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Trade: WAVES/USDT/240/T3/FWMA/2715

Strategy
WAVES/USDT/240/T3/FWMA/2715
Pair
WAVES_USDT
Interval
4h
Score
327191
Daily Profit
0.250419
Profit Factor
3.460757
Profitability
35.416667
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 586937.226 494828.803 92108.4229 1428191.131 697392.7683 730798.3627
Total P&L (%) 586.9372 494.8288 92.1084 1428.1911 697.3928 730.7984
Avg Daily Profit (%) 0.297 0.2504 0.0466 0.1381 0.1051 0.1072
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -97005 -63740 -194696 -457386 -457386 -295889
Profit Factor 2.2372 3.4608 1.337 1.8665 1.689 2.149
Total Trades 96 48 48 96 48 48
Winning Trades 31 17 14 31 17 14
Losing Trades 65 31 34 65 31 34
Profitability (%) 32.2917 35.4167 29.1667 32.2917 35.4167 29.1667
Ratio Avg Win / Avg Loss 4.691 6.3108 3.247 3.9136 3.0799 5.219
Largest Winning Trade 175929 175929 82557 479785 479785 320101
Largest Losing Trade -31334 -23035 -31334 -457386 -457386 -101318
Avg Bars in Trades 120 108 131 120 108 131
Avg Bars in Winners 268 226 320 268 226 320
Avg Bars in Losers 49 44 53 49 44 53
Bars Traded 11546 5228 6318 11546 5228 6318
Profit Streak 0 0 652.6759 0 0 652.6759
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 233797 327191 -139637 -11364 -54605 -55767
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550750400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320797126,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 139,
            "a": 0.79982
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 205,
            "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": [
        [
            586937.2259572092,
            494828.8030192292,
            92108.4229379801,
            1428191.1310205986,
            697392.7683118151,
            730798.3627087835
        ],
        [
            586.937226,
            494.828803,
            92.108423,
            1428.191131,
            697.392768,
            730.798363
        ],
        [
            0.297033,
            0.250419,
            0.046614,
            0.138085,
            0.105125,
            0.107204
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -97005,
            -63740,
            -194696,
            -457386,
            -457386,
            -295889
        ],
        [
            2.237225,
            3.460757,
            1.337011,
            1.866487,
            1.688971,
            2.148998
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            32.291667,
            35.416667,
            29.166667,
            32.291667,
            35.416667,
            29.166667
        ],
        [
            4.690955,
            6.310791,
            3.247026,
            3.913601,
            3.079888,
            5.218995
        ],
        [
            175929,
            175929,
            82557,
            479785,
            479785,
            320101
        ],
        [
            -31334,
            -23035,
            -31334,
            -457386,
            -457386,
            -101318
        ],
        [
            120,
            108,
            131,
            120,
            108,
            131
        ],
        [
            268,
            226,
            320,
            268,
            226,
            320
        ],
        [
            49,
            44,
            53,
            49,
            44,
            53
        ],
        [
            11546,
            5228,
            6318,
            11546,
            5228,
            6318
        ],
        [
            0,
            0,
            652.675893,
            0,
            0,
            652.675893
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            233797,
            327191,
            -139637,
            -11364,
            -54605,
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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": 1550750400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320797126,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 67,
            "offset": 139,
            "a": 0.79982
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 205,
            "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)