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Trade: WAVES/USDT/120/DCM/KCB/7740

Strategy
WAVES/USDT/120/DCM/KCB/7740
Pair
WAVES_USDT
Interval
2h
Score
305198
Daily Profit
0.327191
Profit Factor
1.920549
Profitability
38.311688
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-02 23:41
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 550410.0642 529394.8261 21015.2381 416080.2868 633632.27 -217551.9832
Total P&L (%) 550.4101 529.3948 21.0152 416.0803 633.6323 -217.552
Avg Daily Profit (%) 0.3402 0.3272 0.013 0.1015 0.1232 0
Buy And Hold Return (%) 24.0632 24.0632 24.0632 24.0632 24.0632 24.0632
Max Trade Drawdown -134757 -82217 -185677 -593504 -251553 -494362
Profit Factor 1.4661 1.9205 1.0347 1.1228 1.3905 0.8767
Total Trades 308 154 154 308 154 154
Winning Trades 117 59 58 117 59 58
Losing Trades 191 95 96 191 95 96
Profitability (%) 37.987 38.3117 37.6623 37.987 38.3117 37.6623
Ratio Avg Win / Avg Loss 2.3934 3.0924 1.7126 1.833 2.2389 1.4511
Largest Winning Trade 203086 203086 78626 251367 251367 130153
Largest Losing Trade -56945 -19774 -56945 -213624 -83471 -213624
Avg Bars in Trades 62 52 71 62 52 71
Avg Bars in Winners 100 84 116 100 84 116
Avg Bars in Losers 38 32 44 38 32 44
Bars Traded 19136 8079 11057 19136 8079 11057
Profit Streak 0 0 504.7789 0 0 504.7789
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301862 305198 -526481 -144849 -30611 -583073
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579557600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759437694445,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            550410.0641926036,
            529394.8260975538,
            21015.2380950498,
            416080.2867714184,
            633632.2699837154,
            -217551.9832122973
        ],
        [
            550.410064,
            529.394826,
            21.015238,
            416.080287,
            633.63227,
            -217.551983
        ],
        [
            0.340179,
            0.327191,
            0.012988,
            0.101479,
            0.123243,
            0
        ],
        [
            24.063185,
            24.063185,
            24.063185,
            24.063185,
            24.063185,
            24.063185
        ],
        [
            -134757,
            -82217,
            -185677,
            -593504,
            -251553,
            -494362
        ],
        [
            1.466128,
            1.920549,
            1.034694,
            1.122844,
            1.390496,
            0.876702
        ],
        [
            308,
            154,
            154,
            308,
            154,
            154
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            191,
            95,
            96,
            191,
            95,
            96
        ],
        [
            37.987013,
            38.311688,
            37.662338,
            37.987013,
            38.311688,
            37.662338
        ],
        [
            2.393422,
            3.09241,
            1.712597,
            1.833018,
            2.238935,
            1.451093
        ],
        [
            203086,
            203086,
            78626,
            251367,
            251367,
            130153
        ],
        [
            -56945,
            -19774,
            -56945,
            -213624,
            -83471,
            -213624
        ],
        [
            62,
            52,
            71,
            62,
            52,
            71
        ],
        [
            100,
            84,
            116,
            100,
            84,
            116
        ],
        [
            38,
            32,
            44,
            38,
            32,
            44
        ],
        [
            19136,
            8079,
            11057,
            19136,
            8079,
            11057
        ],
        [
            0,
            0,
            504.778871,
            0,
            0,
            504.778871
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301862,
            305198,
            -526481,
            -144849,
            -30611,
            -583073
        ]
    ]
}
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": 1579557600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759437694445,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 21,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)