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Trade: WAVES/USDT/120/DCL/KCU/3006

Strategy
WAVES/USDT/120/DCL/KCU/3006
Pair
WAVES_USDT
Interval
2h
Score
518881
Daily Profit
0.228952
Profit Factor
2.676948
Profitability
61.111111
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-03 06:32
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 258345.6732 370443.8424 -112098.1692 -80134.113 2067595.2691 -2147729.382
Total P&L (%) 258.3457 370.4438 -112.0982 -80.1341 2067.5953 -2147.7294
Avg Daily Profit (%) 0.1597 0.229 -0.0693 -0.0998 0.1903 0
Buy And Hold Return (%) 22.8872 22.8872 22.8872 22.8872 22.8872 22.8872
Max Trade Drawdown -281656 -159125 -145532 -4444974 -2543423 -2345568
Profit Factor 1.5477 2.6769 0.5531 0.9887 1.5634 0.3738
Total Trades 73 36 37 73 36 37
Winning Trades 39 22 17 39 22 17
Losing Trades 34 14 20 34 14 20
Profitability (%) 53.4247 61.1111 45.9459 53.4247 61.1111 45.9459
Ratio Avg Win / Avg Loss 1.3493 1.7035 0.6507 0.862 0.9949 0.4398
Largest Winning Trade 95605 95605 24806 1414428 1414428 294065
Largest Losing Trade -94864 -94864 -70590 -1596149 -1548226 -1596149
Avg Bars in Trades 245 478 19 245 478 19
Avg Bars in Winners 182 312 15 182 312 15
Avg Bars in Losers 317 738 22 317 738 22
Bars Traded 17921 17210 711 17921 17210 711
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -66682 518881 -582071 -656333 339120 -582071
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580479200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759462357772,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 244,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            258345.6732089231,
            370443.8423859261,
            -112098.1691770029,
            -80134.1129509776,
            2067595.2690710528,
            -2147729.3820220316
        ],
        [
            258.345673,
            370.443842,
            -112.098169,
            -80.134113,
            2067.595269,
            -2147.729382
        ],
        [
            0.15967,
            0.228952,
            -0.069282,
            -0.099837,
            0.190305,
            0
        ],
        [
            22.887163,
            22.887163,
            22.887163,
            22.887163,
            22.887163,
            22.887163
        ],
        [
            -281656,
            -159125,
            -145532,
            -4444974,
            -2543423,
            -2345568
        ],
        [
            1.547673,
            2.676948,
            0.553059,
            0.988713,
            1.563407,
            0.373809
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            53.424658,
            61.111111,
            45.945946,
            53.424658,
            61.111111,
            45.945946
        ],
        [
            1.349253,
            1.703512,
            0.650658,
            0.861955,
            0.994896,
            0.439776
        ],
        [
            95605,
            95605,
            24806,
            1414428,
            1414428,
            294065
        ],
        [
            -94864,
            -94864,
            -70590,
            -1596149,
            -1548226,
            -1596149
        ],
        [
            245,
            478,
            19,
            245,
            478,
            19
        ],
        [
            182,
            312,
            15,
            182,
            312,
            15
        ],
        [
            317,
            738,
            22,
            317,
            738,
            22
        ],
        [
            17921,
            17210,
            711,
            17921,
            17210,
            711
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66682,
            518881,
            -582071,
            -656333,
            339120,
            -582071
        ]
    ]
}
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": 1580479200000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759462357772,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 244,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)