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Trade: WAVES/USDT/480/HL2/KCU/4018

Strategy
WAVES/USDT/480/HL2/KCU/4018
Pair
WAVES_USDT
Interval
8h
Score
437195
Daily Profit
0.155658
Profit Factor
1.729985
Profitability
73.170732
Streak
761.427762
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-09 21:15
Expiration Time
2024-08-15 10:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 203390.0894 307736.728 -104346.6386 -85529.7102 9734.0981 -95263.8083
Total P&L (%) 203.3901 307.7367 -104.3466 -85.5297 9.7341 -95.2638
Avg Daily Profit (%) 0.1029 0.1557 -0.0528 -0.0977 0.0047 -0.1542
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -214560 -186347 -118649 -249363 -182939 -97814
Profit Factor 1.3307 1.73 0.4606 0.8331 1.0268 0.3623
Total Trades 83 41 42 83 41 42
Winning Trades 54 30 24 54 30 24
Losing Trades 29 11 18 29 11 18
Profitability (%) 65.0602 73.1707 57.1429 65.0602 73.1707 57.1429
Ratio Avg Win / Avg Loss 0.7146 0.6343 0.3455 0.4474 0.3765 0.2718
Largest Winning Trade 100295 100295 13202 97364 97364 11322
Largest Losing Trade -84609 -84609 -56741 -160206 -160206 -64839
Avg Bars in Trades 65 128 3 65 128 3
Avg Bars in Winners 28 49 2 28 49 2
Avg Bars in Losers 133 343 4 133 343 4
Bars Traded 5422 5280 142 5422 5280 142
Profit Streak 670.4278 761.4278 670.4278 670.4278 761.4278 670.4278
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54730 437195 -578573 -578477 -540612 -578573
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548662400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760033758687,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            203390.0894044989,
            307736.727997768,
            -104346.6385932693,
            -85529.7101694976,
            9734.0980842383,
            -95263.808253736
        ],
        [
            203.390089,
            307.736728,
            -104.346639,
            -85.52971,
            9.734098,
            -95.263808
        ],
        [
            0.102878,
            0.155658,
            -0.05278,
            -0.09773,
            0.004699,
            -0.154152
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -214560,
            -186347,
            -118649,
            -249363,
            -182939,
            -97814
        ],
        [
            1.330705,
            1.729985,
            0.460611,
            0.83307,
            1.026818,
            0.362334
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            54,
            30,
            24,
            54,
            30,
            24
        ],
        [
            29,
            11,
            18,
            29,
            11,
            18
        ],
        [
            65.060241,
            73.170732,
            57.142857,
            65.060241,
            73.170732,
            57.142857
        ],
        [
            0.714638,
            0.634328,
            0.345458,
            0.447389,
            0.3765,
            0.271751
        ],
        [
            100295,
            100295,
            13202,
            97364,
            97364,
            11322
        ],
        [
            -84609,
            -84609,
            -56741,
            -160206,
            -160206,
            -64839
        ],
        [
            65,
            128,
            3,
            65,
            128,
            3
        ],
        [
            28,
            49,
            2,
            28,
            49,
            2
        ],
        [
            133,
            343,
            4,
            133,
            343,
            4
        ],
        [
            5422,
            5280,
            142,
            5422,
            5280,
            142
        ],
        [
            670.427762,
            761.427762,
            670.427762,
            670.427763,
            761.427763,
            670.427763
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54730,
            437195,
            -578573,
            -578477,
            -540612,
            -578573
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1548662400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760033758687,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 31,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)