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Trade: WAVES/USDT/360/KCB/HILO/6862

Strategy
WAVES/USDT/360/KCB/HILO/6862
Pair
WAVES_USDT
Interval
6h
Score
581241
Daily Profit
0.339180
Profit Factor
2.757945
Profitability
56.074766
Streak
599.980096
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-11 02:31
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 670473.663 502568.1662 167905.4968 8257853.3399 3705292.3488 4552560.991
Total P&L (%) 670.4737 502.5682 167.9055 8257.8533 3705.2923 4552.561
Avg Daily Profit (%) 0.3392 0.2542 0.0849 0.2241 0.1843 0.1944
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -82045 -37924 -95838 -3228589 -2193218 -1576515
Profit Factor 2.7579 4.3666 1.7234 2.1071 2.0676 2.1414
Total Trades 107 54 53 107 54 53
Winning Trades 60 33 27 60 33 27
Losing Trades 47 21 26 47 21 26
Profitability (%) 56.0748 61.1111 50.9434 56.0748 61.1111 50.9434
Ratio Avg Win / Avg Loss 2.1604 2.7788 1.6595 1.6505 1.3158 2.0621
Largest Winning Trade 137201 137201 78445 2670198 1685948 2670198
Largest Losing Trade -27696 -23998 -27696 -1182074 -1013064 -1182074
Avg Bars in Trades 69 58 80 69 58 80
Avg Bars in Winners 96 79 117 96 79 117
Avg Bars in Losers 34 25 41 34 25 41
Bars Traded 7404 3141 4263 7404 3141 4263
Profit Streak 599.9801 631.2301 0 599.9801 631.2301 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 581241 -162200 -256219 500627 -167309 -167869
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": 1551614400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760139080262,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 3
        }
    },
    "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": [
        [
            670473.6629726714,
            502568.1662170943,
            167905.496755577,
            8257853.339869627,
            3705292.348847295,
            4552560.991022333
        ],
        [
            670.473663,
            502.568166,
            167.905497,
            8257.85334,
            3705.292349,
            4552.560991
        ],
        [
            0.33918,
            0.25424,
            0.08494,
            0.224143,
            0.184258,
            0.194447
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -82045,
            -37924,
            -95838,
            -3228589,
            -2193218,
            -1576515
        ],
        [
            2.757945,
            4.366629,
            1.723366,
            2.107082,
            2.067638,
            2.141403
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            60,
            33,
            27,
            60,
            33,
            27
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            56.074766,
            61.111111,
            50.943396,
            56.074766,
            61.111111,
            50.943396
        ],
        [
            2.16039,
            2.778764,
            1.659538,
            1.650547,
            1.31577,
            2.062092
        ],
        [
            137201,
            137201,
            78445,
            2670198,
            1685948,
            2670198
        ],
        [
            -27696,
            -23998,
            -27696,
            -1182074,
            -1013064,
            -1182074
        ],
        [
            69,
            58,
            80,
            69,
            58,
            80
        ],
        [
            96,
            79,
            117,
            96,
            79,
            117
        ],
        [
            34,
            25,
            41,
            34,
            25,
            41
        ],
        [
            7404,
            3141,
            4263,
            7404,
            3141,
            4263
        ],
        [
            599.980096,
            631.230096,
            0,
            599.980096,
            631.230096,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            581241,
            -162200,
            -256219,
            500627,
            -167309,
            -167869
        ]
    ]
}
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": 1551614400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760139080262,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 178,
            "offset": 0,
            "scalar": 3
        }
    },
    "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)