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Trade: WAVES/USDT/240/MIDPOINT/T3/3423

Strategy
WAVES/USDT/240/MIDPOINT/T3/3423
Pair
WAVES_USDT
Interval
4h
Score
479594
Daily Profit
0.395262
Profit Factor
2.285106
Profitability
47.244094
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 15:13
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 781037.4594 548925.7268 232111.7326 10057557.0604 4395770.5058 5661786.5546
Total P&L (%) 781.0375 548.9257 232.1117 10057.5571 4395.7705 5661.7866
Avg Daily Profit (%) 0.3953 0.2778 0.1175 0.2341 0.1928 0.2054
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78914 -68173 -103860 -6864109 -6060755 -3681428
Profit Factor 2.2851 2.7166 1.806 1.3566 1.2544 1.5182
Total Trades 127 64 63 127 64 63
Winning Trades 60 30 30 60 30 30
Losing Trades 67 34 33 67 34 33
Profitability (%) 47.2441 46.875 47.619 47.2441 46.875 47.619
Ratio Avg Win / Avg Loss 2.5517 3.0788 1.9866 1.5148 1.4216 1.6701
Largest Winning Trade 132085 132085 67416 3739836 3739836 2196870
Largest Losing Trade -46730 -23503 -46730 -2423266 -2423266 -1708262
Avg Bars in Trades 91 68 114 91 68 114
Avg Bars in Winners 144 106 182 144 106 182
Avg Bars in Losers 43 34 52 43 34 52
Bars Traded 11577 4374 7203 11577 4374 7203
Profit Streak 0 0 547.8426 0 0 547.8426
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479594 -126509 -179032 328861 -132614 -135659
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550347200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320797210,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 12,
            "offset": 0,
            "a": 0.66774
        }
    }
}
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": [
        [
            781037.4594329796,
            548925.7268143498,
            232111.7326186299,
            10057557.060432563,
            4395770.5057860445,
            5661786.554646522
        ],
        [
            781.037459,
            548.925727,
            232.111733,
            10057.55706,
            4395.770506,
            5661.786555
        ],
        [
            0.395262,
            0.277796,
            0.117465,
            0.23412,
            0.192783,
            0.205364
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78914,
            -68173,
            -103860,
            -6864109,
            -6060755,
            -3681428
        ],
        [
            2.285106,
            2.716553,
            1.806006,
            1.356574,
            1.254368,
            1.518241
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            47.244094,
            46.875,
            47.619048,
            47.244094,
            46.875,
            47.619048
        ],
        [
            2.551701,
            3.07876,
            1.986607,
            1.51484,
            1.421617,
            1.670065
        ],
        [
            132085,
            132085,
            67416,
            3739836,
            3739836,
            2196870
        ],
        [
            -46730,
            -23503,
            -46730,
            -2423266,
            -2423266,
            -1708262
        ],
        [
            91,
            68,
            114,
            91,
            68,
            114
        ],
        [
            144,
            106,
            182,
            144,
            106,
            182
        ],
        [
            43,
            34,
            52,
            43,
            34,
            52
        ],
        [
            11577,
            4374,
            7203,
            11577,
            4374,
            7203
        ],
        [
            0,
            0,
            547.84256,
            0,
            0,
            547.84256
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            479594,
            -126509,
            -179032,
            328861,
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        ]
    ]
}
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": 1550347200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320797210,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 12,
            "offset": 0,
            "a": 0.66774
        }
    }
}

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)