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Trade: WAVES/USDT/480/KCB/ZLMA/5327

Strategy
WAVES/USDT/480/KCB/ZLMA/5327
Pair
WAVES_USDT
Interval
8h
Score
478242
Daily Profit
0.304728
Profit Factor
4.773997
Profitability
40.000000
Streak
625.225338
Best Strategy
Training Data Length
1977.000000
Evaluation Time
2025-10-01 00:24
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 747493.3609 602447.0463 145046.3146 7962339.9085 5084406.5719 2877933.3366
Total P&L (%) 747.4934 602.447 145.0463 7962.3399 5084.4066 2877.9333
Avg Daily Profit (%) 0.3781 0.3047 0.0734 0.2223 0.1999 0.1718
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -58810 -43366 -131203 -2870827 -2284759 -900614
Profit Factor 3.1808 4.774 1.792 2.6825 2.7069 2.6411
Total Trades 79 40 39 79 40 39
Winning Trades 29 16 13 29 16 13
Losing Trades 50 24 26 50 24 26
Profitability (%) 36.7089 40 33.3333 36.7089 40 33.3333
Ratio Avg Win / Avg Loss 5.4841 7.161 3.5841 4.625 4.0603 5.2822
Largest Winning Trade 183227 183227 80863 2370827 2370827 1957869
Largest Losing Trade -19846 -18447 -19846 -714886 -670800 -714886
Avg Bars in Trades 70 61 79 70 61 79
Avg Bars in Winners 148 113 190 148 113 190
Avg Bars in Losers 25 27 23 25 27 23
Bars Traded 5555 2471 3084 5555 2471 3084
Profit Streak 625.2253 625.2253 708.892 625.2253 625.2253 708.892
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -19849 478242 -97088 -22142 357253 263890
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5931,
    "evaluation_days": 1977,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551168000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759267469240,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "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": [
        [
            747493.3608703711,
            602447.0462511899,
            145046.3146191814,
            7962339.908472772,
            5084406.5719068665,
            2877933.336565907
        ],
        [
            747.493361,
            602.447046,
            145.046315,
            7962.339908,
            5084.406572,
            2877.933337
        ],
        [
            0.378095,
            0.304728,
            0.073367,
            0.22229,
            0.199908,
            0.171812
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -58810,
            -43366,
            -131203,
            -2870827,
            -2284759,
            -900614
        ],
        [
            3.180782,
            4.773997,
            1.792028,
            2.682492,
            2.706858,
            2.641103
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            36.708861,
            40,
            33.333333,
            36.708861,
            40,
            33.333333
        ],
        [
            5.484107,
            7.160995,
            3.584055,
            4.624986,
            4.060286,
            5.282206
        ],
        [
            183227,
            183227,
            80863,
            2370827,
            2370827,
            1957869
        ],
        [
            -19846,
            -18447,
            -19846,
            -714886,
            -670800,
            -714886
        ],
        [
            70,
            61,
            79,
            70,
            61,
            79
        ],
        [
            148,
            113,
            190,
            148,
            113,
            190
        ],
        [
            25,
            27,
            23,
            25,
            27,
            23
        ],
        [
            5555,
            2471,
            3084,
            5555,
            2471,
            3084
        ],
        [
            625.225338,
            625.225338,
            708.892005,
            625.225338,
            625.225338,
            708.892005
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -19849,
            478242,
            -97088,
            -22142,
            357253,
            263890
        ]
    ]
}
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": 1551168000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759267469240,
    "expiration_time": 1723706784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 24,
            "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)