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Trade: WAVES/USDT/120/MIDPRICE/KCB/8281

Strategy
WAVES/USDT/120/MIDPRICE/KCB/8281
Pair
WAVES_USDT
Interval
2h
Score
483172
Daily Profit
0.447802
Profit Factor
1.832107
Profitability
46.994536
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-29 01:51
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 724544.3536 594371.2267 130173.1269 4230764.7966 2193899.0704 2036865.7261
Total P&L (%) 724.5444 594.3712 130.1731 4230.7648 2193.8991 2036.8657
Avg Daily Profit (%) 0.4478 0.3673 0.0805 0.2332 0.1938 0.1894
Buy And Hold Return (%) 23.4086 23.4086 23.4086 23.4086 23.4086 23.4086
Max Trade Drawdown -69719 -81744 -131599 -1248075 -1427019 -1583558
Profit Factor 1.8321 2.4126 1.2893 1.3651 1.3592 1.3717
Total Trades 183 92 91 183 92 91
Winning Trades 86 44 42 86 44 42
Losing Trades 97 48 49 97 48 49
Profitability (%) 46.9945 47.8261 46.1538 46.9945 47.8261 46.1538
Ratio Avg Win / Avg Loss 2.0664 2.6319 1.5042 1.5397 1.4828 1.6003
Largest Winning Trade 138809 138809 75825 1466719 1466719 747153
Largest Losing Trade -34288 -33605 -34288 -707636 -707636 -691455
Avg Bars in Trades 104 83 124 104 83 124
Avg Bars in Winners 146 106 188 146 106 188
Avg Bars in Losers 66 63 69 66 63 69
Bars Traded 19040 7726 11314 19040 7726 11314
Profit Streak 0 0 546.5355 0 0 546.5355
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 483172 464781 -85837 349335 261964 327902
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580140800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759099866238,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            724544.3536318936,
            594371.226682495,
            130173.1269493988,
            4230764.79655142,
            2193899.070438684,
            2036865.7261127392
        ],
        [
            724.544354,
            594.371227,
            130.173127,
            4230.764797,
            2193.89907,
            2036.865726
        ],
        [
            0.447802,
            0.367349,
            0.080453,
            0.233172,
            0.193812,
            0.189421
        ],
        [
            23.408648,
            23.408648,
            23.408648,
            23.408648,
            23.408648,
            23.408648
        ],
        [
            -69719,
            -81744,
            -131599,
            -1248075,
            -1427019,
            -1583558
        ],
        [
            1.832107,
            2.412553,
            1.289302,
            1.365128,
            1.359227,
            1.371704
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            86,
            44,
            42,
            86,
            44,
            42
        ],
        [
            97,
            48,
            49,
            97,
            48,
            49
        ],
        [
            46.994536,
            47.826087,
            46.153846,
            46.994536,
            47.826087,
            46.153846
        ],
        [
            2.066447,
            2.631876,
            1.504185,
            1.539737,
            1.482793,
            1.600321
        ],
        [
            138809,
            138809,
            75825,
            1466719,
            1466719,
            747153
        ],
        [
            -34288,
            -33605,
            -34288,
            -707636,
            -707636,
            -691455
        ],
        [
            104,
            83,
            124,
            104,
            83,
            124
        ],
        [
            146,
            106,
            188,
            146,
            106,
            188
        ],
        [
            66,
            63,
            69,
            66,
            63,
            69
        ],
        [
            19040,
            7726,
            11314,
            19040,
            7726,
            11314
        ],
        [
            0,
            0,
            546.535489,
            0,
            0,
            546.535489
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            483172,
            464781,
            -85837,
            349335,
            261964,
            327902
        ]
    ]
}
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": 1580140800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759099866238,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)