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Trade: WAVES/USDT/240/T3/DCU/5269

Strategy
WAVES/USDT/240/T3/DCU/5269
Pair
WAVES_USDT
Interval
4h
Score
520372
Daily Profit
0.345444
Profit Factor
1.928163
Profitability
49.600000
Streak
492.516350
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-13 03:23
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 682596.7867 647147.2179 35449.5689 -1359.8273 -302162.8877 300803.0604
Total P&L (%) 682.5968 647.1472 35.4496 -1.3598 -302.1629 300.8031
Avg Daily Profit (%) 0.3454 0.3275 0.0179 -0.0007 0 0.0703
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141561 -171490 -48039 -1169753 -1352142 -132321
Profit Factor 1.9282 2.0329 1.3256 0.9996 0.8907 2.1191
Total Trades 125 62 63 125 62 63
Winning Trades 62 31 31 62 31 31
Losing Trades 63 31 32 63 31 32
Profitability (%) 49.6 50 49.2063 49.6 50 49.2063
Ratio Avg Win / Avg Loss 1.9593 2.0329 1.3684 1.0157 0.8907 2.1875
Largest Winning Trade 521405 521405 27258 648514 648514 122028
Largest Losing Trade -67876 -67876 -10761 -833572 -833572 -38678
Avg Bars in Trades 92 181 5 92 181 5
Avg Bars in Winners 111 216 6 111 216 6
Avg Bars in Losers 74 146 4 74 146 4
Bars Traded 11567 11238 329 11567 11238 329
Profit Streak 492.5164 492.5164 552.183 492.5164 492.5164 552.183
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520372 -140604 -317024 -577599 -734374 -240817
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548345600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760315012656,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.67221
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 27,
            "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": [
        [
            682596.7867233931,
            647147.2178618008,
            35449.5688615926,
            -1359.8272975588,
            -302162.8877324363,
            300803.0604348777
        ],
        [
            682.596787,
            647.147218,
            35.449569,
            -1.359827,
            -302.162888,
            300.80306
        ],
        [
            0.345444,
            0.327504,
            0.01794,
            -0.000693,
            0,
            0.070283
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141561,
            -171490,
            -48039,
            -1169753,
            -1352142,
            -132321
        ],
        [
            1.928163,
            2.032871,
            1.325596,
            0.999552,
            0.890706,
            2.1191
        ],
        [
            125,
            62,
            63,
            125,
            62,
            63
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            49.6,
            50,
            49.206349,
            49.6,
            50,
            49.206349
        ],
        [
            1.959262,
            2.032871,
            1.368357,
            1.015674,
            0.890706,
            2.187458
        ],
        [
            521405,
            521405,
            27258,
            648514,
            648514,
            122028
        ],
        [
            -67876,
            -67876,
            -10761,
            -833572,
            -833572,
            -38678
        ],
        [
            92,
            181,
            5,
            92,
            181,
            5
        ],
        [
            111,
            216,
            6,
            111,
            216,
            6
        ],
        [
            74,
            146,
            4,
            74,
            146,
            4
        ],
        [
            11567,
            11238,
            329,
            11567,
            11238,
            329
        ],
        [
            492.51635,
            492.51635,
            552.183017,
            492.51635,
            492.51635,
            552.183017
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520372,
            -140604,
            -317024,
            -577599,
            -734374,
            -240817
        ]
    ]
}
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": 1548345600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760315012656,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.67221
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 27,
            "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)