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Trade: WAVES/USDT/360/SINWMA/T3/7866

Strategy
WAVES/USDT/360/SINWMA/T3/7866
Pair
WAVES_USDT
Interval
6h
Score
306858
Daily Profit
0.294285
Profit Factor
1.790149
Profitability
39.655172
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-06 04:49
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 581728.6687 482922.4166 98806.2521 1001536.3841 74983.7621 926552.622
Total P&L (%) 581.7287 482.9224 98.8063 1001.5364 74.9838 926.5526
Avg Daily Profit (%) 0.2943 0.2443 0.05 0.1214 0.0283 0.1179
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152401 -139147 -126918 -2429372 -2160520 -464153
Profit Factor 1.7901 2.2705 1.2775 1.1977 1.0233 1.5018
Total Trades 116 58 58 116 58 58
Winning Trades 46 22 24 46 22 24
Losing Trades 70 36 34 70 36 34
Profitability (%) 39.6552 37.931 41.3793 39.6552 37.931 41.3793
Ratio Avg Win / Avg Loss 2.7241 3.7153 1.8097 1.8227 1.6745 2.1275
Largest Winning Trade 146317 146317 66230 1146985 1028721 1146985
Largest Losing Trade -41534 -41534 -40430 -1195680 -1195680 -223934
Avg Bars in Trades 66 62 71 66 62 71
Avg Bars in Winners 111 104 118 111 104 118
Avg Bars in Losers 37 36 37 37 36 37
Bars Traded 7756 3634 4122 7756 3634 4122
Profit Streak 0 0 556.5761 0 0 556.5761
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306858 -172704 -307927 -36069 -533874 -215613
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": 1549324800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759715377027,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 20,
            "offset": 0,
            "a": 0.68733
        }
    }
}
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": [
        [
            581728.6687045261,
            482922.4165547064,
            98806.2521498196,
            1001536.3841301964,
            74983.7621106893,
            926552.6220195068
        ],
        [
            581.728669,
            482.922417,
            98.806252,
            1001.536384,
            74.983762,
            926.552622
        ],
        [
            0.294285,
            0.244301,
            0.049984,
            0.121449,
            0.028309,
            0.117879
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152401,
            -139147,
            -126918,
            -2429372,
            -2160520,
            -464153
        ],
        [
            1.790149,
            2.270473,
            1.277456,
            1.197745,
            1.023299,
            1.501798
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            46,
            22,
            24,
            46,
            22,
            24
        ],
        [
            70,
            36,
            34,
            70,
            36,
            34
        ],
        [
            39.655172,
            37.931034,
            41.37931,
            39.655172,
            37.931034,
            41.37931
        ],
        [
            2.72414,
            3.71532,
            1.80973,
            1.822656,
            1.674489,
            2.127548
        ],
        [
            146317,
            146317,
            66230,
            1146985,
            1028721,
            1146985
        ],
        [
            -41534,
            -41534,
            -40430,
            -1195680,
            -1195680,
            -223934
        ],
        [
            66,
            62,
            71,
            66,
            62,
            71
        ],
        [
            111,
            104,
            118,
            111,
            104,
            118
        ],
        [
            37,
            36,
            37,
            37,
            36,
            37
        ],
        [
            7756,
            3634,
            4122,
            7756,
            3634,
            4122
        ],
        [
            0,
            0,
            556.576123,
            0,
            0,
            556.576123
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306858,
            -172704,
            -307927,
            -36069,
            -533874,
            -215613
        ]
    ]
}
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": 1549324800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759715377027,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 20,
            "offset": 0,
            "a": 0.68733
        }
    }
}

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)