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Trade: ETC/USDT/120/T3/WMA/4032

Strategy
ETC/USDT/120/T3/WMA/4032
Pair
ETC_USDT
Interval
2h
Score
339289
Daily Profit
0.226490
Profit Factor
1.539186
Profitability
41.081081
Streak
44.533019
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 21:47
Expiration Time
2025-12-24 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 471853.6996 426907.7058 44945.9938 380251.3869 400567.3446 -20315.9577
Total P&L (%) 471.8537 426.9077 44.946 380.2514 400.5673 -20.316
Avg Daily Profit (%) 0.2265 0.2049 0.0216 0.0753 0.0773 -0.0109
Buy And Hold Return (%) 60.8491 60.8491 60.8491 60.8491 60.8491 60.8491
Max Trade Drawdown -87729 -78227 -91985 -1045784 -462264 -745323
Profit Factor 1.5392 1.9122 1.1104 1.0757 1.1511 0.9914
Total Trades 185 92 93 185 92 93
Winning Trades 76 32 44 76 32 44
Losing Trades 109 60 49 109 60 49
Profitability (%) 41.0811 34.7826 47.3118 41.0811 34.7826 47.3118
Ratio Avg Win / Avg Loss 2.2075 3.5854 1.2366 1.5428 2.1583 1.1041
Largest Winning Trade 149037 149037 41481 639545 639545 217645
Largest Losing Trade -37849 -27442 -37849 -402871 -161011 -402871
Avg Bars in Trades 133 131 135 133 131 135
Avg Bars in Winners 195 206 188 195 206 188
Avg Bars in Losers 89 91 87 89 91 87
Bars Traded 24653 12083 12570 24653 12083 12570
Profit Streak 44.533 44.533 47.8664 44.533 44.533 47.8664
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 339289 202404 -429270 -230069 -148826 -579473
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580054400000,
    "first_datapoint_time": 1580882400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760122052841,
    "expiration_time": 1766599200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 116,
            "offset": 0,
            "a": 0.72052
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 75,
            "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": [
        [
            471853.6996200423,
            426907.7058325761,
            44945.9937874663,
            380251.3869107406,
            400567.3445981987,
            -20315.9576874585
        ],
        [
            471.8537,
            426.907706,
            44.945994,
            380.251387,
            400.567345,
            -20.315958
        ],
        [
            0.22649,
            0.204916,
            0.021574,
            0.075347,
            0.077337,
            -0.0109
        ],
        [
            60.849118,
            60.849118,
            60.849118,
            60.849118,
            60.849118,
            60.849118
        ],
        [
            -87729,
            -78227,
            -91985,
            -1045784,
            -462264,
            -745323
        ],
        [
            1.539186,
            1.912207,
            1.110398,
            1.0757,
            1.151118,
            0.991437
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            76,
            32,
            44,
            76,
            32,
            44
        ],
        [
            109,
            60,
            49,
            109,
            60,
            49
        ],
        [
            41.081081,
            34.782609,
            47.311828,
            41.081081,
            34.782609,
            47.311828
        ],
        [
            2.207517,
            3.585387,
            1.236579,
            1.54278,
            2.158347,
            1.1041
        ],
        [
            149037,
            149037,
            41481,
            639545,
            639545,
            217645
        ],
        [
            -37849,
            -27442,
            -37849,
            -402871,
            -161011,
            -402871
        ],
        [
            133,
            131,
            135,
            133,
            131,
            135
        ],
        [
            195,
            206,
            188,
            195,
            206,
            188
        ],
        [
            89,
            91,
            87,
            89,
            91,
            87
        ],
        [
            24653,
            12083,
            12570,
            24653,
            12083,
            12570
        ],
        [
            44.533019,
            44.533019,
            47.866352,
            44.533019,
            44.533019,
            47.866352
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            339289,
            202404,
            -429270,
            -230069,
            -148826,
            -579473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580054400000,
    "first_datapoint_time": 1580882400000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760122052841,
    "expiration_time": 1766599200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 116,
            "offset": 0,
            "a": 0.72052
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 75,
            "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)