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Trade: WAVES/USDT/120/MIDPRICE/KCB/4533

Strategy
WAVES/USDT/120/MIDPRICE/KCB/4533
Pair
WAVES_USDT
Interval
2h
Score
552336
Daily Profit
0.467377
Profit Factor
1.790893
Profitability
53.275109
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-06 15:44
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 756216.0229 588246.9491 167969.0738 7617882.5432 4169751.6611 3448130.8821
Total P&L (%) 756.216 588.2469 167.9691 7617.8825 4169.7517 3448.1309
Avg Daily Profit (%) 0.4674 0.3636 0.1038 0.269 0.2323 0.2208
Buy And Hold Return (%) 25.848 25.848 25.848 25.848 25.848 25.848
Max Trade Drawdown -102517 -124457 -101563 -3793182 -2437309 -4110654
Profit Factor 1.7909 2.3093 1.3314 1.3347 1.3848 1.2891
Total Trades 229 115 114 229 115 114
Winning Trades 122 65 57 122 65 57
Losing Trades 107 50 57 107 50 57
Profitability (%) 53.2751 56.5217 50 53.2751 56.5217 50
Ratio Avg Win / Avg Loss 1.5707 1.7764 1.3314 1.1706 1.0652 1.2891
Largest Winning Trade 132829 132829 73081 1971991 1971991 1685366
Largest Losing Trade -34245 -33421 -34245 -2023976 -2023976 -1462254
Avg Bars in Trades 83 64 101 83 64 101
Avg Bars in Winners 89 65 116 89 65 116
Avg Bars in Losers 76 63 87 76 63 87
Bars Traded 19040 7419 11621 19040 7419 11621
Profit Streak 0 0 556.1973 0 0 556.1973
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 552336 519472 -53330 379651 342466 336600
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579960800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754643276,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 53,
            "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": [
        [
            756216.0228876267,
            588246.9490959661,
            167969.0737916606,
            7617882.54318079,
            4169751.6610936774,
            3448130.8820871105
        ],
        [
            756.216023,
            588.246949,
            167.969074,
            7617.882543,
            4169.751661,
            3448.130882
        ],
        [
            0.467377,
            0.363564,
            0.103813,
            0.268972,
            0.232293,
            0.220825
        ],
        [
            25.847953,
            25.847953,
            25.847953,
            25.847953,
            25.847953,
            25.847953
        ],
        [
            -102517,
            -124457,
            -101563,
            -3793182,
            -2437309,
            -4110654
        ],
        [
            1.790893,
            2.309278,
            1.331389,
            1.334653,
            1.384821,
            1.289079
        ],
        [
            229,
            115,
            114,
            229,
            115,
            114
        ],
        [
            122,
            65,
            57,
            122,
            65,
            57
        ],
        [
            107,
            50,
            57,
            107,
            50,
            57
        ],
        [
            53.275109,
            56.521739,
            50,
            53.275109,
            56.521739,
            50
        ],
        [
            1.570701,
            1.776368,
            1.331389,
            1.170556,
            1.065247,
            1.289079
        ],
        [
            132829,
            132829,
            73081,
            1971991,
            1971991,
            1685366
        ],
        [
            -34245,
            -33421,
            -34245,
            -2023976,
            -2023976,
            -1462254
        ],
        [
            83,
            64,
            101,
            83,
            64,
            101
        ],
        [
            89,
            65,
            116,
            89,
            65,
            116
        ],
        [
            76,
            63,
            87,
            76,
            63,
            87
        ],
        [
            19040,
            7419,
            11621,
            19040,
            7419,
            11621
        ],
        [
            0,
            0,
            556.19726,
            0,
            0,
            556.19726
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            552336,
            519472,
            -53330,
            379651,
            342466,
            336600
        ]
    ]
}
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": 1579960800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759754643276,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 53,
            "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)