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Trade: WAVES/USDT/120/MIDPRICE/T3/4555

Strategy
WAVES/USDT/120/MIDPRICE/T3/4555
Pair
WAVES_USDT
Interval
2h
Score
326642
Daily Profit
0.207854
Profit Factor
1.338394
Profitability
51.923077
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 336308.3525 387145.2024 -50836.8499 -52172.1036 582129.1197 -634301.2232
Total P&L (%) 336.3084 387.1452 -50.8369 -52.1721 582.1291 -634.3012
Avg Daily Profit (%) 0.2079 0.2393 -0.0314 -0.0456 0.1187 0
Buy And Hold Return (%) 23.6782 23.6782 23.6782 23.6782 23.6782 23.6782
Max Trade Drawdown -177735 -197176 -157380 -725203 -271680 -694500
Profit Factor 1.3384 1.7708 0.8966 0.9792 1.525 0.5486
Total Trades 156 78 78 156 78 78
Winning Trades 81 38 43 81 38 43
Losing Trades 75 40 35 75 40 35
Profitability (%) 51.9231 48.7179 55.1282 51.9231 48.7179 55.1282
Ratio Avg Win / Avg Loss 1.2393 1.864 0.7298 0.9067 1.6053 0.4466
Largest Winning Trade 138847 138847 66450 221210 221210 216028
Largest Losing Trade -76839 -48678 -76839 -317707 -156238 -317707
Avg Bars in Trades 122 98 145 122 98 145
Avg Bars in Winners 139 105 169 139 105 169
Avg Bars in Losers 102 91 116 102 91 116
Bars Traded 19034 7680 11354 19034 7680 11354
Profit Streak 0 0 644.725 0 0 644.725
Trades During Streak 0 0 8 0 0 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326642 -23642 -613157 -579711 -66458 -613157

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580472000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849838254,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 57,
            "offset": 0,
            "a": 0.79818
        }
    }
}
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": [
        [
            336308.3524840278,
            387145.2023655251,
            -50836.8498814972,
            -52172.1035607514,
            582129.1196805718,
            -634301.2232413223
        ],
        [
            336.308352,
            387.145202,
            -50.83685,
            -52.172104,
            582.12912,
            -634.301223
        ],
        [
            0.207854,
            0.239274,
            -0.03142,
            -0.045574,
            0.118738,
            0
        ],
        [
            23.678161,
            23.678161,
            23.678161,
            23.678161,
            23.678161,
            23.678161
        ],
        [
            -177735,
            -197176,
            -157380,
            -725203,
            -271680,
            -694500
        ],
        [
            1.338394,
            1.77083,
            0.896587,
            0.979248,
            1.525012,
            0.548648
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            51.923077,
            48.717949,
            55.128205,
            51.923077,
            48.717949,
            55.128205
        ],
        [
            1.239254,
            1.864032,
            0.72978,
            0.906712,
            1.605276,
            0.446574
        ],
        [
            138847,
            138847,
            66450,
            221210,
            221210,
            216028
        ],
        [
            -76839,
            -48678,
            -76839,
            -317707,
            -156238,
            -317707
        ],
        [
            122,
            98,
            145,
            122,
            98,
            145
        ],
        [
            139,
            105,
            169,
            139,
            105,
            169
        ],
        [
            102,
            91,
            116,
            102,
            91,
            116
        ],
        [
            19034,
            7680,
            11354,
            19034,
            7680,
            11354
        ],
        [
            0,
            0,
            644.72498,
            0,
            0,
            644.72498
        ],
        [
            0,
            0,
            8,
            0,
            0,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326642,
            -23642,
            -613157,
            -579711,
            -66458,
            -613157
        ]
    ]
}
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": 1580472000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758849838254,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 57,
            "offset": 0,
            "a": 0.79818
        }
    }
}

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)