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Trade: WAVES/USDT/240/DCM/KCB/2474

Strategy
WAVES/USDT/240/DCM/KCB/2474
Pair
WAVES_USDT
Interval
4h
Score
480259
Daily Profit
0.280658
Profit Factor
1.923300
Profitability
54.918033
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 22:35
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 554581.1808 429846.4081 124734.7727 1333225.0007 445412.517 887812.4837
Total P&L (%) 554.5812 429.8464 124.7348 1333.225 445.4125 887.8125
Avg Daily Profit (%) 0.2807 0.2175 0.0631 0.1348 0.0859 0.116
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88221 -32342 -193291 -1243875 -640471 -755031
Profit Factor 1.9233 2.8536 1.3383 1.4092 1.262 1.5698
Total Trades 122 61 61 122 61 61
Winning Trades 67 35 32 67 35 32
Losing Trades 55 26 29 55 26 29
Profitability (%) 54.918 57.377 52.459 54.918 57.377 52.459
Ratio Avg Win / Avg Loss 1.5788 2.1198 1.2128 1.1568 0.9375 1.4226
Largest Winning Trade 115693 115693 71302 430369 393557 430369
Largest Losing Trade -47157 -30885 -47157 -743232 -640471 -743232
Avg Bars in Trades 94 88 101 94 88 101
Avg Bars in Winners 122 117 129 122 117 129
Avg Bars in Losers 60 50 70 60 50 70
Bars Traded 11584 5413 6171 11584 5413 6171
Profit Streak 0 0 591.4829 0 0 591.4829
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 480259 -147505 -268350 -10899 -240830 -196053
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550376000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759433725239,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 19,
            "offset": 161
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 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": [
        [
            554581.1808178129,
            429846.4081071791,
            124734.7727106341,
            1333225.0007251608,
            445412.5170448277,
            887812.4836803318
        ],
        [
            554.581181,
            429.846408,
            124.734773,
            1333.225001,
            445.412517,
            887.812484
        ],
        [
            0.280658,
            0.217534,
            0.063125,
            0.134833,
            0.085886,
            0.115974
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88221,
            -32342,
            -193291,
            -1243875,
            -640471,
            -755031
        ],
        [
            1.9233,
            2.853564,
            1.338265,
            1.409213,
            1.262021,
            1.5698
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            67,
            35,
            32,
            67,
            35,
            32
        ],
        [
            55,
            26,
            29,
            55,
            26,
            29
        ],
        [
            54.918033,
            57.377049,
            52.459016,
            54.918033,
            57.377049,
            52.459016
        ],
        [
            1.578829,
            2.119791,
            1.212803,
            1.156816,
            0.937501,
            1.422632
        ],
        [
            115693,
            115693,
            71302,
            430369,
            393557,
            430369
        ],
        [
            -47157,
            -30885,
            -47157,
            -743232,
            -640471,
            -743232
        ],
        [
            94,
            88,
            101,
            94,
            88,
            101
        ],
        [
            122,
            117,
            129,
            122,
            117,
            129
        ],
        [
            60,
            50,
            70,
            60,
            50,
            70
        ],
        [
            11584,
            5413,
            6171,
            11584,
            5413,
            6171
        ],
        [
            0,
            0,
            591.482931,
            0,
            0,
            591.482931
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480259,
            -147505,
            -268350,
            -10899,
            -240830,
            -196053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550376000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759433725239,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 19,
            "offset": 161
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 161,
            "offset": 0,
            "scalar": 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)