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Trade: WAVES/USDT/240/KCB/JMA/5136

Strategy
WAVES/USDT/240/KCB/JMA/5136
Pair
WAVES_USDT
Interval
4h
Score
412731
Daily Profit
0.152057
Profit Factor
2.147585
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-09 04:33
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 327053.007 300464.7859 26588.2211 18002.0642 786671.9411 -768669.8769
Total P&L (%) 327.053 300.4648 26.5882 18.0021 786.6719 -768.6699
Avg Daily Profit (%) 0.1655 0.1521 0.0135 0.0084 0.1105 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -141002 -116346 -96995 -1350742 -675544 -1128186
Profit Factor 1.597 2.1476 1.093 1.0057 1.6666 0.6088
Total Trades 57 29 28 57 29 28
Winning Trades 30 15 15 30 15 15
Losing Trades 27 14 13 27 14 13
Profitability (%) 52.6316 51.7241 53.5714 52.6316 51.7241 53.5714
Ratio Avg Win / Avg Loss 1.4373 2.0044 0.9472 0.9052 1.5555 0.5276
Largest Winning Trade 111711 111711 63089 505192 505192 396376
Largest Losing Trade -61136 -61136 -55883 -819444 -395488 -819444
Avg Bars in Trades 202 185 220 202 185 220
Avg Bars in Winners 256 215 297 256 215 297
Avg Bars in Losers 142 153 130 142 153 130
Bars Traded 11537 5374 6163 11537 5374 6163
Profit Streak 0 0 588.7313 0 0 588.7313
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -169933 412731 -318210 -584913 -41728 -600786
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759973587396,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 245,
            "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": [
        [
            327053.0070118199,
            300464.7858651458,
            26588.2211466741,
            18002.0641909902,
            786671.9410666754,
            -768669.8768756852
        ],
        [
            327.053007,
            300.464786,
            26.588221,
            18.002064,
            786.671941,
            -768.669877
        ],
        [
            0.165513,
            0.152057,
            0.013456,
            0.008377,
            0.110502,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -141002,
            -116346,
            -96995,
            -1350742,
            -675544,
            -1128186
        ],
        [
            1.597033,
            2.147585,
            1.092974,
            1.005724,
            1.666556,
            0.608794
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            52.631579,
            51.724138,
            53.571429,
            52.631579,
            51.724138,
            53.571429
        ],
        [
            1.437329,
            2.004412,
            0.947244,
            0.905151,
            1.555453,
            0.527622
        ],
        [
            111711,
            111711,
            63089,
            505192,
            505192,
            396376
        ],
        [
            -61136,
            -61136,
            -55883,
            -819444,
            -395488,
            -819444
        ],
        [
            202,
            185,
            220,
            202,
            185,
            220
        ],
        [
            256,
            215,
            297,
            256,
            215,
            297
        ],
        [
            142,
            153,
            130,
            142,
            153,
            130
        ],
        [
            11537,
            5374,
            6163,
            11537,
            5374,
            6163
        ],
        [
            0,
            0,
            588.731336,
            0,
            0,
            588.731336
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -169933,
            412731,
            -318210,
            -584913,
            -41728,
            -600786
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551312000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759973587396,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 245,
            "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)