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Trade: WAVES/USDT/120/KCB/T3/1985

Strategy
WAVES/USDT/120/KCB/T3/1985
Pair
WAVES_USDT
Interval
2h
Score
439752
Daily Profit
0.282595
Profit Factor
1.595926
Profitability
61.244019
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:41
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 458010.868 457239.4198 771.4483 -95237.7568 1066616.7793 -1161854.5361
Total P&L (%) 458.0109 457.2394 0.7714 -95.2378 1066.6168 -1161.8545
Avg Daily Profit (%) 0.2831 0.2826 0.0005 -0.188 0.152 0
Buy And Hold Return (%) 21.527 21.527 21.527 21.527 21.527 21.527
Max Trade Drawdown -274423 -193691 -185428 -2840424 -1311949 -1712560
Profit Factor 1.2785 1.5959 1.0009 0.9885 1.3063 0.759
Total Trades 418 209 209 418 209 209
Winning Trades 263 128 135 255 124 131
Losing Trades 155 81 74 163 85 78
Profitability (%) 62.9187 61.244 64.5933 61.0048 59.3301 62.6794
Ratio Avg Win / Avg Loss 0.7535 1.0099 0.5486 0.6319 0.8954 0.4519
Largest Winning Trade 78451 78451 47202 857876 857876 834323
Largest Losing Trade -118479 -47176 -118479 -1053530 -539660 -1053530
Avg Bars in Trades 45 43 47 45 43 47
Avg Bars in Winners 38 36 40 36 35 37
Avg Bars in Losers 58 56 61 59 55 63
Bars Traded 19120 9162 9958 19120 9162 9958
Profit Streak 0 0 499.1535 0 0 499.1535
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 377159 439752 -575390 -577166 281897 -577242
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579284000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196466137,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 26,
            "offset": 0,
            "a": 0.15657
        }
    }
}
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": [
        [
            458010.8680396384,
            457239.4197765595,
            771.4482630783,
            -95237.7567880294,
            1066616.7792720725,
            -1161854.5360601027
        ],
        [
            458.010868,
            457.23942,
            0.771448,
            -95.237757,
            1066.616779,
            -1161.854536
        ],
        [
            0.283072,
            0.282595,
            0.000477,
            -0.187984,
            0.15195,
            0
        ],
        [
            21.526993,
            21.526993,
            21.526993,
            21.526993,
            21.526993,
            21.526993
        ],
        [
            -274423,
            -193691,
            -185428,
            -2840424,
            -1311949,
            -1712560
        ],
        [
            1.278547,
            1.595926,
            1.00088,
            0.988531,
            1.306262,
            0.759014
        ],
        [
            418,
            209,
            209,
            418,
            209,
            209
        ],
        [
            263,
            128,
            135,
            255,
            124,
            131
        ],
        [
            155,
            81,
            74,
            163,
            85,
            78
        ],
        [
            62.91866,
            61.244019,
            64.593301,
            61.004785,
            59.330144,
            62.679426
        ],
        [
            0.753516,
            1.009922,
            0.54863,
            0.631885,
            0.895422,
            0.451932
        ],
        [
            78451,
            78451,
            47202,
            857876,
            857876,
            834323
        ],
        [
            -118479,
            -47176,
            -118479,
            -1053530,
            -539660,
            -1053530
        ],
        [
            45,
            43,
            47,
            45,
            43,
            47
        ],
        [
            38,
            36,
            40,
            36,
            35,
            37
        ],
        [
            58,
            56,
            61,
            59,
            55,
            63
        ],
        [
            19120,
            9162,
            9958,
            19120,
            9162,
            9958
        ],
        [
            0,
            0,
            499.153543,
            0,
            0,
            499.153543
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            377159,
            439752,
            -575390,
            -577166,
            281897,
            -577242
        ]
    ]
}
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": 1579284000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759196466137,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 26,
            "offset": 0,
            "a": 0.15657
        }
    }
}

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)