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Trade: WAVES/USDT/720/KCB/HILO/2778

Strategy
WAVES/USDT/720/KCB/HILO/2778
Pair
WAVES_USDT
Interval
12h
Score
583457
Daily Profit
0.221045
Profit Factor
4.046958
Profitability
52.500000
Streak
630.238464
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-10 20:43
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 567852.7555 437115.617 130737.1385 3209486.3988 1843003.1008 1366483.2981
Total P&L (%) 567.8528 437.1156 130.7371 3209.4864 1843.0031 1366.4833
Avg Daily Profit (%) 0.2872 0.221 0.0661 0.1771 0.1501 0.1359
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48435 -45161 -83044 -613498 -824714 -682069
Profit Factor 2.5705 4.047 1.5994 2.0062 2.2173 1.8154
Total Trades 80 40 40 80 40 40
Winning Trades 42 21 21 42 21 21
Losing Trades 38 19 19 38 19 19
Profitability (%) 52.5 52.5 52.5 52.5 52.5 52.5
Ratio Avg Win / Avg Loss 2.3257 3.6615 1.4471 1.8151 2.0062 1.6425
Largest Winning Trade 137464 137464 72488 852785 826288 852785
Largest Losing Trade -30381 -16110 -30381 -449691 -313102 -449691
Avg Bars in Trades 46 35 57 46 35 57
Avg Bars in Winners 66 51 81 66 51 81
Avg Bars in Losers 24 17 31 24 17 31
Bars Traded 3726 1417 2309 3726 1417 2309
Profit Streak 591.2385 630.2385 0 591.2385 630.2385 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -9186 583457 -102391 -11215 473089 -7402
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551528000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760118203306,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 88,
            "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": [
        [
            567852.7555200447,
            437115.6170349942,
            130737.1384850504,
            3209486.398817619,
            1843003.1007579886,
            1366483.2980596311
        ],
        [
            567.852756,
            437.115617,
            130.737138,
            3209.486399,
            1843.003101,
            1366.483298
        ],
        [
            0.287157,
            0.221045,
            0.066112,
            0.177116,
            0.150141,
            0.135893
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48435,
            -45161,
            -83044,
            -613498,
            -824714,
            -682069
        ],
        [
            2.570536,
            4.046958,
            1.599418,
            2.006166,
            2.217341,
            1.815392
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            52.5,
            52.5,
            52.5,
            52.5,
            52.5,
            52.5
        ],
        [
            2.325723,
            3.661533,
            1.447093,
            1.815103,
            2.006166,
            1.642498
        ],
        [
            137464,
            137464,
            72488,
            852785,
            826288,
            852785
        ],
        [
            -30381,
            -16110,
            -30381,
            -449691,
            -313102,
            -449691
        ],
        [
            46,
            35,
            57,
            46,
            35,
            57
        ],
        [
            66,
            51,
            81,
            66,
            51,
            81
        ],
        [
            24,
            17,
            31,
            24,
            17,
            31
        ],
        [
            3726,
            1417,
            2309,
            3726,
            1417,
            2309
        ],
        [
            591.238464,
            630.238464,
            0,
            591.238464,
            630.238464,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9186,
            583457,
            -102391,
            -11215,
            473089,
            -7402
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551528000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760118203306,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 88,
            "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)