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Trade: WAVES/USDT/360/KCU/BBL/8281

Strategy
WAVES/USDT/360/KCU/BBL/8281
Pair
WAVES_USDT
Interval
6h
Score
491048
Daily Profit
0.171663
Profit Factor
2.519169
Profitability
62.790698
Streak
563.431401
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 140144.918 339334.3956 -199189.4777 -93824.183 81404.5692 -175228.7522
Total P&L (%) 140.1449 339.3344 -199.1895 -93.8242 81.4046 -175.2288
Avg Daily Profit (%) 0.0709 0.1717 -0.1008 -0.1408 0.0301 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -255542 -34861 -323439 -134583 -18317 -175489
Profit Factor 1.2165 2.5192 0.5302 0.6149 2.6103 0.0926
Total Trades 85 43 42 85 43 42
Winning Trades 47 27 20 47 27 20
Losing Trades 38 16 22 38 16 22
Profitability (%) 55.2941 62.7907 47.619 55.2941 62.7907 47.619
Ratio Avg Win / Avg Loss 0.9835 1.4928 0.5833 0.4972 1.5468 0.1019
Largest Winning Trade 93765 82845 93765 24786 24786 5028
Largest Losing Trade -86915 -34861 -86915 -117497 -18317 -117497
Avg Bars in Trades 73 23 125 73 23 125
Avg Bars in Winners 102 23 209 102 23 209
Avg Bars in Losers 37 22 47 37 22 47
Bars Traded 6257 1007 5250 6257 1007 5250
Profit Streak 553.4314 563.4314 0 553.4314 563.4314 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -98873 491048 -581660 -579280 -145080 -581660
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": 1550577600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759508473037,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 21,
            "offset": 0,
            "std": 1.7096
        }
    }
}
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": [
        [
            140144.917992338,
            339334.3956424614,
            -199189.4776501236,
            -93824.183042013,
            81404.5691572498,
            -175228.7521992628
        ],
        [
            140.144918,
            339.334396,
            -199.189478,
            -93.824183,
            81.404569,
            -175.228752
        ],
        [
            0.070897,
            0.171663,
            -0.100766,
            -0.140765,
            0.030133,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -255542,
            -34861,
            -323439,
            -134583,
            -18317,
            -175489
        ],
        [
            1.216475,
            2.519169,
            0.530243,
            0.614946,
            2.610266,
            0.092603
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            47,
            27,
            20,
            47,
            27,
            20
        ],
        [
            38,
            16,
            22,
            38,
            16,
            22
        ],
        [
            55.294118,
            62.790698,
            47.619048,
            55.294118,
            62.790698,
            47.619048
        ],
        [
            0.983533,
            1.492841,
            0.583267,
            0.49719,
            1.546824,
            0.101864
        ],
        [
            93765,
            82845,
            93765,
            24786,
            24786,
            5028
        ],
        [
            -86915,
            -34861,
            -86915,
            -117497,
            -18317,
            -117497
        ],
        [
            73,
            23,
            125,
            73,
            23,
            125
        ],
        [
            102,
            23,
            209,
            102,
            23,
            209
        ],
        [
            37,
            22,
            47,
            37,
            22,
            47
        ],
        [
            6257,
            1007,
            5250,
            6257,
            1007,
            5250
        ],
        [
            553.431401,
            563.431401,
            0,
            553.431401,
            563.431401,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -98873,
            491048,
            -581660,
            -579280,
            -145080,
            -581660
        ]
    ]
}
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": 1550577600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759508473037,
    "expiration_time": 1723706136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 130,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 21,
            "offset": 0,
            "std": 1.7096
        }
    }
}

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)