,
            0.183685,
            0.107428,
            0.172658
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109224,
            -76135,
            -92397,
            -5241434,
            -3462048,
            -2982757
        ],
        [
            2.697824,
            4.326365,
            1.652666,
            1.356253,
            1.150669,
            1.542144
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            14,
            14,
            28,
            14,
            14
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            44.444444,
            43.75,
            45.16129,
            44.444444,
            43.75,
            45.16129
        ],
        [
            3.372279,
            5.562469,
            2.006809,
            1.695316,
            1.479431,
            1.872603
        ],
        [
            119177,
            119177,
            67104,
            2015812,
            1562494,
            2015812
        ],
        [
            -46272,
            -21562,
            -46272,
            -2691778,
            -1219092,
            -2691778
        ],
        [
            182,
            154,
            211,
            182,
            154,
            211
        ],
        [
            323,
            270,
            377,
            323,
            270,
            377
        ],
        [
            69,
            65,
            74,
            69,
            65,
            74
        ],
        [
            11515,
            4959,
            6556,
            11515,
            4959,
            6556
        ],
        [
            0,
            0,
            717.578026,
            0,
            0,
            717.578026
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139198,
            463207,
            -89665,
            -144001,
            -106406,
            342502
        ]
    ]
}
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": 1550548800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760133141421,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 192,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 71,
            "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)