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Trade: WAVES/USDT/120/KCL/PWMA/6762

Strategy
WAVES/USDT/120/KCL/PWMA/6762
Pair
WAVES_USDT
Interval
2h
Score
479309
Daily Profit
0.266327
Profit Factor
2.179630
Profitability
61.764706
Streak
712.327605
Best Strategy
Training Data Length
1618.000000
Evaluation Time
2025-10-09 20:51
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 345148.372 430916.9681 -85768.5961 -77276.2383 639568.2479 -716844.4862
Total P&L (%) 345.1484 430.917 -85.7686 -77.2762 639.5682 -716.8445
Avg Daily Profit (%) 0.2133 0.2663 -0.053 -0.0915 0.1237 0
Buy And Hold Return (%) 21.6231 21.6231 21.6231 21.6231 21.6231 21.6231
Max Trade Drawdown -144335 -162900 -159606 -892241 -317781 -845774
Profit Factor 1.5756 2.1796 0.634 0.9521 1.9155 0.2165
Total Trades 69 34 35 69 34 35
Winning Trades 40 21 19 40 21 19
Losing Trades 29 13 16 29 13 16
Profitability (%) 57.971 61.7647 54.2857 57.971 61.7647 54.2857
Ratio Avg Win / Avg Loss 1.1423 1.3493 0.5339 0.6903 1.1858 0.1823
Largest Winning Trade 220274 220274 44984 626764 626764 79444
Largest Losing Trade -73706 -73706 -61557 -560976 -201549 -560976
Avg Bars in Trades 236 451 27 236 451 27
Avg Bars in Winners 167 296 25 167 296 25
Avg Bars in Losers 331 702 30 331 702 30
Bars Traded 16323 15362 961 16323 15362 961
Profit Streak 710.5776 712.3276 710.5776 710.5776 712.3276 710.5776
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94506 479309 -579371 -684787 -22785 -579371
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 19416,
    "evaluation_days": 1618,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760032305117,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 221,
            "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": [
        [
            345148.3719769954,
            430916.9680676033,
            -85768.596090608,
            -77276.2382661737,
            639568.2479409336,
            -716844.4862071077
        ],
        [
            345.148372,
            430.916968,
            -85.768596,
            -77.276238,
            639.568248,
            -716.844486
        ],
        [
            0.213318,
            0.266327,
            -0.053009,
            -0.091538,
            0.123741,
            0
        ],
        [
            21.623149,
            21.623149,
            21.623149,
            21.623149,
            21.623149,
            21.623149
        ],
        [
            -144335,
            -162900,
            -159606,
            -892241,
            -317781,
            -845774
        ],
        [
            1.575621,
            2.17963,
            0.633955,
            0.952105,
            1.915531,
            0.21646
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            57.971014,
            61.764706,
            54.285714,
            57.971014,
            61.764706,
            54.285714
        ],
        [
            1.142325,
            1.349295,
            0.533857,
            0.690276,
            1.185805,
            0.182282
        ],
        [
            220274,
            220274,
            44984,
            626764,
            626764,
            79444
        ],
        [
            -73706,
            -73706,
            -61557,
            -560976,
            -201549,
            -560976
        ],
        [
            236,
            451,
            27,
            236,
            451,
            27
        ],
        [
            167,
            296,
            25,
            167,
            296,
            25
        ],
        [
            331,
            702,
            30,
            331,
            702,
            30
        ],
        [
            16323,
            15362,
            961,
            16323,
            15362,
            961
        ],
        [
            710.577605,
            712.327605,
            710.577605,
            710.577605,
            712.327606,
            710.577605
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94506,
            479309,
            -579371,
            -684787,
            -22785,
            -579371
        ]
    ]
}
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": 1580313600000,
    "last_datapoint_time": 1718589600000,
    "evaluation_time": 1760032305117,
    "expiration_time": 1723622227200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 145,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 221,
            "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)