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Trade: WAVES/USDT/360/T3/BBM/1436

Strategy
WAVES/USDT/360/T3/BBM/1436
Pair
WAVES_USDT
Interval
6h
Score
312954
Daily Profit
0.293273
Profit Factor
1.923860
Profitability
39.583333
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 11:26
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 579726.9777 491490.1071 88236.8706 769512.9367 854526.5662 -85013.6294
Total P&L (%) 579.727 491.4901 88.2369 769.5129 854.5266 -85.0136
Avg Daily Profit (%) 0.2933 0.2486 0.0446 0.1095 0.1142 -0.096
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -163597 -140941 -105899 -1792410 -1419397 -927643
Profit Factor 1.9239 2.5031 1.2936 1.1723 1.37 0.9606
Total Trades 96 48 48 96 48 48
Winning Trades 38 17 21 38 17 21
Losing Trades 58 31 27 58 31 27
Profitability (%) 39.5833 35.4167 43.75 39.5833 35.4167 43.75
Ratio Avg Win / Avg Loss 2.9364 4.5644 1.6632 1.7893 2.4983 1.235
Largest Winning Trade 193480 193480 67458 839336 720233 839336
Largest Losing Trade -52676 -40098 -52676 -835469 -835469 -619666
Avg Bars in Trades 80 73 88 80 73 88
Avg Bars in Winners 142 138 146 142 138 146
Avg Bars in Losers 40 37 43 40 37 43
Bars Traded 7759 3517 4242 7759 3517 4242
Profit Streak 0 0 559.1019 0 0 559.1019
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312954 260107 -133892 -80092 -44090 -580869
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": 1548698400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759652805444,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 43,
            "offset": 0,
            "a": 0.25076
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 154,
            "offset": 0,
            "std": 4.01154
        }
    }
}
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": [
        [
            579726.9776620305,
            491490.10707148,
            88236.8705905505,
            769512.9367433343,
            854526.5661904365,
            -85013.6294471018
        ],
        [
            579.726978,
            491.490107,
            88.236871,
            769.512937,
            854.526566,
            -85.013629
        ],
        [
            0.293273,
            0.248635,
            0.044637,
            0.10947,
            0.114194,
            -0.095972
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -163597,
            -140941,
            -105899,
            -1792410,
            -1419397,
            -927643
        ],
        [
            1.92386,
            2.503068,
            1.29362,
            1.172317,
            1.370046,
            0.960577
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            39.583333,
            35.416667,
            43.75,
            39.583333,
            35.416667,
            43.75
        ],
        [
            2.936418,
            4.564418,
            1.663226,
            1.789325,
            2.498319,
            1.235028
        ],
        [
            193480,
            193480,
            67458,
            839336,
            720233,
            839336
        ],
        [
            -52676,
            -40098,
            -52676,
            -835469,
            -835469,
            -619666
        ],
        [
            80,
            73,
            88,
            80,
            73,
            88
        ],
        [
            142,
            138,
            146,
            142,
            138,
            146
        ],
        [
            40,
            37,
            43,
            40,
            37,
            43
        ],
        [
            7759,
            3517,
            4242,
            7759,
            3517,
            4242
        ],
        [
            0,
            0,
            559.101915,
            0,
            0,
            559.101915
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312954,
            260107,
            -133892,
            -80092,
            -44090,
            -580869
        ]
    ]
}
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": 1548698400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759652805444,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 43,
            "offset": 0,
            "a": 0.25076
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 154,
            "offset": 0,
            "std": 4.01154
        }
    }
}

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)