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Trade: WAVES/USDT/120/T3/DEMA/8184

Strategy
WAVES/USDT/120/T3/DEMA/8184
Pair
WAVES_USDT
Interval
2h
Score
353203
Daily Profit
0.411457
Profit Factor
2.002268
Profitability
37.815126
Streak
499.667325
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 23:00
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 665737.5528 582763.0358 82974.517 2313096.113 1445615.5943 867480.5187
Total P&L (%) 665.7376 582.763 82.9745 2313.0961 1445.6156 867.4805
Avg Daily Profit (%) 0.4115 0.3602 0.0513 0.1969 0.1694 0.1404
Buy And Hold Return (%) 25.7303 25.7303 25.7303 25.7303 25.7303 25.7303
Max Trade Drawdown -103108 -56451 -136324 -1983705 -1172454 -1306127
Profit Factor 2.0023 2.7426 1.2516 1.3996 1.4615 1.3267
Total Trades 119 60 59 119 60 59
Winning Trades 45 26 19 45 26 19
Losing Trades 74 34 40 74 34 40
Profitability (%) 37.8151 43.3333 32.2034 37.8151 43.3333 32.2034
Ratio Avg Win / Avg Loss 3.2926 3.5864 2.6349 2.3016 1.9112 2.793
Largest Winning Trade 158541 158541 71593 1245234 1245234 433241
Largest Losing Trade -39988 -27027 -39988 -684140 -684140 -655816
Avg Bars in Trades 159 152 166 159 152 166
Avg Bars in Winners 291 272 318 291 272 318
Avg Bars in Losers 78 60 93 78 60 93
Bars Traded 18943 9141 9802 18943 9141 9802
Profit Streak 499.6673 521.6673 0 499.6673 521.6673 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 353203 -156548 -310321 215175 -161231 -187756
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579982400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759089656901,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 102,
            "offset": 0,
            "a": 0.62896
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "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": [
        [
            665737.5527906542,
            582763.0358211112,
            82974.516969543,
            2313096.113010434,
            1445615.5943342987,
            867480.5186761338
        ],
        [
            665.737553,
            582.763036,
            82.974517,
            2313.096113,
            1445.615594,
            867.480519
        ],
        [
            0.411457,
            0.360175,
            0.051282,
            0.196949,
            0.169365,
            0.140366
        ],
        [
            25.730311,
            25.730311,
            25.730311,
            25.730311,
            25.730311,
            25.730311
        ],
        [
            -103108,
            -56451,
            -136324,
            -1983705,
            -1172454,
            -1306127
        ],
        [
            2.002268,
            2.742571,
            1.251587,
            1.399643,
            1.461497,
            1.326678
        ],
        [
            119,
            60,
            59,
            119,
            60,
            59
        ],
        [
            45,
            26,
            19,
            45,
            26,
            19
        ],
        [
            74,
            34,
            40,
            74,
            34,
            40
        ],
        [
            37.815126,
            43.333333,
            32.20339,
            37.815126,
            43.333333,
            32.20339
        ],
        [
            3.292618,
            3.58644,
            2.63492,
            2.301635,
            1.911188,
            2.793007
        ],
        [
            158541,
            158541,
            71593,
            1245234,
            1245234,
            433241
        ],
        [
            -39988,
            -27027,
            -39988,
            -684140,
            -684140,
            -655816
        ],
        [
            159,
            152,
            166,
            159,
            152,
            166
        ],
        [
            291,
            272,
            318,
            291,
            272,
            318
        ],
        [
            78,
            60,
            93,
            78,
            60,
            93
        ],
        [
            18943,
            9141,
            9802,
            18943,
            9141,
            9802
        ],
        [
            499.667325,
            521.667325,
            0,
            499.667325,
            521.667325,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            353203,
            -156548,
            -310321,
            215175,
            -161231,
            -187756
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579982400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759089656901,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 102,
            "offset": 0,
            "a": 0.62896
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 175,
            "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)