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Trade: WAVES/USDT/360/T3/HILO/5561

Strategy
WAVES/USDT/360/T3/HILO/5561
Pair
WAVES_USDT
Interval
6h
Score
489587
Daily Profit
0.374492
Profit Factor
1.947999
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-27 00:26
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 740276.988 614543.8209 125733.1671 1649783.7797 578767.2398 1071016.5399
Total P&L (%) 740.277 614.5438 125.7332 1649.7838 578.7672 1071.0165
Avg Daily Profit (%) 0.3745 0.3109 0.0636 0.1449 0.0969 0.1245
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136202 -98434 -70662 -7212979 -3816669 -3805182
Profit Factor 1.948 2.5755 1.3217 1.1021 1.073 1.13
Total Trades 140 70 70 140 70 70
Winning Trades 70 32 38 70 32 38
Losing Trades 70 38 32 70 38 32
Profitability (%) 50 45.7143 54.2857 50 45.7143 54.2857
Ratio Avg Win / Avg Loss 1.948 3.0584 1.113 1.1021 1.2742 0.9516
Largest Winning Trade 217006 217006 83330 3636622 2614963 3636622
Largest Losing Trade -49113 -42195 -49113 -2738486 -1536447 -2738486
Avg Bars in Trades 55 53 57 55 53 57
Avg Bars in Winners 73 71 75 73 71 75
Avg Bars in Losers 37 37 36 37 37 36
Bars Traded 7773 3718 4055 7773 3718 4055
Profit Streak 0 0 542.6434 0 0 542.6434
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 489587 -82228 -200822 -107087 -299467 -198577

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549432800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921992136,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 77,
            "offset": 0,
            "a": 0.71831
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            740276.9880036443,
            614543.820941226,
            125733.167062418,
            1649783.779708262,
            578767.239824502,
            1071016.5398837614
        ],
        [
            740.276988,
            614.543821,
            125.733167,
            1649.78378,
            578.76724,
            1071.01654
        ],
        [
            0.374492,
            0.310886,
            0.063606,
            0.144892,
            0.096929,
            0.124547
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136202,
            -98434,
            -70662,
            -7212979,
            -3816669,
            -3805182
        ],
        [
            1.947999,
            2.575491,
            1.321717,
            1.102063,
            1.073032,
            1.129986
        ],
        [
            140,
            70,
            70,
            140,
            70,
            70
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            70,
            38,
            32,
            70,
            38,
            32
        ],
        [
            50,
            45.714286,
            54.285714,
            50,
            45.714286,
            54.285714
        ],
        [
            1.947999,
            3.058395,
            1.113025,
            1.102063,
            1.274226,
            0.951567
        ],
        [
            217006,
            217006,
            83330,
            3636622,
            2614963,
            3636622
        ],
        [
            -49113,
            -42195,
            -49113,
            -2738486,
            -1536447,
            -2738486
        ],
        [
            55,
            53,
            57,
            55,
            53,
            57
        ],
        [
            73,
            71,
            75,
            73,
            71,
            75
        ],
        [
            37,
            37,
            36,
            37,
            37,
            36
        ],
        [
            7773,
            3718,
            4055,
            7773,
            3718,
            4055
        ],
        [
            0,
            0,
            542.643427,
            0,
            0,
            542.643427
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            489587,
            -82228,
            -200822,
            -107087,
            -299467,
            -198577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549432800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758921992136,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 77,
            "offset": 0,
            "a": 0.71831
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)