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Trade: WAVES/USDT/120/KCB/ZLMA/9715

Strategy
WAVES/USDT/120/KCB/ZLMA/9715
Pair
WAVES_USDT
Interval
2h
Score
469801
Daily Profit
0.443976
Profit Factor
2.128802
Profitability
46.363636
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-01 18:21
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 718353.382 621165.3029 97188.0791 2455942.6014 1843239.9654 612702.636
Total P&L (%) 718.3534 621.1653 97.1881 2455.9426 1843.24 612.7026
Avg Daily Profit (%) 0.444 0.3839 0.0601 0.2005 0.1835 0.1215
Buy And Hold Return (%) 23.8632 23.8632 23.8632 23.8632 23.8632 23.8632
Max Trade Drawdown -89652 -98986 -118290 -1176787 -1032821 -888815
Profit Factor 2.1288 2.9596 1.3043 1.4447 1.6623 1.2237
Total Trades 110 55 55 110 55 55
Winning Trades 51 25 26 51 25 26
Losing Trades 59 30 29 59 30 29
Profitability (%) 46.3636 45.4545 47.2727 46.3636 45.4545 47.2727
Ratio Avg Win / Avg Loss 2.4627 3.5515 1.4548 1.6714 1.9948 1.3649
Largest Winning Trade 165446 165446 72735 1091763 1091763 605017
Largest Losing Trade -64000 -34433 -64000 -718718 -458068 -718718
Avg Bars in Trades 172 168 176 172 168 176
Avg Bars in Winners 274 276 271 274 276 271
Avg Bars in Losers 84 78 90 84 78 90
Bars Traded 18989 9281 9708 18989 9281 9708
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 469801 -166561 -295880 323992 -170777 -211952
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579622400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759332108818,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 103,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "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": [
        [
            718353.3820002107,
            621165.3029404352,
            97188.0790597754,
            2455942.6013771635,
            1843239.965410551,
            612702.6359666106
        ],
        [
            718.353382,
            621.165303,
            97.188079,
            2455.942601,
            1843.239965,
            612.702636
        ],
        [
            0.443976,
            0.383909,
            0.060067,
            0.20051,
            0.183539,
            0.121452
        ],
        [
            23.863244,
            23.863244,
            23.863244,
            23.863244,
            23.863244,
            23.863244
        ],
        [
            -89652,
            -98986,
            -118290,
            -1176787,
            -1032821,
            -888815
        ],
        [
            2.128802,
            2.95962,
            1.30428,
            1.44473,
            1.662336,
            1.223664
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            46.363636,
            45.454545,
            47.272727,
            46.363636,
            45.454545,
            47.272727
        ],
        [
            2.462731,
            3.551544,
            1.454774,
            1.671354,
            1.994803,
            1.364856
        ],
        [
            165446,
            165446,
            72735,
            1091763,
            1091763,
            605017
        ],
        [
            -64000,
            -34433,
            -64000,
            -718718,
            -458068,
            -718718
        ],
        [
            172,
            168,
            176,
            172,
            168,
            176
        ],
        [
            274,
            276,
            271,
            274,
            276,
            271
        ],
        [
            84,
            78,
            90,
            84,
            78,
            90
        ],
        [
            18989,
            9281,
            9708,
            18989,
            9281,
            9708
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            469801,
            -166561,
            -295880,
            323992,
            -170777,
            -211952
        ]
    ]
}
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": 1579622400000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759332108818,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 103,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 125,
            "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)