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Trade: WAVES/USDT/120/HILO/KCU/1023

Strategy
WAVES/USDT/120/HILO/KCU/1023
Pair
WAVES_USDT
Interval
2h
Score
384119
Daily Profit
0.219780
Profit Factor
1.435419
Profitability
55.921053
Streak
513.770258
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 05:29
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 273640.5295 355604.7775 -81964.248 -50420.6546 601437.2839 -651857.9384
Total P&L (%) 273.6405 355.6048 -81.9642 -50.4207 601.4373 -651.8579
Avg Daily Profit (%) 0.1691 0.2198 -0.0507 -0.0434 0.1205 0
Buy And Hold Return (%) 22.2727 22.2727 22.2727 22.2727 22.2727 22.2727
Max Trade Drawdown -254465 -246332 -95413 -1134211 -944918 -688969
Profit Factor 1.2404 1.4354 0.7453 0.9885 1.2024 0.541
Total Trades 305 152 153 305 152 153
Winning Trades 162 85 77 162 85 77
Losing Trades 143 67 76 143 67 76
Profitability (%) 53.1148 55.9211 50.3268 53.1148 55.9211 50.3268
Ratio Avg Win / Avg Loss 1.0949 1.1314 0.7356 0.8726 0.9478 0.534
Largest Winning Trade 97409 97409 12158 378173 378173 92364
Largest Losing Trade -73298 -73298 -21868 -636503 -636503 -254469
Avg Bars in Trades 61 118 5 61 118 5
Avg Bars in Winners 36 65 5 36 65 5
Avg Bars in Losers 89 185 5 89 185 5
Bars Traded 18817 17957 859 18817 17957 859
Profit Streak 513.7703 513.7703 559.5203 513.7703 513.7703 559.5203
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376045 384119 -578860 -577408 -31979 -578860

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579204800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758853750336,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            273640.5294965693,
            355604.7774622337,
            -81964.2479656642,
            -50420.6545525276,
            601437.283870947,
            -651857.9384234747
        ],
        [
            273.640529,
            355.604777,
            -81.964248,
            -50.420655,
            601.437284,
            -651.857938
        ],
        [
            0.169123,
            0.21978,
            -0.050658,
            -0.043353,
            0.120466,
            0
        ],
        [
            22.272727,
            22.272727,
            22.272727,
            22.272727,
            22.272727,
            22.272727
        ],
        [
            -254465,
            -246332,
            -95413,
            -1134211,
            -944918,
            -688969
        ],
        [
            1.240363,
            1.435419,
            0.745254,
            0.98852,
            1.202382,
            0.54104
        ],
        [
            305,
            152,
            153,
            305,
            152,
            153
        ],
        [
            162,
            85,
            77,
            162,
            85,
            77
        ],
        [
            143,
            67,
            76,
            143,
            67,
            76
        ],
        [
            53.114754,
            55.921053,
            50.326797,
            53.114754,
            55.921053,
            50.326797
        ],
        [
            1.094889,
            1.131448,
            0.735576,
            0.872583,
            0.94776,
            0.534013
        ],
        [
            97409,
            97409,
            12158,
            378173,
            378173,
            92364
        ],
        [
            -73298,
            -73298,
            -21868,
            -636503,
            -636503,
            -254469
        ],
        [
            61,
            118,
            5,
            61,
            118,
            5
        ],
        [
            36,
            65,
            5,
            36,
            65,
            5
        ],
        [
            89,
            185,
            5,
            89,
            185,
            5
        ],
        [
            18817,
            17957,
            859,
            18817,
            17957,
            859
        ],
        [
            513.770258,
            513.770258,
            559.520258,
            513.770258,
            513.770259,
            559.520258
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376045,
            384119,
            -578860,
            -577408,
            -31979,
            -578860
        ]
    ]
}
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": 1579204800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758853750336,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 67,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)