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Trade: ETC/USDT/360/WMA/T3/1404

Strategy
ETC/USDT/360/WMA/T3/1404
Pair
ETC_USDT
Interval
6h
Score
305608
Daily Profit
0.235658
Profit Factor
3.923451
Profitability
57.142857
Streak
243.218397
Best Strategy
Training Data Length
2506.500000
Evaluation Time
2025-10-05 20:14
Expiration Time
2025-12-19 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 633379.0308 590677.4437 42701.5871 735404.0824 1199276.7248 -463872.6423
Total P&L (%) 633.379 590.6774 42.7016 735.4041 1199.2767 -463.8726
Avg Daily Profit (%) 0.2527 0.2357 0.017 0.0847 0.1024 0
Buy And Hold Return (%) 343.1617 343.1617 343.1617 343.1617 343.1617 343.1617
Max Trade Drawdown -116437 -70073 -70028 -2526127 -875906 -1953293
Profit Factor 2.3926 3.9235 1.1689 1.1432 1.557 0.8445
Total Trades 69 35 34 69 35 34
Winning Trades 38 20 18 38 20 18
Losing Trades 31 15 16 31 15 16
Profitability (%) 55.0725 57.1429 52.9412 55.0725 57.1429 52.9412
Ratio Avg Win / Avg Loss 1.9519 2.9426 1.0391 0.9326 1.1677 0.7506
Largest Winning Trade 376393 376393 40446 1197706 1197706 771919
Largest Losing Trade -70028 -24938 -70028 -1851950 -428291 -1851950
Avg Bars in Trades 138 129 147 138 129 147
Avg Bars in Winners 184 175 194 184 175 194
Avg Bars in Losers 81 68 93 81 68 93
Bars Traded 9534 4533 5001 9534 4533 5001
Profit Streak 83.9684 243.2184 0 83.9684 243.2184 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -99655 305608 -370201 -254812 -55035 -580413
Evaluation Data
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10026,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759684469534,
    "expiration_time": 1766162448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.67588
        }
    }
}
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": [
        [
            633379.0308366853,
            590677.4437024866,
            42701.5871341986,
            735404.0824426621,
            1199276.724752239,
            -463872.6423095764
        ],
        [
            633.379031,
            590.677444,
            42.701587,
            735.404082,
            1199.276725,
            -463.872642
        ],
        [
            0.252695,
            0.235658,
            0.017036,
            0.084725,
            0.102362,
            0
        ],
        [
            343.161654,
            343.161654,
            343.161654,
            343.161654,
            343.161654,
            343.161654
        ],
        [
            -116437,
            -70073,
            -70028,
            -2526127,
            -875906,
            -1953293
        ],
        [
            2.39261,
            3.923451,
            1.168937,
            1.143204,
            1.556967,
            0.84445
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            55.072464,
            57.142857,
            52.941176,
            55.072464,
            57.142857,
            52.941176
        ],
        [
            1.951866,
            2.942588,
            1.039055,
            0.932614,
            1.167725,
            0.750622
        ],
        [
            376393,
            376393,
            40446,
            1197706,
            1197706,
            771919
        ],
        [
            -70028,
            -24938,
            -70028,
            -1851950,
            -428291,
            -1851950
        ],
        [
            138,
            129,
            147,
            138,
            129,
            147
        ],
        [
            184,
            175,
            194,
            184,
            175,
            194
        ],
        [
            81,
            68,
            93,
            81,
            68,
            93
        ],
        [
            9534,
            4533,
            5001,
            9534,
            4533,
            5001
        ],
        [
            83.968397,
            243.218397,
            0,
            83.968397,
            243.218397,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99655,
            305608,
            -370201,
            -254812,
            -55035,
            -580413
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ETC_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10026,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543104000000,
    "first_datapoint_time": 1547899200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759684469534,
    "expiration_time": 1766162448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 39,
            "offset": 0,
            "a": 0.67588
        }
    }
}

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)