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Trade: WAVES/USDT/60/KCB/SSF/6109

Strategy
WAVES/USDT/60/KCB/SSF/6109
Pair
WAVES_USDT
Interval
1h
Score
363364
Daily Profit
0.154692
Profit Factor
1.972913
Profitability
47.222222
Streak
501.125683
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-09-30 04:00
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 257561.9776 168292.1023 89269.8753 364627.0513 206788.7826 157838.2687
Total P&L (%) 257.562 168.2921 89.2699 364.6271 206.7888 157.8383
Avg Daily Profit (%) 0.4463 0.2916 0.1547 0.2665 0.1944 0.1643
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -75358 -54950 -35618 -343977 -256145 -182547
Profit Factor 2.0223 2.0506 1.9729 1.343 1.3097 1.3992
Total Trades 73 37 36 73 37 36
Winning Trades 29 12 17 29 12 17
Losing Trades 44 25 19 44 25 19
Profitability (%) 39.726 32.4324 47.2222 39.726 32.4324 47.2222
Ratio Avg Win / Avg Loss 3.0683 4.272 2.205 2.0377 2.7286 1.5638
Largest Winning Trade 113358 113358 34078 227737 227737 110114
Largest Losing Trade -23955 -23955 -15440 -136442 -136442 -77420
Avg Bars in Trades 181 171 192 181 171 192
Avg Bars in Winners 297 317 282 297 317 282
Avg Bars in Losers 105 100 112 105 100 112
Bars Traded 13271 6332 6939 13271 6332 6939
Profit Streak 0 0 501.1257 0 0 501.1257
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -67093 183075 363364 -71015 58013 296217
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669381200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759194059019,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 182,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 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": [
        [
            257561.9775976575,
            168292.1022647006,
            89269.875332957,
            364627.051255098,
            206788.7825753693,
            157838.2686797287
        ],
        [
            257.561978,
            168.292102,
            89.269875,
            364.627051,
            206.788783,
            157.838269
        ],
        [
            0.446319,
            0.291627,
            0.154692,
            0.266533,
            0.194441,
            0.164265
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -75358,
            -54950,
            -35618,
            -343977,
            -256145,
            -182547
        ],
        [
            2.022281,
            2.050558,
            1.972913,
            1.343008,
            1.309747,
            1.399163
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            44,
            25,
            19,
            44,
            25,
            19
        ],
        [
            39.726027,
            32.432432,
            47.222222,
            39.726027,
            32.432432,
            47.222222
        ],
        [
            3.068288,
            4.271995,
            2.20502,
            2.037667,
            2.728639,
            1.563771
        ],
        [
            113358,
            113358,
            34078,
            227737,
            227737,
            110114
        ],
        [
            -23955,
            -23955,
            -15440,
            -136442,
            -136442,
            -77420
        ],
        [
            181,
            171,
            192,
            181,
            171,
            192
        ],
        [
            297,
            317,
            282,
            297,
            317,
            282
        ],
        [
            105,
            100,
            112,
            105,
            100,
            112
        ],
        [
            13271,
            6332,
            6939,
            13271,
            6332,
            6939
        ],
        [
            0,
            0,
            501.125683,
            0,
            0,
            501.125683
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -67093,
            183075,
            363364,
            -71015,
            58013,
            296217
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669381200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759194059019,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 182,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 178,
            "offset": 0,
            "poles": 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)