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Trade: WAVES/USDT/60/KCB/ZLMA/8261

Strategy
WAVES/USDT/60/KCB/ZLMA/8261
Pair
WAVES_USDT
Interval
1h
Score
477835
Daily Profit
0.460426
Profit Factor
1.712044
Profitability
60.305344
Streak
0.000000
Best Strategy
Training Data Length
577.080000
Evaluation Time
2025-10-09 15:27
Expiration Time
2024-07-28 18:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 265702.3965 157049.287 108653.1096 485463.658 204358.8633 281104.7946
Total P&L (%) 265.7024 157.0493 108.6531 485.4637 204.3589 281.1048
Avg Daily Profit (%) 0.4604 0.2721 0.1883 0.3067 0.1931 0.2321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85758 -72156 -39281 -770280 -658564 -202918
Profit Factor 1.712 1.7054 1.7219 1.2806 1.1864 1.4436
Total Trades 131 66 65 131 66 65
Winning Trades 79 38 41 79 38 41
Losing Trades 52 28 24 52 28 24
Profitability (%) 60.3053 57.5758 63.0769 60.3053 57.5758 63.0769
Ratio Avg Win / Avg Loss 1.1269 1.2566 1.008 0.8429 0.8742 0.845
Largest Winning Trade 82689 82689 30501 535123 535123 132334
Largest Losing Trade -23548 -23548 -21376 -292391 -292391 -202918
Avg Bars in Trades 101 95 107 101 95 107
Avg Bars in Winners 88 91 85 88 91 85
Avg Bars in Losers 120 99 143 120 99 143
Bars Traded 13254 6290 6964 13254 6290 6964
Profit Streak 0 0 509.1857 0 0 509.1857
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477835 -113230 -119366 292489 -133169 -121849
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669456800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760012847797,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 62,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "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": [
        [
            265702.3965150442,
            157049.2869593976,
            108653.1095556465,
            485463.657985312,
            204358.8633438576,
            281104.7946414541
        ],
        [
            265.702397,
            157.049287,
            108.65311,
            485.463658,
            204.358863,
            281.104795
        ],
        [
            0.460426,
            0.272145,
            0.188281,
            0.306707,
            0.19306,
            0.232109
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85758,
            -72156,
            -39281,
            -770280,
            -658564,
            -202918
        ],
        [
            1.712044,
            1.705367,
            1.721922,
            1.28062,
            1.18641,
            1.443607
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            60.305344,
            57.575758,
            63.076923,
            60.305344,
            57.575758,
            63.076923
        ],
        [
            1.126915,
            1.256586,
            1.007955,
            0.84294,
            0.874197,
            0.845038
        ],
        [
            82689,
            82689,
            30501,
            535123,
            535123,
            132334
        ],
        [
            -23548,
            -23548,
            -21376,
            -292391,
            -292391,
            -202918
        ],
        [
            101,
            95,
            107,
            101,
            95,
            107
        ],
        [
            88,
            91,
            85,
            88,
            91,
            85
        ],
        [
            120,
            99,
            143,
            120,
            99,
            143
        ],
        [
            13254,
            6290,
            6964,
            13254,
            6290,
            6964
        ],
        [
            0,
            0,
            509.185738,
            0,
            0,
            509.185738
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477835,
            -113230,
            -119366,
            292489,
            -133169,
            -121849
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 13850,
    "evaluation_days": 577.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669456800000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760012847797,
    "expiration_time": 1722179520000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 62,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 203,
            "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)