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Trade: WAVES/USDT/120/HILO/KCU/9886

Strategy
WAVES/USDT/120/HILO/KCU/9886
Pair
WAVES_USDT
Interval
2h
Score
516819
Daily Profit
0.273176
Profit Factor
2.297941
Profitability
61.538462
Streak
858.087606
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 05:06
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 404912.8533 441998.4958 -37085.6426 38082.6362 1098051.3474 -1059968.7112
Total P&L (%) 404.9129 441.9985 -37.0856 38.0826 1098.0513 -1059.9687
Avg Daily Profit (%) 0.2503 0.2732 -0.0229 0.0199 0.1536 0
Buy And Hold Return (%) 24.2925 24.2925 24.2925 24.2925 24.2925 24.2925
Max Trade Drawdown -198449 -181531 -51948 -2896220 -2110171 -1191975
Profit Factor 1.9027 2.2979 0.6567 1.0065 1.2662 0.3747
Total Trades 79 39 40 79 39 40
Winning Trades 50 24 26 50 24 26
Losing Trades 29 15 14 29 15 14
Profitability (%) 63.2911 61.5385 65 63.2911 61.5385 65
Ratio Avg Win / Avg Loss 1.1036 1.4362 0.3536 0.5838 0.7914 0.2017
Largest Winning Trade 94324 94324 7714 1408974 1408974 173352
Largest Losing Trade -88947 -88947 -19554 -1655209 -1655209 -423149
Avg Bars in Trades 226 454 4 226 454 4
Avg Bars in Winners 142 291 4 142 291 4
Avg Bars in Losers 371 713 4 371 713 4
Bars Traded 17905 17711 194 17905 17711 194
Profit Streak 0 858.0876 0 0 858.0876 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18724 516819 -578527 -420256 313107 -578527
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579536000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111569193,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 113,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            404912.8532583888,
            441998.4958146017,
            -37085.6425562129,
            38082.6361736656,
            1098051.3474096518,
            -1059968.7112359882
        ],
        [
            404.912853,
            441.998496,
            -37.085643,
            38.082636,
            1098.051347,
            -1059.968711
        ],
        [
            0.250255,
            0.273176,
            -0.022921,
            0.019945,
            0.153596,
            0
        ],
        [
            24.29248,
            24.29248,
            24.29248,
            24.29248,
            24.29248,
            24.29248
        ],
        [
            -198449,
            -181531,
            -51948,
            -2896220,
            -2110171,
            -1191975
        ],
        [
            1.902709,
            2.297941,
            0.656662,
            1.006544,
            1.266234,
            0.374656
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            63.291139,
            61.538462,
            65,
            63.291139,
            61.538462,
            65
        ],
        [
            1.103571,
            1.436213,
            0.353587,
            0.583796,
            0.791396,
            0.201738
        ],
        [
            94324,
            94324,
            7714,
            1408974,
            1408974,
            173352
        ],
        [
            -88947,
            -88947,
            -19554,
            -1655209,
            -1655209,
            -423149
        ],
        [
            226,
            454,
            4,
            226,
            454,
            4
        ],
        [
            142,
            291,
            4,
            142,
            291,
            4
        ],
        [
            371,
            713,
            4,
            371,
            713,
            4
        ],
        [
            17905,
            17711,
            194,
            17905,
            17711,
            194
        ],
        [
            0,
            858.087606,
            0,
            0,
            858.087606,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18724,
            516819,
            -578527,
            -420256,
            313107,
            -578527
        ]
    ]
}
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": 1579536000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759111569193,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 113,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)