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Trade: WAVES/USDT/720/KCU/HILO/8746

Strategy
WAVES/USDT/720/KCU/HILO/8746
Pair
WAVES_USDT
Interval
12h
Score
561297
Daily Profit
0.159404
Profit Factor
3.856722
Profitability
56.250000
Streak
629.337864
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-08 23:06
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 291900.3618 315222.3244 -23321.9627 145699.6645 411190.9084 -265491.2439
Total P&L (%) 291.9004 315.2223 -23.322 145.6997 411.1909 -265.4912
Avg Daily Profit (%) 0.1476 0.1594 -0.0118 0.0455 0.0825 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101722 -37567 -200255 -215633 -60506 -398354
Profit Factor 1.6793 3.8567 0.927 1.1699 3.0561 0.5961
Total Trades 63 32 31 63 32 31
Winning Trades 34 18 16 34 18 16
Losing Trades 29 14 15 29 14 15
Profitability (%) 53.9683 56.25 51.6129 53.9683 56.25 51.6129
Ratio Avg Win / Avg Loss 1.4324 2.9997 0.869 0.9979 2.377 0.5589
Largest Winning Trade 125323 125323 90814 121501 121501 98765
Largest Losing Trade -43329 -19107 -43329 -116577 -36480 -116577
Avg Bars in Trades 57 34 82 57 34 82
Avg Bars in Winners 76 42 114 76 42 114
Avg Bars in Losers 36 23 48 36 23 48
Bars Traded 3651 1091 2560 3651 1091 2560
Profit Streak 584.8379 629.3379 0 584.8379 629.3379 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 -143823 561297 -580608 -317345 -75552 -580608
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": 1553990400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759953991482,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            291900.3617520276,
            315222.324421846,
            -23321.9626698181,
            145699.6644967252,
            411190.9083738101,
            -265491.2438770849
        ],
        [
            291.900362,
            315.222324,
            -23.321963,
            145.699664,
            411.190908,
            -265.491244
        ],
        [
            0.147611,
            0.159404,
            -0.011794,
            0.045469,
            0.082541,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101722,
            -37567,
            -200255,
            -215633,
            -60506,
            -398354
        ],
        [
            1.679328,
            3.856722,
            0.92697,
            1.169938,
            3.056114,
            0.596139
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            53.968254,
            56.25,
            51.612903,
            53.968254,
            56.25,
            51.612903
        ],
        [
            1.432368,
            2.999673,
            0.869034,
            0.997889,
            2.376977,
            0.55888
        ],
        [
            125323,
            125323,
            90814,
            121501,
            121501,
            98765
        ],
        [
            -43329,
            -19107,
            -43329,
            -116577,
            -36480,
            -116577
        ],
        [
            57,
            34,
            82,
            57,
            34,
            82
        ],
        [
            76,
            42,
            114,
            76,
            42,
            114
        ],
        [
            36,
            23,
            48,
            36,
            23,
            48
        ],
        [
            3651,
            1091,
            2560,
            3651,
            1091,
            2560
        ],
        [
            584.837864,
            629.337864,
            0,
            584.837864,
            629.337864,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143823,
            561297,
            -580608,
            -317345,
            -75552,
            -580608
        ]
    ]
}
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": 1553990400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759953991482,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)