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Trade: WAVES/USDT/240/DCL/T3/3754

Strategy
WAVES/USDT/240/DCL/T3/3754
Pair
WAVES_USDT
Interval
4h
Score
414530
Daily Profit
0.277253
Profit Factor
2.766595
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-05 18:36
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 516620.7441 547851.7426 -31230.9986 23112.9163 288199.354 -265086.4377
Total P&L (%) 516.6207 547.8517 -31.231 23.1129 288.1994 -265.0864
Avg Daily Profit (%) 0.2614 0.2773 -0.0158 0.0105 0.0687 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -217068 -178454 -39871 -2876529 -2249762 -696435
Profit Factor 2.2549 2.7666 0.6925 1.0059 1.0944 0.6921
Total Trades 65 32 33 65 32 33
Winning Trades 29 14 15 29 14 15
Losing Trades 36 18 18 36 18 18
Profitability (%) 44.6154 43.75 45.4545 44.6154 43.75 45.4545
Ratio Avg Win / Avg Loss 2.7992 3.5571 0.831 1.2487 1.4071 0.8305
Largest Winning Trade 293362 293362 16157 1549488 1549488 410706
Largest Losing Trade -81721 -81721 -20232 -1382266 -1382266 -384867
Avg Bars in Trades 148 292 9 148 292 9
Avg Bars in Winners 171 346 8 171 346 8
Avg Bars in Losers 130 249 11 130 249 11
Bars Traded 9674 9351 323 9674 9351 323
Profit Streak 495.9838 0 586.4838 495.9838 0 586.4838
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124932 414530 -581709 -535408 -220408 -581709
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549440000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759678600864,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 115,
            "offset": 0,
            "a": 0.65291
        }
    }
}
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": [
        [
            516620.74408215,
            547851.7426470784,
            -31230.9985649284,
            23112.9163126939,
            288199.3540233244,
            -265086.4377106304
        ],
        [
            516.620744,
            547.851743,
            -31.230999,
            23.112916,
            288.199354,
            -265.086438
        ],
        [
            0.261448,
            0.277253,
            -0.015805,
            0.010523,
            0.068665,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -217068,
            -178454,
            -39871,
            -2876529,
            -2249762,
            -696435
        ],
        [
            2.254872,
            2.766595,
            0.692531,
            1.005905,
            1.094395,
            0.692061
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            44.615385,
            43.75,
            45.454545,
            44.615385,
            43.75,
            45.454545
        ],
        [
            2.799152,
            3.557051,
            0.831037,
            1.24871,
            1.40708,
            0.830473
        ],
        [
            293362,
            293362,
            16157,
            1549488,
            1549488,
            410706
        ],
        [
            -81721,
            -81721,
            -20232,
            -1382266,
            -1382266,
            -384867
        ],
        [
            148,
            292,
            9,
            148,
            292,
            9
        ],
        [
            171,
            346,
            8,
            171,
            346,
            8
        ],
        [
            130,
            249,
            11,
            130,
            249,
            11
        ],
        [
            9674,
            9351,
            323,
            9674,
            9351,
            323
        ],
        [
            495.983806,
            0,
            586.483806,
            495.983806,
            0,
            586.483806
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124932,
            414530,
            -581709,
            -535408,
            -220408,
            -581709
        ]
    ]
}
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": 1549440000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759678600864,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 115,
            "offset": 0,
            "a": 0.65291
        }
    }
}

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)