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Trade: WAVES/USDT/480/KCL/ALMA/9024

Strategy
WAVES/USDT/480/KCL/ALMA/9024
Pair
WAVES_USDT
Interval
8h
Score
431056
Daily Profit
0.267109
Profit Factor
1.620519
Profitability
48.333333
Streak
0.000000
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-09-27 10:04
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 528073.5536 430519.7744 97553.7792 429555.9209 370604.5245 58951.3965
Total P&L (%) 528.0736 430.5198 97.5538 429.5559 370.6045 58.9514
Avg Daily Profit (%) 0.2671 0.2178 0.0493 0.0843 0.0784 0.0234
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -173650 -152618 -97336 -3203735 -2609488 -1321323
Profit Factor 1.6205 1.8293 1.294 1.0536 1.0748 1.0192
Total Trades 180 90 90 180 90 90
Winning Trades 87 39 48 87 39 48
Losing Trades 93 51 42 93 51 42
Profitability (%) 48.3333 43.3333 53.3333 48.3333 43.3333 53.3333
Ratio Avg Win / Avg Loss 1.7323 2.3921 1.1322 1.1262 1.4056 0.8918
Largest Winning Trade 147295 147295 65850 963901 963901 907077
Largest Losing Trade -34841 -34841 -34807 -978482 -978482 -725554
Avg Bars in Trades 31 38 25 31 38 25
Avg Bars in Winners 44 62 29 44 62 29
Avg Bars in Losers 20 19 21 20 19 21
Bars Traded 5751 3431 2320 5751 3431 2320
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431056 300144 -126571 -241640 -229422 -362927
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758956668004,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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": [
        [
            528073.5535836777,
            430519.7744229686,
            97553.779160709,
            429555.9209362321,
            370604.5244500106,
            58951.3964862213
        ],
        [
            528.073554,
            430.519774,
            97.553779,
            429.555921,
            370.604524,
            58.951396
        ],
        [
            0.267109,
            0.217764,
            0.049344,
            0.084349,
            0.078374,
            0.023444
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -173650,
            -152618,
            -97336,
            -3203735,
            -2609488,
            -1321323
        ],
        [
            1.620519,
            1.829252,
            1.293967,
            1.053576,
            1.074835,
            1.019231
        ],
        [
            180,
            90,
            90,
            180,
            90,
            90
        ],
        [
            87,
            39,
            48,
            87,
            39,
            48
        ],
        [
            93,
            51,
            42,
            93,
            51,
            42
        ],
        [
            48.333333,
            43.333333,
            53.333333,
            48.333333,
            43.333333,
            53.333333
        ],
        [
            1.732279,
            2.392099,
            1.132221,
            1.126236,
            1.405554,
            0.891827
        ],
        [
            147295,
            147295,
            65850,
            963901,
            963901,
            907077
        ],
        [
            -34841,
            -34841,
            -34807,
            -978482,
            -978482,
            -725554
        ],
        [
            31,
            38,
            25,
            31,
            38,
            25
        ],
        [
            44,
            62,
            29,
            44,
            62,
            29
        ],
        [
            20,
            19,
            21,
            20,
            19,
            21
        ],
        [
            5751,
            3431,
            2320,
            5751,
            3431,
            2320
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431056,
            300144,
            -126571,
            -241640,
            -229422,
            -362927
        ]
    ]
}
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": 1550304000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758956668004,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 88,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 8,
            "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)