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Trade: WAVES/USDT/480/HLC3/KCU/5440

Strategy
WAVES/USDT/480/HLC3/KCU/5440
Pair
WAVES_USDT
Interval
8h
Score
385356
Daily Profit
0.180127
Profit Factor
1.447673
Profitability
66.666667
Streak
577.017112
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-27 03:24
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 356111.6903 404353.1796 -48241.4893 -54438.0597 217318.0341 -271756.0938
Total P&L (%) 356.1117 404.3532 -48.2415 -54.4381 217.318 -271.7561
Avg Daily Profit (%) 0.1801 0.2045 -0.0244 -0.0398 0.0584 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222503 -200453 -84056 -842867 -593887 -341346
Profit Factor 1.4477 1.7033 0.7812 0.9741 1.1361 0.4571
Total Trades 147 73 74 147 73 74
Winning Trades 98 52 46 98 52 46
Losing Trades 49 21 28 49 21 28
Profitability (%) 66.6667 71.2329 62.1622 66.6667 71.2329 62.1622
Ratio Avg Win / Avg Loss 0.7238 0.6879 0.4755 0.487 0.4588 0.2782
Largest Winning Trade 89759 89759 13847 222890 222890 40547
Largest Losing Trade -86347 -86347 -56741 -528910 -528910 -247687
Avg Bars in Trades 36 71 2 36 71 2
Avg Bars in Winners 20 36 1 20 36 1
Avg Bars in Losers 70 158 4 70 158 4
Bars Traded 5424 5234 190 5424 5234 190
Profit Streak 577.0171 704.3504 577.0171 577.0171 704.3504 577.0171
Trades During Streak 6 6 3 6 6 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 385356 -59439 -641770 -576844 -254989 -641770
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548316800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932678511,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 19,
            "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": [
        [
            356111.6903189676,
            404353.1795934329,
            -48241.4892744656,
            -54438.0597284064,
            217318.0341153122,
            -271756.0938437185
        ],
        [
            356.11169,
            404.35318,
            -48.241489,
            -54.43806,
            217.318034,
            -271.756094
        ],
        [
            0.180127,
            0.204529,
            -0.024401,
            -0.039754,
            0.058425,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222503,
            -200453,
            -84056,
            -842867,
            -593887,
            -341346
        ],
        [
            1.447673,
            1.70325,
            0.781212,
            0.974051,
            1.136054,
            0.457098
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            98,
            52,
            46,
            98,
            52,
            46
        ],
        [
            49,
            21,
            28,
            49,
            21,
            28
        ],
        [
            66.666667,
            71.232877,
            62.162162,
            66.666667,
            71.232877,
            62.162162
        ],
        [
            0.723837,
            0.687851,
            0.475521,
            0.487025,
            0.458791,
            0.278233
        ],
        [
            89759,
            89759,
            13847,
            222890,
            222890,
            40547
        ],
        [
            -86347,
            -86347,
            -56741,
            -528910,
            -528910,
            -247687
        ],
        [
            36,
            71,
            2,
            36,
            71,
            2
        ],
        [
            20,
            36,
            1,
            20,
            36,
            1
        ],
        [
            70,
            158,
            4,
            70,
            158,
            4
        ],
        [
            5424,
            5234,
            190,
            5424,
            5234,
            190
        ],
        [
            577.017112,
            704.350446,
            577.017112,
            577.017112,
            704.350446,
            577.017112
        ],
        [
            6,
            6,
            3,
            6,
            6,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            385356,
            -59439,
            -641770,
            -576844,
            -254989,
            -641770
        ]
    ]
}
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": 1548316800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758932678511,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 19,
            "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)