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Trade: WAVES/USDT/360/DCM/KCU/4157

Strategy
WAVES/USDT/360/DCM/KCU/4157
Pair
WAVES_USDT
Interval
6h
Score
354425
Daily Profit
0.227032
Profit Factor
1.498126
Profitability
52.991453
Streak
0.000000
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-09-26 16:41
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 448785.6951 445996.6796 2789.0155 -31639.5358 -391641.5826 360002.0468
Total P&L (%) 448.7857 445.9967 2.789 -31.6395 -391.6416 360.002
Avg Daily Profit (%) 0.227 0.2256 0.0014 -0.0192 0 0.0772
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -218948 -205906 -138258 -1183115 -1448763 -578077
Profit Factor 1.4981 1.8384 1.0076 0.9886 0.797 1.4294
Total Trades 117 58 59 117 58 59
Winning Trades 62 30 32 62 30 32
Losing Trades 55 28 27 55 28 27
Profitability (%) 52.9915 51.7241 54.2373 52.9915 51.7241 54.2373
Ratio Avg Win / Avg Loss 1.329 1.7158 0.8501 0.877 0.7439 1.2061
Largest Winning Trade 109808 109808 65384 588733 588733 335318
Largest Losing Trade -80708 -59557 -80708 -686411 -686411 -534748
Avg Bars in Trades 62 81 44 62 81 44
Avg Bars in Winners 60 76 44 60 76 44
Avg Bars in Losers 66 86 45 66 86 45
Bars Traded 7362 4708 2654 7362 4708 2654
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 354425 -168503 -746712 -580079 -760609 -265089

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551636000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894096745,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            448785.6951160836,
            445996.6795965749,
            2789.0155195088,
            -31639.5358271617,
            -391641.5826429566,
            360002.0468157948
        ],
        [
            448.785695,
            445.99668,
            2.789016,
            -31.639536,
            -391.641583,
            360.002047
        ],
        [
            0.227032,
            0.225621,
            0.001411,
            -0.019241,
            0,
            0.07723
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -218948,
            -205906,
            -138258,
            -1183115,
            -1448763,
            -578077
        ],
        [
            1.498126,
            1.838405,
            1.007559,
            0.988568,
            0.796997,
            1.429433
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            52.991453,
            51.724138,
            54.237288,
            52.991453,
            51.724138,
            54.237288
        ],
        [
            1.328983,
            1.715844,
            0.850128,
            0.876955,
            0.743864,
            1.206085
        ],
        [
            109808,
            109808,
            65384,
            588733,
            588733,
            335318
        ],
        [
            -80708,
            -59557,
            -80708,
            -686411,
            -686411,
            -534748
        ],
        [
            62,
            81,
            44,
            62,
            81,
            44
        ],
        [
            60,
            76,
            44,
            60,
            76,
            44
        ],
        [
            66,
            86,
            45,
            66,
            86,
            45
        ],
        [
            7362,
            4708,
            2654,
            7362,
            4708,
            2654
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354425,
            -168503,
            -746712,
            -580079,
            -760609,
            -265089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1551636000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758894096745,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)