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Trade: WAVES/USDT/480/KCL/TEMA/5404

Strategy
WAVES/USDT/480/KCL/TEMA/5404
Pair
WAVES_USDT
Interval
8h
Score
471557
Daily Profit
0.192986
Profit Factor
2.194815
Profitability
61.538462
Streak
768.197199
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-04 23:43
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 395952.1258 381534.2163 14417.9095 -68113.189 -1505578.9524 1437465.7634
Total P&L (%) 395.9521 381.5342 14.4179 -68.1132 -1505.579 1437.4658
Avg Daily Profit (%) 0.2003 0.193 0.0073 -0.0578 0 0.1383
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -292184 -170300 -167947 -5279923 -4043914 -2189355
Profit Factor 1.685 2.1948 1.0557 0.9913 0.6997 1.5179
Total Trades 79 39 40 79 39 40
Winning Trades 48 24 24 48 24 24
Losing Trades 31 15 16 31 15 16
Profitability (%) 60.7595 61.5385 60 60.7595 61.5385 60
Ratio Avg Win / Avg Loss 1.0882 1.3718 0.7038 0.6402 0.4373 1.012
Largest Winning Trade 147186 147186 70061 1457211 1098815 1457211
Largest Losing Trade -94360 -43029 -94360 -1561562 -1561562 -1527714
Avg Bars in Trades 70 109 31 70 109 31
Avg Bars in Winners 75 117 33 75 117 33
Avg Bars in Losers 62 97 29 62 97 29
Bars Traded 5537 4263 1274 5537 4263 1274
Profit Streak 590.8639 768.1972 590.8639 590.8639 768.1972 590.8639
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -18941 471557 -370392 -609424 -578305 -4638
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550736000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759610637984,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 103,
            "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": [
        [
            395952.1258183281,
            381534.216326134,
            14417.9094921942,
            -68113.1890055801,
            -1505578.9523927546,
            1437465.7633871746
        ],
        [
            395.952126,
            381.534216,
            14.417909,
            -68.113189,
            -1505.578952,
            1437.465763
        ],
        [
            0.200279,
            0.192986,
            0.007293,
            -0.057797,
            0,
            0.138321
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -292184,
            -170300,
            -167947,
            -5279923,
            -4043914,
            -2189355
        ],
        [
            1.685016,
            2.194815,
            1.055734,
            0.991256,
            0.699725,
            1.517933
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            48,
            24,
            24,
            48,
            24,
            24
        ],
        [
            31,
            15,
            16,
            31,
            15,
            16
        ],
        [
            60.759494,
            61.538462,
            60,
            60.759494,
            61.538462,
            60
        ],
        [
            1.08824,
            1.371759,
            0.703822,
            0.640186,
            0.437328,
            1.011956
        ],
        [
            147186,
            147186,
            70061,
            1457211,
            1098815,
            1457211
        ],
        [
            -94360,
            -43029,
            -94360,
            -1561562,
            -1561562,
            -1527714
        ],
        [
            70,
            109,
            31,
            70,
            109,
            31
        ],
        [
            75,
            117,
            33,
            75,
            117,
            33
        ],
        [
            62,
            97,
            29,
            62,
            97,
            29
        ],
        [
            5537,
            4263,
            1274,
            5537,
            4263,
            1274
        ],
        [
            590.863865,
            768.197199,
            590.863865,
            590.863865,
            768.197199,
            590.863866
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -18941,
            471557,
            -370392,
            -609424,
            -578305,
            -4638
        ]
    ]
}
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": 1550736000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759610637984,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 103,
            "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)