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Trade: WAVES/USDT/120/KCB/BBM/5496

Strategy
WAVES/USDT/120/KCB/BBM/5496
Pair
WAVES_USDT
Interval
2h
Score
520558
Daily Profit
0.418220
Profit Factor
1.910925
Profitability
50.617284
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 00:24
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 676680.2968 577027.1074 99653.1894 2737942.7047 2064154.6581 673788.0465
Total P&L (%) 676.6803 577.0271 99.6532 2737.9427 2064.1547 673.788
Avg Daily Profit (%) 0.4182 0.3566 0.0616 0.207 0.1902 0.1265
Buy And Hold Return (%) 21.954 21.954 21.954 21.954 21.954 21.954
Max Trade Drawdown -128962 -127684 -79347 -3494314 -3146990 -1737474
Profit Factor 1.9109 2.5173 1.2749 1.1706 1.2459 1.088
Total Trades 162 81 81 162 81 81
Winning Trades 82 41 41 82 41 41
Losing Trades 80 40 40 80 40 40
Profitability (%) 50.6173 50.6173 50.6173 50.6173 50.6173 50.6173
Ratio Avg Win / Avg Loss 1.8643 2.4559 1.2438 1.142 1.2155 1.0615
Largest Winning Trade 136381 136381 67640 1780007 1733596 1780007
Largest Losing Trade -43384 -32701 -43384 -1270116 -1270116 -916178
Avg Bars in Trades 117 115 119 117 115 119
Avg Bars in Winners 167 171 163 167 171 163
Avg Bars in Losers 66 58 74 66 58 74
Bars Traded 19011 9364 9647 19011 9364 9647
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520558 82686 -124377 -23841 -4170 -159257
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579500000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759613056833,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 63,
            "offset": 0,
            "std": 1.81274
        }
    }
}
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": [
        [
            676680.2968140205,
            577027.1074117016,
            99653.1894023192,
            2737942.704676578,
            2064154.6581405266,
            673788.0465360519
        ],
        [
            676.680297,
            577.027107,
            99.653189,
            2737.942705,
            2064.154658,
            673.788047
        ],
        [
            0.41822,
            0.35663,
            0.06159,
            0.206992,
            0.190206,
            0.12654
        ],
        [
            21.953984,
            21.953984,
            21.953984,
            21.953984,
            21.953984,
            21.953984
        ],
        [
            -128962,
            -127684,
            -79347,
            -3494314,
            -3146990,
            -1737474
        ],
        [
            1.910925,
            2.517285,
            1.274869,
            1.1706,
            1.245921,
            1.088016
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            50.617284,
            50.617284,
            50.617284,
            50.617284,
            50.617284,
            50.617284
        ],
        [
            1.864317,
            2.455888,
            1.243775,
            1.142049,
            1.215532,
            1.061479
        ],
        [
            136381,
            136381,
            67640,
            1780007,
            1733596,
            1780007
        ],
        [
            -43384,
            -32701,
            -43384,
            -1270116,
            -1270116,
            -916178
        ],
        [
            117,
            115,
            119,
            117,
            115,
            119
        ],
        [
            167,
            171,
            163,
            167,
            171,
            163
        ],
        [
            66,
            58,
            74,
            66,
            58,
            74
        ],
        [
            19011,
            9364,
            9647,
            19011,
            9364,
            9647
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520558,
            82686,
            -124377,
            -23841,
            -4170,
            -159257
        ]
    ]
}
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": 1579500000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759613056833,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 108,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 63,
            "offset": 0,
            "std": 1.81274
        }
    }
}

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)