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Trade: WAVES/USDT/360/KCB/RMA/2521

Strategy
WAVES/USDT/360/KCB/RMA/2521
Pair
WAVES_USDT
Interval
6h
Score
467125
Daily Profit
0.260208
Profit Factor
4.002511
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-05 11:26
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 647153.3269 514365.2488 132788.078 3678590.0916 1852073.3893 1826516.7023
Total P&L (%) 647.1533 514.3652 132.7881 3678.5901 1852.0734 1826.5167
Avg Daily Profit (%) 0.3274 0.2602 0.0672 0.1839 0.1504 0.1498
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -64095 -43446 -120357 -1985081 -1196746 -1142580
Profit Factor 2.7032 4.0025 1.6364 1.8248 1.788 1.8658
Total Trades 59 30 29 59 30 29
Winning Trades 24 13 11 24 13 11
Losing Trades 35 17 18 35 17 18
Profitability (%) 40.678 43.3333 37.931 40.678 43.3333 37.931
Ratio Avg Win / Avg Loss 3.9422 5.2341 2.6778 2.6611 2.3381 3.0531
Largest Winning Trade 139708 139708 77074 1180456 854190 1180456
Largest Losing Trade -35335 -20563 -35335 -1142580 -464508 -1142580
Avg Bars in Trades 130 109 151 130 109 151
Avg Bars in Winners 246 192 311 246 192 311
Avg Bars in Losers 50 46 54 50 46 54
Bars Traded 7695 3292 4403 7695 3292 4403
Profit Streak 0 0 712.602 0 0 712.602
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169118 467125 -103932 -172040 301142 253771
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549692000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759652813298,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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": [
        [
            647153.326890069,
            514365.2488445464,
            132788.0780455227,
            3678590.091554398,
            1852073.3892755832,
            1826516.7022788143
        ],
        [
            647.153327,
            514.365249,
            132.788078,
            3678.590092,
            1852.073389,
            1826.516702
        ],
        [
            0.327382,
            0.260208,
            0.067175,
            0.183902,
            0.150434,
            0.149767
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -64095,
            -43446,
            -120357,
            -1985081,
            -1196746,
            -1142580
        ],
        [
            2.703244,
            4.002511,
            1.636441,
            1.82477,
            1.787967,
            1.865774
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            24,
            13,
            11,
            24,
            13,
            11
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            40.677966,
            43.333333,
            37.931034,
            40.677966,
            43.333333,
            37.931034
        ],
        [
            3.942231,
            5.234053,
            2.677812,
            2.661123,
            2.338111,
            3.053084
        ],
        [
            139708,
            139708,
            77074,
            1180456,
            854190,
            1180456
        ],
        [
            -35335,
            -20563,
            -35335,
            -1142580,
            -464508,
            -1142580
        ],
        [
            130,
            109,
            151,
            130,
            109,
            151
        ],
        [
            246,
            192,
            311,
            246,
            192,
            311
        ],
        [
            50,
            46,
            54,
            50,
            46,
            54
        ],
        [
            7695,
            3292,
            4403,
            7695,
            3292,
            4403
        ],
        [
            0,
            0,
            712.602006,
            0,
            0,
            712.602006
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169118,
            467125,
            -103932,
            -172040,
            301142,
            253771
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1549692000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759652813298,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 89,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 20,
            "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)