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Trade: WAVES/USDT/120/KCU/BBU/4629

Strategy
WAVES/USDT/120/KCU/BBU/4629
Pair
WAVES_USDT
Interval
2h
Score
417987
Daily Profit
0.284247
Profit Factor
1.566062
Profitability
51.298701
Streak
480.444333
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 21:39
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 459911.79 435540.1596 24371.6304 67866.4595 36177.579 31688.8804
Total P&L (%) 459.9118 435.5402 24.3716 67.8665 36.1776 31.6889
Avg Daily Profit (%) 0.2842 0.2692 0.0151 0.032 0.0191 0.017
Buy And Hold Return (%) 27.7151 27.7151 27.7151 27.7151 27.7151 27.7151
Max Trade Drawdown -199667 -178017 -72483 -2298603 -2021211 -560729
Profit Factor 1.5661 1.8395 1.083 1.0142 1.0109 1.022
Total Trades 154 77 77 154 77 77
Winning Trades 79 40 39 79 40 39
Losing Trades 75 37 38 75 37 38
Profitability (%) 51.2987 51.9481 50.6494 51.2987 51.9481 50.6494
Ratio Avg Win / Avg Loss 1.4868 1.7015 1.0552 0.9629 0.9351 0.9958
Largest Winning Trade 215775 215775 26903 1436320 1436320 263246
Largest Losing Trade -55233 -55233 -51006 -1306406 -1306406 -414456
Avg Bars in Trades 124 206 42 124 206 42
Avg Bars in Winners 157 268 44 157 268 44
Avg Bars in Losers 89 139 40 89 139 40
Bars Traded 19144 15881 3263 19144 15881 3263
Profit Streak 480.4443 0 491.0277 480.4443 0 491.0277
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 417987 -30002 -509027 -358989 -490078 -530605
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579788000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759689590406,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 105,
            "offset": 0,
            "std": 3.19828
        }
    }
}
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": [
        [
            459911.7900388704,
            435540.1596069223,
            24371.6304319481,
            67866.4594565943,
            36177.579038877,
            31688.880417717
        ],
        [
            459.91179,
            435.54016,
            24.37163,
            67.866459,
            36.177579,
            31.68888
        ],
        [
            0.284247,
            0.269184,
            0.015063,
            0.03202,
            0.019086,
            0.017015
        ],
        [
            27.715134,
            27.715134,
            27.715134,
            27.715134,
            27.715134,
            27.715134
        ],
        [
            -199667,
            -178017,
            -72483,
            -2298603,
            -2021211,
            -560729
        ],
        [
            1.566062,
            1.839504,
            1.08299,
            1.014232,
            1.010876,
            1.021972
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            51.298701,
            51.948052,
            50.649351,
            51.298701,
            51.948052,
            50.649351
        ],
        [
            1.486768,
            1.701541,
            1.055221,
            0.962878,
            0.93506,
            0.995767
        ],
        [
            215775,
            215775,
            26903,
            1436320,
            1436320,
            263246
        ],
        [
            -55233,
            -55233,
            -51006,
            -1306406,
            -1306406,
            -414456
        ],
        [
            124,
            206,
            42,
            124,
            206,
            42
        ],
        [
            157,
            268,
            44,
            157,
            268,
            44
        ],
        [
            89,
            139,
            40,
            89,
            139,
            40
        ],
        [
            19144,
            15881,
            3263,
            19144,
            15881,
            3263
        ],
        [
            480.444333,
            0,
            491.027667,
            480.444333,
            0,
            491.027667
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            417987,
            -30002,
            -509027,
            -358989,
            -490078,
            -530605
        ]
    ]
}
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": 1579788000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759689590406,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 105,
            "offset": 0,
            "std": 3.19828
        }
    }
}

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)