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Trade: WAVES/USDT/60/SSF/HMA/8318

Strategy
WAVES/USDT/60/SSF/HMA/8318
Pair
WAVES_USDT
Interval
1h
Score
461160
Daily Profit
0.392165
Profit Factor
1.556495
Profitability
47.938144
Streak
490.867636
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-03 01:49
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 226310.8442 128972.2831 97338.5612 380956.2958 198249.9409 182706.3549
Total P&L (%) 226.3108 128.9723 97.3386 380.9563 198.2499 182.7064
Avg Daily Profit (%) 0.3922 0.2235 0.1687 0.2725 0.1895 0.1802
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -55192 -49839 -37036 -242424 -246255 -134354
Profit Factor 1.5565 1.6111 1.4976 1.3006 1.3015 1.2997
Total Trades 194 97 97 194 97 97
Winning Trades 93 44 49 93 44 49
Losing Trades 101 53 48 101 53 48
Profitability (%) 47.9381 45.3608 50.5155 47.9381 45.3608 50.5155
Ratio Avg Win / Avg Loss 1.6904 1.9406 1.4671 1.4125 1.5677 1.2732
Largest Winning Trade 53293 53293 37023 145747 145747 129788
Largest Losing Trade -18365 -18365 -16593 -104072 -104072 -68431
Avg Bars in Trades 68 66 71 68 66 71
Avg Bars in Winners 82 84 80 82 84 80
Avg Bars in Losers 56 51 61 56 51 61
Bars Traded 13314 6411 6903 13314 6411 6903
Profit Streak 490.8676 490.8676 491.8676 490.8676 490.8676 491.8676
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 461160 322780 309974 328061 245898 269989
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669435200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759445363749,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "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": [
        [
            226310.8442261523,
            128972.2830649991,
            97338.5611611531,
            380956.2958035832,
            198249.9409358244,
            182706.3548677586
        ],
        [
            226.310844,
            128.972283,
            97.338561,
            380.956296,
            198.249941,
            182.706355
        ],
        [
            0.392165,
            0.223491,
            0.168674,
            0.272535,
            0.18954,
            0.180248
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -55192,
            -49839,
            -37036,
            -242424,
            -246255,
            -134354
        ],
        [
            1.556495,
            1.611057,
            1.497622,
            1.300634,
            1.301512,
            1.299687
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            93,
            44,
            49,
            93,
            44,
            49
        ],
        [
            101,
            53,
            48,
            101,
            53,
            48
        ],
        [
            47.938144,
            45.360825,
            50.515464,
            47.938144,
            45.360825,
            50.515464
        ],
        [
            1.690388,
            1.940592,
            1.467058,
            1.412517,
            1.567731,
            1.273163
        ],
        [
            53293,
            53293,
            37023,
            145747,
            145747,
            129788
        ],
        [
            -18365,
            -18365,
            -16593,
            -104072,
            -104072,
            -68431
        ],
        [
            68,
            66,
            71,
            68,
            66,
            71
        ],
        [
            82,
            84,
            80,
            82,
            84,
            80
        ],
        [
            56,
            51,
            61,
            56,
            51,
            61
        ],
        [
            13314,
            6411,
            6903,
            13314,
            6411,
            6903
        ],
        [
            490.867636,
            490.867636,
            491.867636,
            490.867636,
            490.867636,
            491.867636
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461160,
            322780,
            309974,
            328061,
            245898,
            269989
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669435200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759445363749,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 70,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 185,
            "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)