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Trade: WAVES/USDT/120/KCU/HILO/1352

Strategy
WAVES/USDT/120/KCU/HILO/1352
Pair
WAVES_USDT
Interval
2h
Score
312298
Daily Profit
0.220372
Profit Factor
2.055914
Profitability
42.063492
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-27 01:59
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 219502.1941 356561.9535 -137059.7595 -73218.3863 351402.2364 -424620.6226
Total P&L (%) 219.5022 356.562 -137.0598 -73.2184 351.4022 -424.6206
Avg Daily Profit (%) 0.1357 0.2204 -0.0847 -0.0814 0.0932 0
Buy And Hold Return (%) 25.0436 25.0436 25.0436 25.0436 25.0436 25.0436
Max Trade Drawdown -237625 -104762 -231242 -354664 -115896 -479619
Profit Factor 1.212 2.0559 0.8035 0.9501 1.8451 0.5963
Total Trades 251 126 125 251 126 125
Winning Trades 98 53 45 98 53 45
Losing Trades 153 73 80 153 73 80
Profitability (%) 39.0438 42.0635 36 39.0438 42.0635 36
Ratio Avg Win / Avg Loss 1.8922 2.8317 1.4285 1.4833 2.5414 1.0602
Largest Winning Trade 176450 176450 73686 141778 141778 110863
Largest Losing Trade -62855 -29819 -62855 -90027 -48369 -90027
Avg Bars in Trades 75 24 125 75 24 125
Avg Bars in Winners 126 40 227 126 40 227
Avg Bars in Losers 41 12 68 41 12 68
Bars Traded 18833 3114 15719 18833 3114 15719
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14212 312298 -584778 -582058 -68073 -584778

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927564217,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            219502.1940875294,
            356561.9535393501,
            -137059.7594518207,
            -73218.3862626553,
            351402.2363803241,
            -424620.6226429793
        ],
        [
            219.502194,
            356.561954,
            -137.059759,
            -73.218386,
            351.402236,
            -424.620623
        ],
        [
            0.135663,
            0.220372,
            -0.084709,
            -0.081392,
            0.093195,
            0
        ],
        [
            25.043579,
            25.043579,
            25.043579,
            25.043579,
            25.043579,
            25.043579
        ],
        [
            -237625,
            -104762,
            -231242,
            -354664,
            -115896,
            -479619
        ],
        [
            1.212022,
            2.055914,
            0.803526,
            0.950115,
            1.845116,
            0.596347
        ],
        [
            251,
            126,
            125,
            251,
            126,
            125
        ],
        [
            98,
            53,
            45,
            98,
            53,
            45
        ],
        [
            153,
            73,
            80,
            153,
            73,
            80
        ],
        [
            39.043825,
            42.063492,
            36,
            39.043825,
            42.063492,
            36
        ],
        [
            1.892239,
            2.831731,
            1.42849,
            1.483343,
            2.541386,
            1.060173
        ],
        [
            176450,
            176450,
            73686,
            141778,
            141778,
            110863
        ],
        [
            -62855,
            -29819,
            -62855,
            -90027,
            -48369,
            -90027
        ],
        [
            75,
            24,
            125,
            75,
            24,
            125
        ],
        [
            126,
            40,
            227,
            126,
            40,
            227
        ],
        [
            41,
            12,
            68,
            41,
            12,
            68
        ],
        [
            18833,
            3114,
            15719,
            18833,
            3114,
            15719
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14212,
            312298,
            -584778,
            -582058,
            -68073,
            -584778
        ]
    ]
}
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": 1580083200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758927564217,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 189,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)