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Trade: WAVES/USDT/360/T3/DCM/5391

Strategy
WAVES/USDT/360/T3/DCM/5391
Pair
WAVES_USDT
Interval
6h
Score
305912
Daily Profit
0.157652
Profit Factor
1.504726
Profitability
47.500000
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 00:21
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 295683.3955 311639.2304 -15955.8349 -72932.9725 775127.1922 -848060.1646
Total P&L (%) 295.6834 311.6392 -15.9558 -72.933 775.1272 -848.0602
Avg Daily Profit (%) 0.1496 0.1577 -0.0081 -0.0661 0.1098 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184044 -159155 -220871 -809278 -474263 -967705
Profit Factor 1.2394 1.5047 0.9742 0.9716 1.8585 0.4895
Total Trades 240 120 120 240 120 120
Winning Trades 112 57 55 112 57 55
Losing Trades 128 63 65 128 63 65
Profitability (%) 46.6667 47.5 45.8333 46.6667 47.5 45.8333
Ratio Avg Win / Avg Loss 1.4165 1.6631 1.1513 1.1104 2.0541 0.5785
Largest Winning Trade 104831 104831 51285 234538 234538 125412
Largest Losing Trade -66330 -66330 -60460 -402404 -111615 -402404
Avg Bars in Trades 32 43 22 32 43 22
Avg Bars in Winners 36 45 27 36 45 27
Avg Bars in Losers 28 40 17 28 40 17
Bars Traded 7824 5180 2645 7824 5180 2645
Profit Streak 489.64 0 570.89 489.64 0 570.89
Trades During Streak 1 0 6 1 0 6
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 248129 305912 -579304 -578567 -43675 -580971
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": 1548828000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759612894478,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.78392
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "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": [
        [
            295683.395464292,
            311639.2304098994,
            -15955.8349456076,
            -72932.9724674616,
            775127.1921720678,
            -848060.1646395293
        ],
        [
            295.683395,
            311.63923,
            -15.955835,
            -72.932972,
            775.127192,
            -848.060165
        ],
        [
            0.149581,
            0.157652,
            -0.008072,
            -0.066089,
            0.109796,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184044,
            -159155,
            -220871,
            -809278,
            -474263,
            -967705
        ],
        [
            1.239401,
            1.504726,
            0.974167,
            0.971558,
            1.858498,
            0.489537
        ],
        [
            240,
            120,
            120,
            240,
            120,
            120
        ],
        [
            112,
            57,
            55,
            112,
            57,
            55
        ],
        [
            128,
            63,
            65,
            128,
            63,
            65
        ],
        [
            46.666667,
            47.5,
            45.833333,
            46.666667,
            47.5,
            45.833333
        ],
        [
            1.416458,
            1.663119,
            1.151288,
            1.110352,
            2.05413,
            0.578543
        ],
        [
            104831,
            104831,
            51285,
            234538,
            234538,
            125412
        ],
        [
            -66330,
            -66330,
            -60460,
            -402404,
            -111615,
            -402404
        ],
        [
            32,
            43,
            22,
            32,
            43,
            22
        ],
        [
            36,
            45,
            27,
            36,
            45,
            27
        ],
        [
            28,
            40,
            17,
            28,
            40,
            17
        ],
        [
            7824,
            5180,
            2645,
            7824,
            5180,
            2645
        ],
        [
            489.639982,
            0,
            570.889982,
            489.639982,
            0,
            570.889982
        ],
        [
            1,
            0,
            6,
            1,
            0,
            6
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            248129,
            305912,
            -579304,
            -578567,
            -43675,
            -580971
        ]
    ]
}
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": 1548828000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759612894478,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 34,
            "offset": 0,
            "a": 0.78392
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 49,
            "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)