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Trade: WAVES/USDT/720/OHLC4/KCB/8061

Strategy
WAVES/USDT/720/OHLC4/KCB/8061
Pair
WAVES_USDT
Interval
12h
Score
724573
Daily Profit
0.152842
Profit Factor
7.041890
Profitability
72.727273
Streak
533.623124
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 05:57
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 141330.0871 315250.2886 -173920.2015 -100710.1823 1949425.1557 -2050135.338
Total P&L (%) 141.3301 315.2503 -173.9202 -100.7102 1949.4252 -2050.1353
Avg Daily Profit (%) 0.0715 0.1594 -0.088 0 0.1528 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -456033 -248203 -251605 -1879764 -203612 -2150934
Profit Factor 1.2174 2.0029 0.4819 0.9607 7.0419 0.0845
Total Trades 87 44 43 87 44 43
Winning Trades 40 23 17 55 32 23
Losing Trades 47 21 26 32 12 20
Profitability (%) 45.977 52.2727 39.5349 63.2184 72.7273 53.4884
Ratio Avg Win / Avg Loss 1.4305 1.8287 0.737 0.5589 2.6407 0.0735
Largest Winning Trade 449591 449591 64337 1044342 1044342 79345
Largest Losing Trade -110936 -84518 -110936 -1168686 -190280 -1168686
Avg Bars in Trades 42 47 37 42 47 37
Avg Bars in Winners 51 56 45 46 50 41
Avg Bars in Losers 34 38 31 35 40 32
Bars Traded 3693 2101 1592 3693 2101 1592
Profit Streak 0 0 0 532.1231 533.6231 532.1231
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -99267 411590 -584796 -577219 724573 -579691

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1557360000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758855437888,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 211
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 223,
            "offset": 105,
            "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": [
        [
            141330.0870978257,
            315250.2886308618,
            -173920.201533036,
            -100710.1822992426,
            1949425.155698789,
            -2050135.3379980328
        ],
        [
            141.330087,
            315.250289,
            -173.920202,
            -100.710182,
            1949.425156,
            -2050.135338
        ],
        [
            0.071469,
            0.159419,
            -0.08795,
            0,
            0.152842,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -456033,
            -248203,
            -251605,
            -1879764,
            -203612,
            -2150934
        ],
        [
            1.21743,
            2.002884,
            0.481853,
            0.960691,
            7.04189,
            0.084493
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            40,
            23,
            17,
            55,
            32,
            23
        ],
        [
            47,
            21,
            26,
            32,
            12,
            20
        ],
        [
            45.977011,
            52.272727,
            39.534884,
            63.218391,
            72.727273,
            53.488372
        ],
        [
            1.430481,
            1.82872,
            0.736951,
            0.558947,
            2.640709,
            0.073472
        ],
        [
            449591,
            449591,
            64337,
            1044342,
            1044342,
            79345
        ],
        [
            -110936,
            -84518,
            -110936,
            -1168686,
            -190280,
            -1168686
        ],
        [
            42,
            47,
            37,
            42,
            47,
            37
        ],
        [
            51,
            56,
            45,
            46,
            50,
            41
        ],
        [
            34,
            38,
            31,
            35,
            40,
            32
        ],
        [
            3693,
            2101,
            1592,
            3693,
            2101,
            1592
        ],
        [
            0,
            0,
            0,
            532.123124,
            533.623124,
            532.123124
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -99267,
            411590,
            -584796,
            -577219,
            724573,
            -579691
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1557360000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758855437888,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 211
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 223,
            "offset": 105,
            "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)