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Trade: WAVES/USDT/480/HLC3/KCU/8211

Strategy
WAVES/USDT/480/HLC3/KCU/8211
Pair
WAVES_USDT
Interval
8h
Score
502135
Daily Profit
0.190819
Profit Factor
2.764962
Profitability
54.285714
Streak
609.283888
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-06 17:48
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 318328.8909 377248.7423 -58919.8515 -68527.8123 427531.484 -496059.2963
Total P&L (%) 318.3289 377.2487 -58.9199 -68.5278 427.5315 -496.0593
Avg Daily Profit (%) 0.161 0.1908 -0.0298 -0.0585 0.0842 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205823 -146736 -113270 -801170 -325873 -517629
Profit Factor 1.717 2.765 0.7441 0.94 1.9424 0.2785
Total Trades 70 35 35 70 35 35
Winning Trades 35 19 16 35 19 16
Losing Trades 35 16 19 35 16 19
Profitability (%) 50 54.2857 45.7143 50 54.2857 45.7143
Ratio Avg Win / Avg Loss 1.717 2.3284 0.8836 0.94 1.6357 0.3307
Largest Winning Trade 329894 329894 62965 611727 611727 75065
Largest Losing Trade -79402 -79402 -57074 -393103 -238650 -393103
Avg Bars in Trades 79 90 68 79 90 68
Avg Bars in Winners 111 117 104 111 117 104
Avg Bars in Losers 47 58 38 47 58 38
Bars Traded 5581 3167 2414 5581 3167 2414
Profit Streak 607.2839 609.2839 0 607.2839 609.2839 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87652 502135 -582454 -678972 -75781 -582454
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1554883200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759762127889,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 246
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 49,
            "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": [
        [
            318328.8908647433,
            377248.7423422291,
            -58919.8514774858,
            -68527.8123392236,
            427531.4839558842,
            -496059.2962951077
        ],
        [
            318.328891,
            377.248742,
            -58.919851,
            -68.527812,
            427.531484,
            -496.059296
        ],
        [
            0.161016,
            0.190819,
            -0.029803,
            -0.058459,
            0.084155,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205823,
            -146736,
            -113270,
            -801170,
            -325873,
            -517629
        ],
        [
            1.716954,
            2.764962,
            0.744115,
            0.939951,
            1.942388,
            0.278499
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            50,
            54.285714,
            45.714286,
            50,
            54.285714,
            45.714286
        ],
        [
            1.716954,
            2.328389,
            0.883636,
            0.939951,
            1.635695,
            0.330717
        ],
        [
            329894,
            329894,
            62965,
            611727,
            611727,
            75065
        ],
        [
            -79402,
            -79402,
            -57074,
            -393103,
            -238650,
            -393103
        ],
        [
            79,
            90,
            68,
            79,
            90,
            68
        ],
        [
            111,
            117,
            104,
            111,
            117,
            104
        ],
        [
            47,
            58,
            38,
            47,
            58,
            38
        ],
        [
            5581,
            3167,
            2414,
            5581,
            3167,
            2414
        ],
        [
            607.283888,
            609.283888,
            0,
            607.283888,
            609.283888,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87652,
            502135,
            -582454,
            -678972,
            -75781,
            -582454
        ]
    ]
}
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": 1554883200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759762127889,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 246
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 49,
            "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)