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Trade: WAVES/USDT/360/T3/SSF/1059

Strategy
WAVES/USDT/360/T3/SSF/1059
Pair
WAVES_USDT
Interval
6h
Score
309018
Daily Profit
0.164563
Profit Factor
2.054670
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-09 05:25
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 384747.5416 325299.2023 59448.3393 127769.669 -192170.4836 319940.1526
Total P&L (%) 384.7475 325.2992 59.4483 127.7697 -192.1705 319.9402
Avg Daily Profit (%) 0.1946 0.1646 0.0301 0.0417 0 0.0726
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -99581 -92997 -158629 -485289 -546167 -192483
Profit Factor 1.702 2.0547 1.248 1.0893 0.8149 1.8166
Total Trades 59 30 29 59 30 29
Winning Trades 29 13 16 29 13 16
Losing Trades 30 17 13 30 17 13
Profitability (%) 49.1525 43.3333 55.1724 49.1525 43.3333 55.1724
Ratio Avg Win / Avg Loss 1.7607 2.6869 1.014 1.1269 1.0657 1.476
Largest Winning Trade 141042 141042 63416 248058 228881 248058
Largest Losing Trade -48861 -42111 -48861 -243019 -243019 -153476
Avg Bars in Trades 130 131 130 130 131 130
Avg Bars in Winners 185 197 174 185 197 174
Avg Bars in Losers 78 80 76 78 80 76
Bars Traded 7719 3931 3788 7719 3931 3788
Profit Streak 0 0 671.3513 0 0 671.3513
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169029 309018 -152071 -439358 -581751 -92075
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": 1550275200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759976753362,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 116,
            "offset": 0,
            "a": 0.68694
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            384747.5415810193,
            325299.2022959672,
            59448.3392850522,
            127769.669012648,
            -192170.4836309467,
            319940.1526435946
        ],
        [
            384.747542,
            325.299202,
            59.448339,
            127.769669,
            -192.170484,
            319.940153
        ],
        [
            0.194636,
            0.164563,
            0.030074,
            0.041651,
            0,
            0.072617
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -99581,
            -92997,
            -158629,
            -485289,
            -546167,
            -192483
        ],
        [
            1.701964,
            2.05467,
            1.248048,
            1.089336,
            0.814942,
            1.816616
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            49.152542,
            43.333333,
            55.172414,
            49.152542,
            43.333333,
            55.172414
        ],
        [
            1.760652,
            2.686876,
            1.014039,
            1.126899,
            1.065693,
            1.476001
        ],
        [
            141042,
            141042,
            63416,
            248058,
            228881,
            248058
        ],
        [
            -48861,
            -42111,
            -48861,
            -243019,
            -243019,
            -153476
        ],
        [
            130,
            131,
            130,
            130,
            131,
            130
        ],
        [
            185,
            197,
            174,
            185,
            197,
            174
        ],
        [
            78,
            80,
            76,
            78,
            80,
            76
        ],
        [
            7719,
            3931,
            3788,
            7719,
            3931,
            3788
        ],
        [
            0,
            0,
            671.351312,
            0,
            0,
            671.351312
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169029,
            309018,
            -152071,
            -439358,
            -581751,
            -92075
        ]
    ]
}
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": 1550275200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759976753362,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 116,
            "offset": 0,
            "a": 0.68694
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 2
        }
    }
}

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)