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Trade: WAVES/USDT/120/KCB/ZLMA/9610

Strategy
WAVES/USDT/120/KCB/ZLMA/9610
Pair
WAVES_USDT
Interval
2h
Score
456918
Daily Profit
0.385931
Profit Factor
2.962858
Profitability
43.181818
Streak
0.000000
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-05 13:55
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 706992.3411 624436.5173 82555.8238 1678480.5422 702822.3161 975658.226
Total P&L (%) 706.9923 624.4365 82.5558 1678.4805 702.8223 975.6582
Avg Daily Profit (%) 0.437 0.3859 0.051 0.1781 0.1288 0.1469
Buy And Hold Return (%) 26.3949 26.3949 26.3949 26.3949 26.3949 26.3949
Max Trade Drawdown -105067 -122850 -101010 -1582797 -1674711 -557353
Profit Factor 2.1707 2.9629 1.2889 1.3217 1.2205 1.4805
Total Trades 88 44 44 88 44 44
Winning Trades 40 19 21 40 19 21
Losing Trades 48 25 23 48 25 23
Profitability (%) 45.4545 43.1818 47.7273 45.4545 43.1818 47.7273
Ratio Avg Win / Avg Loss 2.6049 3.8985 1.4117 1.586 1.6059 1.6215
Largest Winning Trade 202979 202979 62588 869716 869716 843107
Largest Losing Trade -57855 -36022 -57855 -683156 -683156 -328435
Avg Bars in Trades 215 209 221 215 209 221
Avg Bars in Winners 360 373 349 360 373 349
Avg Bars in Losers 95 85 105 95 85 105
Bars Traded 19000 9234 9766 19000 9234 9766
Profit Streak 0 0 558.7053 0 0 558.7053
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455761 456918 -127998 275212 -22513 200449
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579752000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759661738091,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 135,
            "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": [
        [
            706992.3410830529,
            624436.5173057424,
            82555.8237773104,
            1678480.5421734073,
            702822.3161452473,
            975658.2260281597
        ],
        [
            706.992341,
            624.436517,
            82.555824,
            1678.480542,
            702.822316,
            975.658226
        ],
        [
            0.436954,
            0.385931,
            0.051023,
            0.178054,
            0.12882,
            0.146926
        ],
        [
            26.394925,
            26.394925,
            26.394925,
            26.394925,
            26.394925,
            26.394925
        ],
        [
            -105067,
            -122850,
            -101010,
            -1582797,
            -1674711,
            -557353
        ],
        [
            2.170748,
            2.962858,
            1.288905,
            1.32166,
            1.220479,
            1.480506
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            45.454545,
            43.181818,
            47.727273,
            45.454545,
            43.181818,
            47.727273
        ],
        [
            2.604898,
            3.898498,
            1.411657,
            1.585992,
            1.605894,
            1.621506
        ],
        [
            202979,
            202979,
            62588,
            869716,
            869716,
            843107
        ],
        [
            -57855,
            -36022,
            -57855,
            -683156,
            -683156,
            -328435
        ],
        [
            215,
            209,
            221,
            215,
            209,
            221
        ],
        [
            360,
            373,
            349,
            360,
            373,
            349
        ],
        [
            95,
            85,
            105,
            95,
            85,
            105
        ],
        [
            19000,
            9234,
            9766,
            19000,
            9234,
            9766
        ],
        [
            0,
            0,
            558.705302,
            0,
            0,
            558.705302
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455761,
            456918,
            -127998,
            275212,
            -22513,
            200449
        ]
    ]
}
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": 1579752000000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1759661738091,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 4
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 135,
            "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)