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Trade: WAVES/USDT/240/MIDPRICE/KCB/5812

Strategy
WAVES/USDT/240/MIDPRICE/KCB/5812
Pair
WAVES_USDT
Interval
4h
Score
545898
Daily Profit
0.452994
Profit Factor
1.834966
Profitability
51.181102
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 06:14
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 895116.5608 630544.4597 264572.1012 19541021.0023 10546199.8498 8994821.1525
Total P&L (%) 895.1166 630.5445 264.5721 19541.021 10546.1999 8994.8212
Avg Daily Profit (%) 0.453 0.3191 0.1339 0.2676 0.2365 0.2285
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100826 -109069 -96096 -12493082 -5460643 -12583156
Profit Factor 1.835 2.1655 1.4982 1.3476 1.3806 1.3154
Total Trades 254 127 127 254 127 127
Winning Trades 130 64 66 130 64 66
Losing Trades 124 63 61 124 63 61
Profitability (%) 51.1811 50.3937 51.9685 51.1811 50.3937 51.9685
Ratio Avg Win / Avg Loss 1.7503 2.1317 1.3847 1.2854 1.359 1.2158
Largest Winning Trade 143974 143974 74061 5321042 5321042 4373883
Largest Losing Trade -33370 -33370 -26499 -5523441 -4924056 -5523441
Avg Bars in Trades 46 34 57 46 34 57
Avg Bars in Winners 52 33 71 52 33 71
Avg Bars in Losers 39 35 42 39 35 42
Bars Traded 11692 4356 7336 11692 4356 7336
Profit Streak 0 0 551.6354 0 0 551.6354
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 545898 468334 -11580 376987 315365 355182
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549036800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759374897681,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 29,
            "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": [
        [
            895116.5608362147,
            630544.4596681701,
            264572.1011680443,
            19541021.00232019,
            10546199.849838536,
            8994821.152481651
        ],
        [
            895.116561,
            630.54446,
            264.572101,
            19541.021002,
            10546.19985,
            8994.821152
        ],
        [
            0.452994,
            0.319101,
            0.133893,
            0.267574,
            0.236503,
            0.228514
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100826,
            -109069,
            -96096,
            -12493082,
            -5460643,
            -12583156
        ],
        [
            1.834966,
            2.165531,
            1.498209,
            1.347566,
            1.380618,
            1.315448
        ],
        [
            254,
            127,
            127,
            254,
            127,
            127
        ],
        [
            130,
            64,
            66,
            130,
            64,
            66
        ],
        [
            124,
            63,
            61,
            124,
            63,
            61
        ],
        [
            51.181102,
            50.393701,
            51.968504,
            51.181102,
            50.393701,
            51.968504
        ],
        [
            1.750275,
            2.131694,
            1.384708,
            1.28537,
            1.359046,
            1.215793
        ],
        [
            143974,
            143974,
            74061,
            5321042,
            5321042,
            4373883
        ],
        [
            -33370,
            -33370,
            -26499,
            -5523441,
            -4924056,
            -5523441
        ],
        [
            46,
            34,
            57,
            46,
            34,
            57
        ],
        [
            52,
            33,
            71,
            52,
            33,
            71
        ],
        [
            39,
            35,
            42,
            39,
            35,
            42
        ],
        [
            11692,
            4356,
            7336,
            11692,
            4356,
            7336
        ],
        [
            0,
            0,
            551.63539,
            0,
            0,
            551.63539
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            545898,
            468334,
            -11580,
            376987,
            315365,
            355182
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549036800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759374897681,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 29,
            "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)