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Trade: WAVES/USDT/360/HILO/KCU/3739

Strategy
WAVES/USDT/360/HILO/KCU/3739
Pair
WAVES_USDT
Interval
6h
Score
490901
Daily Profit
0.207881
Profit Factor
2.209821
Profitability
62.068966
Streak
861.681442
Best Strategy
Training Data Length
1976.750000
Evaluation Time
2025-10-03 19:21
Expiration Time
2024-08-15 10:15

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 357750.6022 410928.3674 -53177.7653 -50752.8811 22729.6042 -73482.4854
Total P&L (%) 357.7506 410.9284 -53.1778 -50.7529 22.7296 -73.4825
Avg Daily Profit (%) 0.181 0.2079 -0.0269 -0.0358 0.0104 -0.0671
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -196248 -175132 -58143 -787974 -772057 -244925
Profit Factor 1.7869 2.2098 0.5374 0.9676 1.0181 0.7642
Total Trades 59 29 30 59 29 30
Winning Trades 27 18 9 27 18 9
Losing Trades 32 11 21 32 11 21
Profitability (%) 45.7627 62.069 30 45.7627 62.069 30
Ratio Avg Win / Avg Loss 2.1179 1.3504 1.2538 1.1468 0.6222 1.7832
Largest Winning Trade 191788 191788 28780 536484 536484 181536
Largest Losing Trade -75953 -75953 -14960 -613777 -613777 -104327
Avg Bars in Trades 122 244 4 122 244 4
Avg Bars in Winners 112 166 3 112 166 3
Avg Bars in Losers 131 372 5 131 372 5
Bars Traded 7236 7090 146 7236 7090 146
Profit Streak 0 861.6814 0 0 861.6814 0
Trades During Streak 0 4 0 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -170300 490901 -586658 -760258 -383473 -585547
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548892800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759508476564,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 52,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            357750.6021634873,
            410928.3674207758,
            -53177.7652572887,
            -50752.8811301176,
            22729.6042489706,
            -73482.4853790885
        ],
        [
            357.750602,
            410.928367,
            -53.177765,
            -50.752881,
            22.729604,
            -73.482485
        ],
        [
            0.180979,
            0.207881,
            -0.026902,
            -0.035826,
            0.010362,
            -0.067126
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -196248,
            -175132,
            -58143,
            -787974,
            -772057,
            -244925
        ],
        [
            1.786948,
            2.209821,
            0.537362,
            0.967599,
            1.018115,
            0.764221
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            27,
            18,
            9,
            27,
            18,
            9
        ],
        [
            32,
            11,
            21,
            32,
            11,
            21
        ],
        [
            45.762712,
            62.068966,
            30,
            45.762712,
            62.068966,
            30
        ],
        [
            2.117865,
            1.350446,
            1.253845,
            1.146784,
            0.622181,
            1.783182
        ],
        [
            191788,
            191788,
            28780,
            536484,
            536484,
            181536
        ],
        [
            -75953,
            -75953,
            -14960,
            -613777,
            -613777,
            -104327
        ],
        [
            122,
            244,
            4,
            122,
            244,
            4
        ],
        [
            112,
            166,
            3,
            112,
            166,
            3
        ],
        [
            131,
            372,
            5,
            131,
            372,
            5
        ],
        [
            7236,
            7090,
            146,
            7236,
            7090,
            146
        ],
        [
            0,
            861.681442,
            0,
            0,
            861.681442,
            0
        ],
        [
            0,
            4,
            0,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -170300,
            490901,
            -586658,
            -760258,
            -383473,
            -585547
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7907,
    "evaluation_days": 1976.75,
    "actual_first_datapoint_time": 1547791200000,
    "first_datapoint_time": 1548892800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759508476564,
    "expiration_time": 1723706136000,
    "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": 52,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)