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Trade: WAVES/USDT/120/T3/KCB/1181

Strategy
WAVES/USDT/120/T3/KCB/1181
Pair
WAVES_USDT
Interval
2h
Score
358695
Daily Profit
0.373208
Profit Factor
2.906480
Profitability
36.842105
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 04:06
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 650493.9912 603850.6148 46643.3764 769269.031 273756.6947 495512.3362
Total P&L (%) 650.494 603.8506 46.6434 769.269 273.7567 495.5123
Avg Daily Profit (%) 0.402 0.3732 0.0288 0.1337 0.0815 0.1103
Buy And Hold Return (%) 23.1967 23.1967 23.1967 23.1967 23.1967 23.1967
Max Trade Drawdown -181522 -148264 -66934 -4693957 -3471779 -1316387
Profit Factor 2.0828 2.9065 1.1642 1.0795 1.0497 1.1189
Total Trades 75 38 37 75 38 37
Winning Trades 34 14 20 34 14 20
Losing Trades 41 24 17 41 24 17
Profitability (%) 45.3333 36.8421 54.0541 45.3333 36.8421 54.0541
Ratio Avg Win / Avg Loss 2.5116 4.9825 0.9896 1.3017 1.7995 0.951
Largest Winning Trade 210532 210532 68855 2084589 1754263 2084589
Largest Losing Trade -48467 -47882 -48467 -2447761 -2447761 -992671
Avg Bars in Trades 253 250 255 253 250 255
Avg Bars in Winners 402 445 372 402 445 372
Avg Bars in Losers 129 137 117 129 137 117
Bars Traded 19000 9536 9464 19000 9536 9464
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -49367 358695 -202206 -210257 -253984 -136590
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580205600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107991000,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 136,
            "offset": 0,
            "a": 0.28156
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 206,
            "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": [
        [
            650493.9912061039,
            603850.6147760497,
            46643.3764300543,
            769269.0309773732,
            273756.6947334958,
            495512.3362438772
        ],
        [
            650.493991,
            603.850615,
            46.643376,
            769.269031,
            273.756695,
            495.512336
        ],
        [
            0.402036,
            0.373208,
            0.028828,
            0.133741,
            0.081519,
            0.110336
        ],
        [
            23.196703,
            23.196703,
            23.196703,
            23.196703,
            23.196703,
            23.196703
        ],
        [
            -181522,
            -148264,
            -66934,
            -4693957,
            -3471779,
            -1316387
        ],
        [
            2.082776,
            2.90648,
            1.16422,
            1.079482,
            1.049682,
            1.118876
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            41,
            24,
            17,
            41,
            24,
            17
        ],
        [
            45.333333,
            36.842105,
            54.054054,
            45.333333,
            36.842105,
            54.054054
        ],
        [
            2.511583,
            4.982537,
            0.989587,
            1.301729,
            1.799455,
            0.951045
        ],
        [
            210532,
            210532,
            68855,
            2084589,
            1754263,
            2084589
        ],
        [
            -48467,
            -47882,
            -48467,
            -2447761,
            -2447761,
            -992671
        ],
        [
            253,
            250,
            255,
            253,
            250,
            255
        ],
        [
            402,
            445,
            372,
            402,
            445,
            372
        ],
        [
            129,
            137,
            117,
            129,
            137,
            117
        ],
        [
            19000,
            9536,
            9464,
            19000,
            9536,
            9464
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -49367,
            358695,
            -202206,
            -210257,
            -253984,
            -136590
        ]
    ]
}
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": 1580205600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759107991000,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 136,
            "offset": 0,
            "a": 0.28156
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 206,
            "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)