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Trade: WAVES/USDT/120/T3/DCM/9119

Strategy
WAVES/USDT/120/T3/DCM/9119
Pair
WAVES_USDT
Interval
2h
Score
411502
Daily Profit
0.256019
Profit Factor
2.403242
Profitability
46.875000
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 14:24
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 395943.2738 414239.4171 -18296.1433 39966.5886 -616786.6083 656753.1969
Total P&L (%) 395.9433 414.2394 -18.2961 39.9666 -616.7866 656.7532
Avg Daily Profit (%) 0.2447 0.256 -0.0113 0.0208 0 0.1252
Buy And Hold Return (%) 11.6994 11.6994 11.6994 11.6994 11.6994 11.6994
Max Trade Drawdown -275895 -182212 -112859 -2830212 -2183465 -660056
Profit Factor 1.6678 2.4032 0.9385 1.0108 0.7569 1.5675
Total Trades 64 32 32 64 32 32
Winning Trades 27 15 12 27 15 12
Losing Trades 37 17 20 37 17 20
Profitability (%) 42.1875 46.875 37.5 42.1875 46.875 37.5
Ratio Avg Win / Avg Loss 2.2855 2.7237 1.5642 1.3852 0.8578 2.6126
Largest Winning Trade 173183 173183 60599 1091940 1007022 1091940
Largest Losing Trade -56872 -53336 -56872 -1543452 -1543452 -287296
Avg Bars in Trades 291 306 276 291 306 276
Avg Bars in Winners 457 431 491 457 431 491
Avg Bars in Losers 169 196 146 169 196 146
Bars Traded 18647 9810 8837 18647 9810 8837
Profit Streak 0 0 553.2251 0 0 553.2251
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -135653 411502 -582309 -523280 -582025 -26985
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580860800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759749845027,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 131,
            "offset": 166,
            "a": 0.77723
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 65,
            "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": [
        [
            395943.2738154325,
            414239.4171079641,
            -18296.1432925316,
            39966.5885731353,
            -616786.6082830334,
            656753.1968561687
        ],
        [
            395.943274,
            414.239417,
            -18.296143,
            39.966589,
            -616.786608,
            656.753197
        ],
        [
            0.244712,
            0.256019,
            -0.011308,
            0.020783,
            0,
            0.125163
        ],
        [
            11.699367,
            11.699367,
            11.699367,
            11.699367,
            11.699367,
            11.699367
        ],
        [
            -275895,
            -182212,
            -112859,
            -2830212,
            -2183465,
            -660056
        ],
        [
            1.667802,
            2.403242,
            0.938542,
            1.010818,
            0.756919,
            1.567539
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            27,
            15,
            12,
            27,
            15,
            12
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            42.1875,
            46.875,
            37.5,
            42.1875,
            46.875,
            37.5
        ],
        [
            2.285507,
            2.723674,
            1.564237,
            1.385195,
            0.857842,
            2.612565
        ],
        [
            173183,
            173183,
            60599,
            1091940,
            1007022,
            1091940
        ],
        [
            -56872,
            -53336,
            -56872,
            -1543452,
            -1543452,
            -287296
        ],
        [
            291,
            306,
            276,
            291,
            306,
            276
        ],
        [
            457,
            431,
            491,
            457,
            431,
            491
        ],
        [
            169,
            196,
            146,
            169,
            196,
            146
        ],
        [
            18647,
            9810,
            8837,
            18647,
            9810,
            8837
        ],
        [
            0,
            0,
            553.225058,
            0,
            0,
            553.225058
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -135653,
            411502,
            -582309,
            -523280,
            -582025,
            -26985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580860800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759749845027,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 131,
            "offset": 166,
            "a": 0.77723
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 65,
            "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)