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Trade: WAVES/USDT/120/KCB/SSF/8228

Strategy
WAVES/USDT/120/KCB/SSF/8228
Pair
WAVES_USDT
Interval
2h
Score
309076
Daily Profit
0.193306
Profit Factor
1.324403
Profitability
53.284672
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-04 05:41
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 312769.8678 406767.6222 -93997.7544 -98995.1094 712529.6363 -811524.7457
Total P&L (%) 312.7699 406.7676 -93.9978 -98.9951 712.5296 -811.5247
Avg Daily Profit (%) 0.1933 0.2514 -0.0581 -0.2839 0.1296 0
Buy And Hold Return (%) 25.3933 25.3933 25.3933 25.3933 25.3933 25.3933
Max Trade Drawdown -222724 -200133 -185688 -835318 -227754 -881378
Profit Factor 1.3244 1.9178 0.8196 0.9566 2.0647 0.497
Total Trades 137 69 68 137 69 68
Winning Trades 73 36 37 73 36 37
Losing Trades 64 33 31 64 33 31
Profitability (%) 53.2847 52.1739 54.4118 53.2847 52.1739 54.4118
Ratio Avg Win / Avg Loss 1.1611 1.758 0.6867 0.8387 1.8926 0.4164
Largest Winning Trade 184696 184696 73517 304335 304335 204597
Largest Losing Trade -99096 -52824 -99096 -433917 -213369 -433917
Avg Bars in Trades 138 132 144 138 132 144
Avg Bars in Winners 153 149 157 153 149 157
Avg Bars in Losers 121 114 128 121 114 128
Bars Traded 18993 9174 9819 18993 9174 9819
Profit Streak 0 0 553.8625 0 0 553.8625
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309076 -89696 -688427 -579989 -117111 -688427
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579716000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759545718838,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "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": [
        [
            312769.867804644,
            406767.6222282062,
            -93997.7544235619,
            -98995.109437356,
            712529.6362992192,
            -811524.7457365752
        ],
        [
            312.769868,
            406.767622,
            -93.997754,
            -98.995109,
            712.529636,
            -811.524746
        ],
        [
            0.193306,
            0.251401,
            -0.058095,
            -0.283916,
            0.129564,
            0
        ],
        [
            25.393311,
            25.393311,
            25.393311,
            25.393311,
            25.393311,
            25.393311
        ],
        [
            -222724,
            -200133,
            -185688,
            -835318,
            -227754,
            -881378
        ],
        [
            1.324403,
            1.917808,
            0.819564,
            0.95663,
            2.064703,
            0.496995
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            64,
            33,
            31,
            64,
            33,
            31
        ],
        [
            53.284672,
            52.173913,
            54.411765,
            53.284672,
            52.173913,
            54.411765
        ],
        [
            1.16112,
            1.757991,
            0.686661,
            0.83869,
            1.892644,
            0.416402
        ],
        [
            184696,
            184696,
            73517,
            304335,
            304335,
            204597
        ],
        [
            -99096,
            -52824,
            -99096,
            -433917,
            -213369,
            -433917
        ],
        [
            138,
            132,
            144,
            138,
            132,
            144
        ],
        [
            153,
            149,
            157,
            153,
            149,
            157
        ],
        [
            121,
            114,
            128,
            121,
            114,
            128
        ],
        [
            18993,
            9174,
            9819,
            18993,
            9174,
            9819
        ],
        [
            0,
            0,
            553.862486,
            0,
            0,
            553.862487
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309076,
            -89696,
            -688427,
            -579989,
            -117111,
            -688427
        ]
    ]
}
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": 1579716000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759545718838,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 138,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "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)