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Trade: WAVES/USDT/120/KCB/KCU/8345

Strategy
WAVES/USDT/120/KCB/KCU/8345
Pair
WAVES_USDT
Interval
2h
Score
481400
Daily Profit
0.209482
Profit Factor
1.920367
Profitability
76.190476
Streak
703.327893
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-26 14:52
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 161787.7168 338942.1547 -177154.4379 -95392.0196 127162.5473 -222554.567
Total P&L (%) 161.7877 338.9422 -177.1544 -95.392 127.1625 -222.5546
Avg Daily Profit (%) 0.1 0.2095 -0.1095 -0.19 0.0507 0
Buy And Hold Return (%) 22.8451 22.8451 22.8451 22.8451 22.8451 22.8451
Max Trade Drawdown -227747 -183703 -207097 -163553 -52851 -204741
Profit Factor 1.2221 1.9204 0.5081 0.7653 2.044 0.2182
Total Trades 85 42 43 85 42 43
Winning Trades 60 32 28 60 32 28
Losing Trades 25 10 15 25 10 15
Profitability (%) 70.5882 76.1905 65.1163 70.5882 76.1905 65.1163
Ratio Avg Win / Avg Loss 0.5092 0.6001 0.2722 0.3189 0.6387 0.1169
Largest Winning Trade 79230 79230 19221 31202 31202 11133
Largest Losing Trade -82832 -82832 -75465 -112961 -47783 -112961
Avg Bars in Trades 212 388 40 212 388 40
Avg Bars in Winners 106 181 19 106 181 19
Avg Bars in Losers 466 1048 78 466 1048 78
Bars Traded 18023 16300 1721 18023 16300 1721
Profit Streak 569.6612 703.3279 569.6612 569.6612 703.3279 569.6612
Trades During Streak 2 5 1 2 5 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -57409 481400 -578184 -576645 -120222 -578184

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579564800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758887529991,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            161787.7167641982,
            338942.1546841754,
            -177154.4379199773,
            -95392.0196155484,
            127162.5473348027,
            -222554.5669503512
        ],
        [
            161.787717,
            338.942155,
            -177.154438,
            -95.39202,
            127.162547,
            -222.554567
        ],
        [
            0.099992,
            0.209482,
            -0.10949,
            -0.190016,
            0.050723,
            0
        ],
        [
            22.845074,
            22.845074,
            22.845074,
            22.845074,
            22.845074,
            22.845074
        ],
        [
            -227747,
            -183703,
            -207097,
            -163553,
            -52851,
            -204741
        ],
        [
            1.222116,
            1.920367,
            0.508076,
            0.765319,
            2.043966,
            0.218196
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            60,
            32,
            28,
            60,
            32,
            28
        ],
        [
            25,
            10,
            15,
            25,
            10,
            15
        ],
        [
            70.588235,
            76.190476,
            65.116279,
            70.588235,
            76.190476,
            65.116279
        ],
        [
            0.509215,
            0.600115,
            0.272184,
            0.318883,
            0.638739,
            0.116891
        ],
        [
            79230,
            79230,
            19221,
            31202,
            31202,
            11133
        ],
        [
            -82832,
            -82832,
            -75465,
            -112961,
            -47783,
            -112961
        ],
        [
            212,
            388,
            40,
            212,
            388,
            40
        ],
        [
            106,
            181,
            19,
            106,
            181,
            19
        ],
        [
            466,
            1048,
            78,
            466,
            1048,
            78
        ],
        [
            18023,
            16300,
            1721,
            18023,
            16300,
            1721
        ],
        [
            569.661227,
            703.327893,
            569.661227,
            569.661227,
            703.327893,
            569.661227
        ],
        [
            2,
            5,
            1,
            2,
            5,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57409,
            481400,
            -578184,
            -576645,
            -120222,
            -578184
        ]
    ]
}
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": 1579564800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1758887529991,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 25,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)