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Trade: WAVES/USDT/120/MIDPRICE/KCB/5463

Strategy
WAVES/USDT/120/MIDPRICE/KCB/5463
Pair
WAVES_USDT
Interval
2h
Score
439000
Daily Profit
0.326165
Profit Factor
1.591001
Profitability
51.546392
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-07 06:23
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 527735.7421 459467.235 68268.5072 989426.2308 524996.2336 464429.9971
Total P&L (%) 527.7357 459.4672 68.2685 989.4262 524.9962 464.43
Avg Daily Profit (%) 0.3262 0.284 0.0422 0.1477 0.1133 0.107
Buy And Hold Return (%) 22.6211 22.6211 22.6211 22.6211 22.6211 22.6211
Max Trade Drawdown -103166 -138457 -108405 -2586709 -2554569 -2454314
Profit Factor 1.591 2.0853 1.1454 1.0821 1.0839 1.08
Total Trades 194 97 97 194 97 97
Winning Trades 100 58 42 100 58 42
Losing Trades 94 39 55 94 39 55
Profitability (%) 51.5464 59.7938 43.299 51.5464 59.7938 43.299
Ratio Avg Win / Avg Loss 1.4955 1.4022 1.4999 1.0171 0.7288 1.4144
Largest Winning Trade 133094 133094 73081 1490877 1490877 1153378
Largest Losing Trade -36459 -36459 -32864 -905559 -905559 -727585
Avg Bars in Trades 98 72 124 98 72 124
Avg Bars in Winners 109 67 166 109 67 166
Avg Bars in Losers 86 78 91 86 78 91
Bars Traded 19056 7018 12038 19056 7018 12038
Profit Streak 0 0 553.5581 0 0 553.5581
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 439000 438002 -202204 -124493 -170210 -184529
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759807419778,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 76,
            "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": [
        [
            527735.7421178718,
            459467.2349564647,
            68268.5071614071,
            989426.2307664426,
            524996.233618849,
            464429.9971475927
        ],
        [
            527.735742,
            459.467235,
            68.268507,
            989.426231,
            524.996234,
            464.429997
        ],
        [
            0.326165,
            0.283972,
            0.042193,
            0.147713,
            0.113326,
            0.107019
        ],
        [
            22.621083,
            22.621083,
            22.621083,
            22.621083,
            22.621083,
            22.621083
        ],
        [
            -103166,
            -138457,
            -108405,
            -2586709,
            -2554569,
            -2454314
        ],
        [
            1.591001,
            2.085336,
            1.145372,
            1.082051,
            1.083907,
            1.080049
        ],
        [
            194,
            97,
            97,
            194,
            97,
            97
        ],
        [
            100,
            58,
            42,
            100,
            58,
            42
        ],
        [
            94,
            39,
            55,
            94,
            39,
            55
        ],
        [
            51.546392,
            59.793814,
            43.298969,
            51.546392,
            59.793814,
            43.298969
        ],
        [
            1.495541,
            1.402208,
            1.499892,
            1.017128,
            0.728834,
            1.41435
        ],
        [
            133094,
            133094,
            73081,
            1490877,
            1490877,
            1153378
        ],
        [
            -36459,
            -36459,
            -32864,
            -905559,
            -905559,
            -727585
        ],
        [
            98,
            72,
            124,
            98,
            72,
            124
        ],
        [
            109,
            67,
            166,
            109,
            67,
            166
        ],
        [
            86,
            78,
            91,
            86,
            78,
            91
        ],
        [
            19056,
            7018,
            12038,
            19056,
            7018,
            12038
        ],
        [
            0,
            0,
            553.558099,
            0,
            0,
            553.558099
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439000,
            438002,
            -202204,
            -124493,
            -170210,
            -184529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759807419778,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 76,
            "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)