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Trade: WAVES/USDT/480/KCB/MIDPRICE/5462

Strategy
WAVES/USDT/480/KCB/MIDPRICE/5462
Pair
WAVES_USDT
Interval
8h
Score
333372
Daily Profit
0.216147
Profit Factor
2.084966
Profitability
43.750000
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-26 23:52
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 133124.3628 427322.417 -294198.0542 -101422.2387 -178602.2237 77179.985
Total P&L (%) 133.1244 427.3224 -294.1981 -101.4222 -178.6022 77.18
Avg Daily Profit (%) 0.0673 0.2161 -0.1488 0 0 0.0289
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -300165 -193272 -331726 -244906 -195070 -63293
Profit Factor 1.161 2.085 0.3206 0.6908 0.2875 1.9976
Total Trades 64 32 32 64 32 32
Winning Trades 25 14 11 39 17 22
Losing Trades 39 18 21 25 15 10
Profitability (%) 39.0625 43.75 34.375 60.9375 53.125 68.75
Ratio Avg Win / Avg Loss 1.8112 2.6807 0.6121 0.4428 0.2537 0.908
Largest Winning Trade 545925 545925 35206 106985 42483 106985
Largest Losing Trade -172574 -87997 -172574 -78038 -78038 -40422
Avg Bars in Trades 81 129 33 81 129 33
Avg Bars in Winners 103 150 44 46 80 20
Avg Bars in Losers 67 114 27 135 185 61
Bars Traded 5215 4155 1060 5215 4155 1060
Profit Streak 633.2033 0 633.5366 0 664.2033 0
Trades During Streak 1 0 1 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -292793 333372 -586303 -722859 -579073 -150807

Evaluation Data

{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554566400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919965600,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 186,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "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": [
        [
            133124.362774352,
            427322.4170088908,
            -294198.0542345388,
            -101422.2386822161,
            -178602.2236897983,
            77179.9850075822
        ],
        [
            133.124363,
            427.322417,
            -294.198054,
            -101.422239,
            -178.602224,
            77.179985
        ],
        [
            0.067337,
            0.216147,
            -0.14881,
            0,
            0,
            0.028937
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -300165,
            -193272,
            -331726,
            -244906,
            -195070,
            -63293
        ],
        [
            1.160995,
            2.084966,
            0.320602,
            0.690824,
            0.287504,
            1.99755
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            25,
            14,
            11,
            39,
            17,
            22
        ],
        [
            39,
            18,
            21,
            25,
            15,
            10
        ],
        [
            39.0625,
            43.75,
            34.375,
            60.9375,
            53.125,
            68.75
        ],
        [
            1.811152,
            2.680671,
            0.612059,
            0.442836,
            0.25368,
            0.907977
        ],
        [
            545925,
            545925,
            35206,
            106985,
            42483,
            106985
        ],
        [
            -172574,
            -87997,
            -172574,
            -78038,
            -78038,
            -40422
        ],
        [
            81,
            129,
            33,
            81,
            129,
            33
        ],
        [
            103,
            150,
            44,
            46,
            80,
            20
        ],
        [
            67,
            114,
            27,
            135,
            185,
            61
        ],
        [
            5215,
            4155,
            1060,
            5215,
            4155,
            1060
        ],
        [
            633.203305,
            0,
            633.536639,
            0,
            664.203306,
            0
        ],
        [
            1,
            0,
            1,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -292793,
            333372,
            -586303,
            -722859,
            -579073,
            -150807
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554566400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758919965600,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 186,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 236,
            "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)