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Trade: WAVES/USDT/120/RMA/KCB/7004

Strategy
WAVES/USDT/120/RMA/KCB/7004
Pair
WAVES_USDT
Interval
2h
Score
311574
Daily Profit
0.448056
Profit Factor
2.214759
Profitability
34.545455
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:41
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 724955.2503 635003.2648 89951.9855 2479464.5584 1071161.809 1408302.7494
Total P&L (%) 724.9553 635.0033 89.952 2479.4646 1071.1618 1408.3027
Avg Daily Profit (%) 0.4481 0.3925 0.0556 0.2011 0.1522 0.1679
Buy And Hold Return (%) 22.8451 22.8451 22.8451 22.8451 22.8451 22.8451
Max Trade Drawdown -61203 -89844 -102805 -902941 -1442248 -620598
Profit Factor 2.2148 3.0754 1.3093 1.4158 1.3165 1.546
Total Trades 110 55 55 110 55 55
Winning Trades 38 18 20 38 18 20
Losing Trades 72 37 35 72 37 35
Profitability (%) 34.5455 32.7273 36.3636 34.5455 32.7273 36.3636
Ratio Avg Win / Avg Loss 4.1964 6.3217 2.2913 2.6825 2.7062 2.7056
Largest Winning Trade 214513 214513 70387 884593 884593 833664
Largest Losing Trade -48174 -20569 -48174 -406388 -406388 -398667
Avg Bars in Trades 173 169 177 173 169 177
Avg Bars in Winners 376 391 363 376 391 363
Avg Bars in Losers 65 60 70 65 60 70
Bars Traded 19054 9307 9747 19054 9307 9747
Profit Streak 0 0 556.0702 0 0 556.0702
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311574 -171491 -304758 152341 -178125 -174591
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579392000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196468271,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            724955.2502870152,
            635003.2648183515,
            89951.9854686638,
            2479464.5583806382,
            1071161.809016927,
            1408302.749363712
        ],
        [
            724.95525,
            635.003265,
            89.951985,
            2479.464558,
            1071.161809,
            1408.302749
        ],
        [
            0.448056,
            0.392462,
            0.055595,
            0.201077,
            0.152191,
            0.167852
        ],
        [
            22.845074,
            22.845074,
            22.845074,
            22.845074,
            22.845074,
            22.845074
        ],
        [
            -61203,
            -89844,
            -102805,
            -902941,
            -1442248,
            -620598
        ],
        [
            2.214759,
            3.075441,
            1.309295,
            1.415779,
            1.316512,
            1.546034
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            38,
            18,
            20,
            38,
            18,
            20
        ],
        [
            72,
            37,
            35,
            72,
            37,
            35
        ],
        [
            34.545455,
            32.727273,
            36.363636,
            34.545455,
            32.727273,
            36.363636
        ],
        [
            4.196386,
            6.32174,
            2.291267,
            2.682529,
            2.706164,
            2.70556
        ],
        [
            214513,
            214513,
            70387,
            884593,
            884593,
            833664
        ],
        [
            -48174,
            -20569,
            -48174,
            -406388,
            -406388,
            -398667
        ],
        [
            173,
            169,
            177,
            173,
            169,
            177
        ],
        [
            376,
            391,
            363,
            376,
            391,
            363
        ],
        [
            65,
            60,
            70,
            65,
            60,
            70
        ],
        [
            19054,
            9307,
            9747,
            19054,
            9307,
            9747
        ],
        [
            0,
            0,
            556.070235,
            0,
            0,
            556.070235
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311574,
            -171491,
            -304758,
            152341,
            -178125,
            -174591
        ]
    ]
}
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": 1579392000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196468271,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 40,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)