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Trade: WAVES/USDT/120/KCB/TEMA/3752

Strategy
WAVES/USDT/120/KCB/TEMA/3752
Pair
WAVES_USDT
Interval
2h
Score
419055
Daily Profit
0.413127
Profit Factor
3.146966
Profitability
39.024390
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 15:25
Expiration Time
2024-08-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 755144.1848 668438.9887 86705.1961 1190341.6492 1742354.0745 -552012.4253
Total P&L (%) 755.1442 668.439 86.7052 1190.3416 1742.3541 -552.0124
Avg Daily Profit (%) 0.4667 0.4131 0.0536 0.1582 0.1802 0
Buy And Hold Return (%) 23.1262 23.1262 23.1262 23.1262 23.1262 23.1262
Max Trade Drawdown -128374 -124986 -96594 -1891454 -1653348 -1953243
Profit Factor 2.27 3.147 1.3061 1.1783 1.5604 0.8453
Total Trades 82 41 41 82 41 41
Winning Trades 36 16 20 36 16 20
Losing Trades 46 25 21 46 25 21
Profitability (%) 43.9024 39.0244 48.7805 43.9024 39.0244 48.7805
Ratio Avg Win / Avg Loss 2.9006 4.9171 1.3714 1.5056 2.4381 0.8875
Largest Winning Trade 216621 216621 67776 959502 915395 959502
Largest Losing Trade -79426 -37067 -79426 -1655318 -880436 -1655318
Avg Bars in Trades 232 230 233 232 230 233
Avg Bars in Winners 398 430 372 398 430 372
Avg Bars in Losers 102 102 100 102 102 100
Bars Traded 19042 9467 9575 19042 9467 9575
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 125635 419055 -124118 -26779 231211 -581216
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579888800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760012700553,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 162,
            "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": [
        [
            755144.1848082078,
            668438.9887082312,
            86705.196099977,
            1190341.6491991163,
            1742354.0745469853,
            -552012.4253478693
        ],
        [
            755.144185,
            668.438989,
            86.705196,
            1190.341649,
            1742.354075,
            -552.012425
        ],
        [
            0.466715,
            0.413127,
            0.053588,
            0.15819,
            0.180238,
            0
        ],
        [
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216,
            23.126216
        ],
        [
            -128374,
            -124986,
            -96594,
            -1891454,
            -1653348,
            -1953243
        ],
        [
            2.270031,
            3.146966,
            1.306113,
            1.178277,
            1.560397,
            0.845278
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            43.902439,
            39.02439,
            48.780488,
            43.902439,
            39.02439,
            48.780488
        ],
        [
            2.900595,
            4.917134,
            1.371418,
            1.505577,
            2.43812,
            0.887542
        ],
        [
            216621,
            216621,
            67776,
            959502,
            915395,
            959502
        ],
        [
            -79426,
            -37067,
            -79426,
            -1655318,
            -880436,
            -1655318
        ],
        [
            232,
            230,
            233,
            232,
            230,
            233
        ],
        [
            398,
            430,
            372,
            398,
            430,
            372
        ],
        [
            102,
            102,
            100,
            102,
            102,
            100
        ],
        [
            19042,
            9467,
            9575,
            19042,
            9467,
            9575
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            125635,
            419055,
            -124118,
            -26779,
            231211,
            -581216
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579888800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760012700553,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 106,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 162,
            "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)