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Trade: WAVES/USDT/120/KCB/SSF/7677

Strategy
WAVES/USDT/120/KCB/SSF/7677
Pair
WAVES_USDT
Interval
2h
Score
350977
Daily Profit
0.177878
Profit Factor
1.287222
Profitability
49.872774
Streak
481.733316
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-28 10:35
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 143245.2354 287806.4703 -144561.2349 -92107.1935 147351.4011 -239458.5946
Total P&L (%) 143.2452 287.8065 -144.5612 -92.1072 147.3514 -239.4586
Avg Daily Profit (%) 0.0885 0.1779 -0.0893 -0.1568 0.056 0
Buy And Hold Return (%) 23.7351 23.7351 23.7351 23.7351 23.7351 23.7351
Max Trade Drawdown -232439 -90634 -304778 -197269 -97609 -261570
Profit Factor 1.0633 1.2872 0.8853 0.9247 1.266 0.642
Total Trades 785 393 392 785 393 392
Winning Trades 388 196 192 388 196 192
Losing Trades 397 197 200 397 197 200
Profitability (%) 49.4268 49.8728 48.9796 49.4268 49.8728 48.9796
Ratio Avg Win / Avg Loss 1.088 1.2938 0.9221 0.9461 1.2724 0.6687
Largest Winning Trade 96520 96520 57848 82261 82261 25479
Largest Losing Trade -53894 -42187 -53894 -49931 -49931 -30242
Avg Bars in Trades 24 24 25 24 24 25
Avg Bars in Winners 27 25 29 27 25 29
Avg Bars in Losers 21 22 21 21 22 21
Bars Traded 19300 9448 9852 19300 9448 9852
Profit Streak 481.7333 481.7333 490.2333 481.7333 481.7333 490.2333
Trades During Streak 2 1 5 2 1 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -221156 350977 -578031 -575662 -116495 -578031
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578902400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759044958491,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 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": [
        [
            143245.2354461176,
            287806.4703048764,
            -144561.2348587589,
            -92107.1934866617,
            147351.4011446479,
            -239458.5946313099
        ],
        [
            143.245235,
            287.80647,
            -144.561235,
            -92.107193,
            147.351401,
            -239.458595
        ],
        [
            0.088532,
            0.177878,
            -0.089346,
            -0.156813,
            0.055988,
            0
        ],
        [
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051,
            23.735051
        ],
        [
            -232439,
            -90634,
            -304778,
            -197269,
            -97609,
            -261570
        ],
        [
            1.063329,
            1.287222,
            0.88526,
            0.924677,
            1.265988,
            0.64199
        ],
        [
            785,
            393,
            392,
            785,
            393,
            392
        ],
        [
            388,
            196,
            192,
            388,
            196,
            192
        ],
        [
            397,
            197,
            200,
            397,
            197,
            200
        ],
        [
            49.426752,
            49.872774,
            48.979592,
            49.426752,
            49.872774,
            48.979592
        ],
        [
            1.087993,
            1.293789,
            0.922146,
            0.946126,
            1.272448,
            0.66874
        ],
        [
            96520,
            96520,
            57848,
            82261,
            82261,
            25479
        ],
        [
            -53894,
            -42187,
            -53894,
            -49931,
            -49931,
            -30242
        ],
        [
            24,
            24,
            25,
            24,
            24,
            25
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            21,
            22,
            21,
            21,
            22,
            21
        ],
        [
            19300,
            9448,
            9852,
            19300,
            9448,
            9852
        ],
        [
            481.733316,
            481.733316,
            490.233316,
            481.733316,
            481.733316,
            490.233316
        ],
        [
            2,
            1,
            5,
            2,
            1,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -221156,
            350977,
            -578031,
            -575662,
            -116495,
            -578031
        ]
    ]
}
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": 1578902400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759044958491,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 36,
            "offset": 0,
            "poles": 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)