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Trade: WAVES/USDT/480/KCB/ZLMA/2106

Strategy
WAVES/USDT/480/KCB/ZLMA/2106
Pair
WAVES_USDT
Interval
8h
Score
438958
Daily Profit
0.259311
Profit Factor
3.365851
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-30 09:59
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 622229.0527 512658.7049 109570.3479 1741969.3683 969450.8376 772518.5308
Total P&L (%) 622.2291 512.6587 109.5703 1741.9694 969.4508 772.5185
Avg Daily Profit (%) 0.3147 0.2593 0.0554 0.1475 0.1199 0.1096
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -114021 -63812 -146061 -2862200 -1225693 -1772210
Profit Factor 2.2689 3.3659 1.4003 1.3012 1.3727 1.2428
Total Trades 69 35 34 69 35 34
Winning Trades 29 15 14 29 15 14
Losing Trades 40 20 20 40 20 20
Profitability (%) 42.029 42.8571 41.1765 42.029 42.8571 41.1765
Ratio Avg Win / Avg Loss 3.1295 4.4878 2.0005 1.7948 1.8302 1.7754
Largest Winning Trade 168367 168367 69672 995419 875967 995419
Largest Losing Trade -56004 -29261 -56004 -1743238 -400714 -1743238
Avg Bars in Trades 83 70 96 83 70 96
Avg Bars in Winners 153 122 186 153 122 186
Avg Bars in Losers 32 32 33 32 32 33
Bars Traded 5765 2472 3293 5765 2472 3293
Profit Streak 0 0 707.6248 0 0 707.6248
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -96039 438958 -119592 -103932 -33622 -47861
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550419200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759215579835,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 41,
            "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": [
        [
            622229.0527393715,
            512658.7048639682,
            109570.3478754036,
            1741969.3683317453,
            969450.8375696358,
            772518.5307621099
        ],
        [
            622.229053,
            512.658705,
            109.570348,
            1741.969368,
            969.450838,
            772.518531
        ],
        [
            0.314734,
            0.259311,
            0.055423,
            0.147474,
            0.119937,
            0.109631
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -114021,
            -63812,
            -146061,
            -2862200,
            -1225693,
            -1772210
        ],
        [
            2.268857,
            3.365851,
            1.400338,
            1.301209,
            1.372658,
            1.242792
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            29,
            15,
            14,
            29,
            15,
            14
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            42.028986,
            42.857143,
            41.176471,
            42.028986,
            42.857143,
            41.176471
        ],
        [
            3.129458,
            4.487801,
            2.000483,
            1.794771,
            1.830211,
            1.775417
        ],
        [
            168367,
            168367,
            69672,
            995419,
            875967,
            995419
        ],
        [
            -56004,
            -29261,
            -56004,
            -1743238,
            -400714,
            -1743238
        ],
        [
            83,
            70,
            96,
            83,
            70,
            96
        ],
        [
            153,
            122,
            186,
            153,
            122,
            186
        ],
        [
            32,
            32,
            33,
            32,
            32,
            33
        ],
        [
            5765,
            2472,
            3293,
            5765,
            2472,
            3293
        ],
        [
            0,
            0,
            707.624767,
            0,
            0,
            707.624767
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -96039,
            438958,
            -119592,
            -103932,
            -33622,
            -47861
        ]
    ]
}
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": 1550419200000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759215579835,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 92,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 41,
            "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)