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Trade: WAVES/USDT/120/KCL/SSF/5910

Strategy
WAVES/USDT/120/KCL/SSF/5910
Pair
WAVES_USDT
Interval
2h
Score
481686
Daily Profit
0.416618
Profit Factor
1.678542
Profitability
62.893082
Streak
477.805805
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-09-30 04:20
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 674088.1361 628100.265 45987.8711 155655.4769 1238894.2612 -1083238.7842
Total P&L (%) 674.0881 628.1003 45.9879 155.6555 1238.8943 -1083.2388
Avg Daily Profit (%) 0.4166 0.3882 0.0284 0.058 0.1605 0
Buy And Hold Return (%) 22.1755 22.1755 22.1755 22.1755 22.1755 22.1755
Max Trade Drawdown -287890 -265134 -118747 -10002447 -7047880 -3879175
Profit Factor 1.6785 1.8446 1.1841 1.0078 1.0862 0.81
Total Trades 159 79 80 159 79 80
Winning Trades 100 42 58 100 42 58
Losing Trades 59 37 22 59 37 22
Profitability (%) 62.8931 53.1646 72.5 62.8931 53.1646 72.5
Ratio Avg Win / Avg Loss 0.9903 1.625 0.4491 0.5946 0.9569 0.3073
Largest Winning Trade 166704 166704 18749 4865071 4865071 866733
Largest Losing Trade -58432 -57894 -58432 -5457223 -5457223 -2393954
Avg Bars in Trades 121 213 29 121 213 29
Avg Bars in Winners 99 205 22 99 205 22
Avg Bars in Losers 157 222 48 157 222 48
Bars Traded 19279 16885 2394 19279 16885 2394
Profit Streak 477.8058 0 498.8891 477.8058 0 498.8891
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481686 -13401 -196401 -326010 -146249 -596179
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579269600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759195221598,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            674088.1360608948,
            628100.2649674558,
            45987.87109344,
            155655.4769399156,
            1238894.2611650613,
            -1083238.7842251477
        ],
        [
            674.088136,
            628.100265,
            45.987871,
            155.655477,
            1238.894261,
            -1083.238784
        ],
        [
            0.416618,
            0.388195,
            0.028423,
            0.05803,
            0.160477,
            0
        ],
        [
            22.175542,
            22.175542,
            22.175542,
            22.175542,
            22.175542,
            22.175542
        ],
        [
            -287890,
            -265134,
            -118747,
            -10002447,
            -7047880,
            -3879175
        ],
        [
            1.678542,
            1.844646,
            1.184091,
            1.007752,
            1.086175,
            0.810047
        ],
        [
            159,
            79,
            80,
            159,
            79,
            80
        ],
        [
            100,
            42,
            58,
            100,
            42,
            58
        ],
        [
            59,
            37,
            22,
            59,
            37,
            22
        ],
        [
            62.893082,
            53.164557,
            72.5,
            62.893082,
            53.164557,
            72.5
        ],
        [
            0.99034,
            1.625045,
            0.449138,
            0.594574,
            0.956869,
            0.307259
        ],
        [
            166704,
            166704,
            18749,
            4865071,
            4865071,
            866733
        ],
        [
            -58432,
            -57894,
            -58432,
            -5457223,
            -5457223,
            -2393954
        ],
        [
            121,
            213,
            29,
            121,
            213,
            29
        ],
        [
            99,
            205,
            22,
            99,
            205,
            22
        ],
        [
            157,
            222,
            48,
            157,
            222,
            48
        ],
        [
            19279,
            16885,
            2394,
            19279,
            16885,
            2394
        ],
        [
            477.805805,
            0,
            498.889139,
            477.805805,
            0,
            498.889139
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481686,
            -13401,
            -196401,
            -326010,
            -146249,
            -596179
        ]
    ]
}
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": 1579269600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759195221598,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 76,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 163,
            "offset": 0,
            "poles": 2
        }
    }
}

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)