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Trade: WAVES/USDT/120/KCB/EMA/2931

Strategy
WAVES/USDT/120/KCB/EMA/2931
Pair
WAVES_USDT
Interval
2h
Score
308431
Daily Profit
0.297182
Profit Factor
3.063195
Profitability
35.294118
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 05:54
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 505090.6849 480840.61 24250.0749 567260.1585 479117.5021 88142.6564
Total P&L (%) 505.0907 480.8406 24.2501 567.2602 479.1175 88.1427
Avg Daily Profit (%) 0.3122 0.2972 0.015 0.1174 0.1086 0.0391
Buy And Hold Return (%) 22.9714 22.9714 22.9714 22.9714 22.9714 22.9714
Max Trade Drawdown -94577 -106411 -126123 -670937 -711168 -496332
Profit Factor 2.0091 3.0632 1.0907 1.2326 1.3592 1.0798
Total Trades 67 34 33 67 34 33
Winning Trades 25 12 13 25 12 13
Losing Trades 42 22 20 42 22 20
Profitability (%) 37.3134 35.2941 39.3939 37.3134 35.2941 39.3939
Ratio Avg Win / Avg Loss 3.3752 5.6159 1.6779 2.0708 2.4918 1.6612
Largest Winning Trade 167272 167272 65492 390456 361159 390456
Largest Losing Trade -38607 -38607 -36173 -380915 -380915 -158399
Avg Bars in Trades 283 266 300 283 266 300
Avg Bars in Winners 567 542 590 567 542 590
Avg Bars in Losers 114 115 112 114 115 112
Bars Traded 18982 9060 9922 18982 9060 9922
Profit Streak 0 0 704.7044 0 0 704.7044
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -113397 308431 -444169 -161317 -52173 -277903
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580198400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758941663832,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 205,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 112,
            "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": [
        [
            505090.6848631594,
            480840.6099500823,
            24250.0749130771,
            567260.1584946094,
            479117.5021398629,
            88142.6563547467
        ],
        [
            505.090685,
            480.84061,
            24.250075,
            567.260158,
            479.117502,
            88.142656
        ],
        [
            0.31217,
            0.297182,
            0.014988,
            0.117375,
            0.108609,
            0.03907
        ],
        [
            22.971429,
            22.971429,
            22.971429,
            22.971429,
            22.971429,
            22.971429
        ],
        [
            -94577,
            -106411,
            -126123,
            -670937,
            -711168,
            -496332
        ],
        [
            2.009066,
            3.063195,
            1.090656,
            1.232639,
            1.359184,
            1.079805
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            37.313433,
            35.294118,
            39.393939,
            37.313433,
            35.294118,
            39.393939
        ],
        [
            3.375231,
            5.615858,
            1.677932,
            2.070833,
            2.491838,
            1.661239
        ],
        [
            167272,
            167272,
            65492,
            390456,
            361159,
            390456
        ],
        [
            -38607,
            -38607,
            -36173,
            -380915,
            -380915,
            -158399
        ],
        [
            283,
            266,
            300,
            283,
            266,
            300
        ],
        [
            567,
            542,
            590,
            567,
            542,
            590
        ],
        [
            114,
            115,
            112,
            114,
            115,
            112
        ],
        [
            18982,
            9060,
            9922,
            18982,
            9060,
            9922
        ],
        [
            0,
            0,
            704.704442,
            0,
            0,
            704.704442
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -113397,
            308431,
            -444169,
            -161317,
            -52173,
            -277903
        ]
    ]
}
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": 1580198400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758941663832,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 205,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 112,
            "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)