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Trade: WAVES/USDT/360/KCB/HILO/1416

Strategy
WAVES/USDT/360/KCB/HILO/1416
Pair
WAVES_USDT
Interval
6h
Score
588057
Daily Profit
0.334943
Profit Factor
2.645579
Profitability
53.278689
Streak
628.512820
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-07 03:18
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 662099.1241 479520.5926 182578.5315 8569532.9551 2753101.2905 5816431.6646
Total P&L (%) 662.0991 479.5206 182.5785 8569.533 2753.1013 5816.4317
Avg Daily Profit (%) 0.3349 0.2426 0.0924 0.226 0.1697 0.2066
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73020 -53898 -99400 -3138316 -3021174 -1029000
Profit Factor 2.6456 3.9854 1.7553 2.0997 1.7091 2.4875
Total Trades 122 61 61 122 61 61
Winning Trades 65 34 31 65 34 31
Losing Trades 57 27 30 57 27 30
Profitability (%) 53.2787 55.7377 50.8197 53.2787 55.7377 50.8197
Ratio Avg Win / Avg Loss 2.32 3.1648 1.6987 1.8413 1.3572 2.4073
Largest Winning Trade 113668 113668 80951 2107051 1736554 2107051
Largest Losing Trade -26105 -26105 -23544 -912486 -801183 -912486
Avg Bars in Trades 62 50 75 62 50 75
Avg Bars in Winners 91 70 114 91 70 114
Avg Bars in Losers 30 24 34 30 24 34
Bars Traded 7649 3064 4585 7649 3064 4585
Profit Streak 628.5128 628.5128 629.2628 628.5128 628.5128 629.2628
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 588057 -144942 -226943 516612 -150072 -147780
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": 1551182400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796307615,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            662099.1240819272,
            479520.5925841035,
            182578.5314978238,
            8569532.95509424,
            2753101.290460952,
            5816431.66463329
        ],
        [
            662.099124,
            479.520593,
            182.578531,
            8569.532955,
            2753.10129,
            5816.431665
        ],
        [
            0.334943,
            0.24258,
            0.092363,
            0.225999,
            0.169664,
            0.206629
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73020,
            -53898,
            -99400,
            -3138316,
            -3021174,
            -1029000
        ],
        [
            2.645579,
            3.985363,
            1.755311,
            2.09971,
            1.709121,
            2.487531
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            65,
            34,
            31,
            65,
            34,
            31
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            53.278689,
            55.737705,
            50.819672,
            53.278689,
            55.737705,
            50.819672
        ],
        [
            2.319969,
            3.164847,
            1.698688,
            1.841284,
            1.357243,
            2.407288
        ],
        [
            113668,
            113668,
            80951,
            2107051,
            1736554,
            2107051
        ],
        [
            -26105,
            -26105,
            -23544,
            -912486,
            -801183,
            -912486
        ],
        [
            62,
            50,
            75,
            62,
            50,
            75
        ],
        [
            91,
            70,
            114,
            91,
            70,
            114
        ],
        [
            30,
            24,
            34,
            30,
            24,
            34
        ],
        [
            7649,
            3064,
            4585,
            7649,
            3064,
            4585
        ],
        [
            628.51282,
            628.51282,
            629.26282,
            628.51282,
            628.51282,
            629.26282
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            588057,
            -144942,
            -226943,
            516612,
            -150072,
            -147780
        ]
    ]
}
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": 1551182400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759796307615,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 158,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)