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Trade: WAVES/USDT/120/MIDPOINT/T3/6608

Strategy
WAVES/USDT/120/MIDPOINT/T3/6608
Pair
WAVES_USDT
Interval
2h
Score
364779
Daily Profit
0.209611
Profit Factor
1.355769
Profitability
54.216867
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 04:23
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 289505.4511 339150.5745 -49645.1234 -42500.6279 218762.4377 -261263.0657
Total P&L (%) 289.5055 339.1506 -49.6451 -42.5006 218.7624 -261.2631
Avg Daily Profit (%) 0.1789 0.2096 -0.0307 -0.0342 0.0717 0
Buy And Hold Return (%) 18.7376 18.7376 18.7376 18.7376 18.7376 18.7376
Max Trade Drawdown -174080 -155055 -225334 -349710 -243979 -323653
Profit Factor 1.1448 1.3558 0.9526 0.9796 1.2368 0.7747
Total Trades 663 332 331 663 332 331
Winning Trades 345 180 165 345 180 165
Losing Trades 318 152 166 318 152 166
Profitability (%) 52.0362 54.2169 49.8489 52.0362 54.2169 49.8489
Ratio Avg Win / Avg Loss 1.0552 1.1449 0.9583 0.9029 1.0444 0.7794
Largest Winning Trade 71202 71202 44460 77128 77128 50935
Largest Losing Trade -55235 -38475 -55235 -121946 -37500 -121946
Avg Bars in Trades 28 26 31 28 26 31
Avg Bars in Winners 25 22 29 25 22 29
Avg Bars in Losers 32 30 33 32 30 33
Bars Traded 19201 8744 10457 19201 8744 10457
Profit Streak 0 0 486.2249 0 0 486.2249
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49827 364779 -578701 -576772 -95538 -578701

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579104000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849833154,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 28,
            "offset": 0,
            "a": 0.79671
        }
    }
}
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": [
        [
            289505.451057465,
            339150.5744582757,
            -49645.1234008105,
            -42500.6279210216,
            218762.437738619,
            -261263.0656596401
        ],
        [
            289.505451,
            339.150574,
            -49.645123,
            -42.500628,
            218.762438,
            -261.263066
        ],
        [
            0.178928,
            0.209611,
            -0.030683,
            -0.034197,
            0.071674,
            0
        ],
        [
            18.737586,
            18.737586,
            18.737586,
            18.737586,
            18.737586,
            18.737586
        ],
        [
            -174080,
            -155055,
            -225334,
            -349710,
            -243979,
            -323653
        ],
        [
            1.144776,
            1.355769,
            0.952556,
            0.979599,
            1.236842,
            0.774692
        ],
        [
            663,
            332,
            331,
            663,
            332,
            331
        ],
        [
            345,
            180,
            165,
            345,
            180,
            165
        ],
        [
            318,
            152,
            166,
            318,
            152,
            166
        ],
        [
            52.036199,
            54.216867,
            49.848943,
            52.036199,
            54.216867,
            49.848943
        ],
        [
            1.055185,
            1.144872,
            0.958329,
            0.902935,
            1.044445,
            0.779387
        ],
        [
            71202,
            71202,
            44460,
            77128,
            77128,
            50935
        ],
        [
            -55235,
            -38475,
            -55235,
            -121946,
            -37500,
            -121946
        ],
        [
            28,
            26,
            31,
            28,
            26,
            31
        ],
        [
            25,
            22,
            29,
            25,
            22,
            29
        ],
        [
            32,
            30,
            33,
            32,
            30,
            33
        ],
        [
            19201,
            8744,
            10457,
            19201,
            8744,
            10457
        ],
        [
            0,
            0,
            486.224921,
            0,
            0,
            486.224921
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49827,
            364779,
            -578701,
            -576772,
            -95538,
            -578701
        ]
    ]
}
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": 1579104000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849833154,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 53,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 28,
            "offset": 0,
            "a": 0.79671
        }
    }
}

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)