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Trade: WAVES/USDT/240/HILO/KCU/9188

Strategy
WAVES/USDT/240/HILO/KCU/9188
Pair
WAVES_USDT
Interval
4h
Score
502649
Daily Profit
0.171414
Profit Factor
2.521434
Profitability
74.358974
Streak
706.009274
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-01 15:13
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 205113.662 338713.5943 -133599.9323 -74915.4664 481782.0742 -556697.5406
Total P&L (%) 205.1137 338.7136 -133.5999 -74.9155 481.7821 -556.6975
Avg Daily Profit (%) 0.1038 0.1714 -0.0676 -0.07 0.0892 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119063 -99506 -150326 -588872 -342094 -644587
Profit Factor 1.438 2.5214 0.4562 0.9439 1.8809 0.2933
Total Trades 79 39 40 79 39 40
Winning Trades 50 29 21 50 29 21
Losing Trades 29 10 19 29 10 19
Profitability (%) 63.2911 74.359 52.5 63.2911 74.359 52.5
Ratio Avg Win / Avg Loss 0.834 0.8695 0.4127 0.5474 0.6486 0.2654
Largest Winning Trade 55846 55846 31141 215247 215247 68339
Largest Losing Trade -93704 -93704 -61451 -291031 -269668 -291031
Avg Bars in Trades 117 225 12 117 225 12
Avg Bars in Winners 78 127 10 78 127 10
Avg Bars in Losers 185 510 14 185 510 14
Bars Traded 9289 8791 498 9289 8791 498
Profit Streak 573.1759 706.0093 573.1759 573.1759 706.0093 573.1759
Trades During Streak 2 6 1 2 6 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -83461 502649 -579564 -609096 -68583 -579564
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550088000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320801267,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            205113.6619500931,
            338713.5942744489,
            -133599.9323243557,
            -74915.4664087121,
            481782.0742312012,
            -556697.5406399132
        ],
        [
            205.113662,
            338.713594,
            -133.599932,
            -74.915466,
            481.782074,
            -556.697541
        ],
        [
            0.103802,
            0.171414,
            -0.067611,
            -0.069961,
            0.089155,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119063,
            -99506,
            -150326,
            -588872,
            -342094,
            -644587
        ],
        [
            1.438006,
            2.521434,
            0.456162,
            0.943869,
            1.880896,
            0.293299
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            50,
            29,
            21,
            50,
            29,
            21
        ],
        [
            29,
            10,
            19,
            29,
            10,
            19
        ],
        [
            63.291139,
            74.358974,
            52.5,
            63.291139,
            74.358974,
            52.5
        ],
        [
            0.834044,
            0.86946,
            0.412718,
            0.547444,
            0.648585,
            0.265366
        ],
        [
            55846,
            55846,
            31141,
            215247,
            215247,
            68339
        ],
        [
            -93704,
            -93704,
            -61451,
            -291031,
            -269668,
            -291031
        ],
        [
            117,
            225,
            12,
            117,
            225,
            12
        ],
        [
            78,
            127,
            10,
            78,
            127,
            10
        ],
        [
            185,
            510,
            14,
            185,
            510,
            14
        ],
        [
            9289,
            8791,
            498,
            9289,
            8791,
            498
        ],
        [
            573.17594,
            706.009274,
            573.175941,
            573.175941,
            706.009274,
            573.175941
        ],
        [
            2,
            6,
            1,
            2,
            6,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -83461,
            502649,
            -579564,
            -609096,
            -68583,
            -579564
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550088000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759320801267,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 160,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)