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Trade: WAVES/USDT/720/KCB/HILO/4510

Strategy
WAVES/USDT/720/KCB/HILO/4510
Pair
WAVES_USDT
Interval
12h
Score
586281
Daily Profit
0.202266
Profit Factor
3.755980
Profitability
55.813953
Streak
629.475590
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-10-09 14:24
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522240.9909 399980.9808 122260.0101 2606636.8315 1597490.7387 1009146.0928
Total P&L (%) 522.241 399.981 122.26 2606.6368 1597.4907 1009.1461
Avg Daily Profit (%) 0.2641 0.2023 0.0618 0.1669 0.1433 0.1218
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -48435 -41292 -94653 -512008 -772791 -557676
Profit Factor 2.3951 3.756 1.5334 1.8346 2.1228 1.5934
Total Trades 86 43 43 86 43 43
Winning Trades 46 24 22 46 24 22
Losing Trades 40 19 21 40 19 21
Profitability (%) 53.4884 55.814 51.1628 53.4884 55.814 51.1628
Ratio Avg Win / Avg Loss 2.0827 2.9735 1.4637 1.5953 1.6805 1.521
Largest Winning Trade 142789 142789 70880 711063 686064 711063
Largest Losing Trade -22687 -22687 -22550 -388921 -388921 -367776
Avg Bars in Trades 43 32 54 43 32 54
Avg Bars in Winners 59 44 75 59 44 75
Avg Bars in Losers 25 17 31 25 17 31
Bars Traded 3725 1401 2324 3725 1401 2324
Profit Streak 589.9756 629.4756 0 589.9756 629.4756 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 518889 586281 -108659 450049 161159 -26863
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760009090987,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
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": [
        [
            522240.9908771535,
            399980.9808082453,
            122260.010068908,
            2606636.8314845967,
            1597490.7386976792,
            1009146.0927869179
        ],
        [
            522.240991,
            399.980981,
            122.26001,
            2606.636831,
            1597.490739,
            1009.146093
        ],
        [
            0.264092,
            0.202266,
            0.061826,
            0.16693,
            0.1433,
            0.121752
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -48435,
            -41292,
            -94653,
            -512008,
            -772791,
            -557676
        ],
        [
            2.395128,
            3.75598,
            1.533421,
            1.834562,
            2.12276,
            1.593429
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            53.488372,
            55.813953,
            51.162791,
            53.488372,
            55.813953,
            51.162791
        ],
        [
            2.08272,
            2.973484,
            1.46372,
            1.595272,
            1.680518,
            1.521
        ],
        [
            142789,
            142789,
            70880,
            711063,
            686064,
            711063
        ],
        [
            -22687,
            -22687,
            -22550,
            -388921,
            -388921,
            -367776
        ],
        [
            43,
            32,
            54,
            43,
            32,
            54
        ],
        [
            59,
            44,
            75,
            59,
            44,
            75
        ],
        [
            25,
            17,
            31,
            25,
            17,
            31
        ],
        [
            3725,
            1401,
            2324,
            3725,
            1401,
            2324
        ],
        [
            589.97559,
            629.47559,
            0,
            589.97559,
            629.47559,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518889,
            586281,
            -108659,
            450049,
            161159,
            -26863
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760009090987,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 83,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

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)