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Trade: WAVES/USDT/720/T3/KCB/3423

Strategy
WAVES/USDT/720/T3/KCB/3423
Pair
WAVES_USDT
Interval
12h
Score
480434
Daily Profit
0.246288
Profit Factor
2.499569
Profitability
54.545455
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-26 00:38
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 502234.1856 487035.1499 15199.0357 -69035.3294 297410.9469 -366446.2763
Total P&L (%) 502.2342 487.0352 15.199 -69.0353 297.4109 -366.4463
Avg Daily Profit (%) 0.254 0.2463 0.0077 -0.0593 0.0698 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115283 -129402 -212911 -312595 -99623 -486643
Profit Factor 1.7055 2.4996 1.0393 0.9133 2.4373 0.3786
Total Trades 66 33 33 66 33 33
Winning Trades 33 18 15 33 18 15
Losing Trades 33 15 18 33 15 18
Profitability (%) 50 54.5455 45.4545 50 54.5455 45.4545
Ratio Avg Win / Avg Loss 1.7055 2.083 1.2471 0.9133 2.0311 0.4544
Largest Winning Trade 228462 228462 76247 100969 100969 43491
Largest Losing Trade -92574 -59379 -92574 -229966 -83033 -229966
Avg Bars in Trades 58 70 46 58 70 46
Avg Bars in Winners 64 65 63 64 65 63
Avg Bars in Losers 51 75 32 51 75 32
Bars Traded 3841 2310 1531 3841 2310 1531
Profit Streak 0 0 640.9019 0 0 640.9019
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -116768 480434 -370818 -709277 -94532 -581612

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": 1550145600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836325860,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 38,
            "offset": 0,
            "a": 0.7105
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            502234.1856011683,
            487035.1498959911,
            15199.035705177,
            -69035.3293824233,
            297410.9468680703,
            -366446.2762504937
        ],
        [
            502.234186,
            487.03515,
            15.199036,
            -69.035329,
            297.410947,
            -366.446276
        ],
        [
            0.253974,
            0.246288,
            0.007686,
            -0.059266,
            0.069799,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115283,
            -129402,
            -212911,
            -312595,
            -99623,
            -486643
        ],
        [
            1.705515,
            2.499569,
            1.039265,
            0.913345,
            2.437297,
            0.378634
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            50,
            54.545455,
            45.454545,
            50,
            54.545455,
            45.454545
        ],
        [
            1.705515,
            2.082975,
            1.247118,
            0.913345,
            2.031081,
            0.454361
        ],
        [
            228462,
            228462,
            76247,
            100969,
            100969,
            43491
        ],
        [
            -92574,
            -59379,
            -92574,
            -229966,
            -83033,
            -229966
        ],
        [
            58,
            70,
            46,
            58,
            70,
            46
        ],
        [
            64,
            65,
            63,
            64,
            65,
            63
        ],
        [
            51,
            75,
            32,
            51,
            75,
            32
        ],
        [
            3841,
            2310,
            1531,
            3841,
            2310,
            1531
        ],
        [
            0,
            0,
            640.90192,
            0,
            0,
            640.90192
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -116768,
            480434,
            -370818,
            -709277,
            -94532,
            -581612
        ]
    ]
}
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": 1550145600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758836325860,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 38,
            "offset": 0,
            "a": 0.7105
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 56,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)