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Trade: WAVES/USDT/240/EMA/KCU/5370

Strategy
WAVES/USDT/240/EMA/KCU/5370
Pair
WAVES_USDT
Interval
4h
Score
426321
Daily Profit
0.525796
Profit Factor
3.359218
Profitability
36.111111
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 06:28
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 933266.0613 1038973.0573 -105706.996 -91229.591 27038.4173 -118268.0083
Total P&L (%) 933.2661 1038.9731 -105.707 -91.2296 27.0384 -118.268
Avg Daily Profit (%) 0.4723 0.5258 -0.0535 -0.1231 0.0121 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -255828 -174053 -106278 -369109 -316672 -124903
Profit Factor 2.3526 3.3592 0.5765 0.874 1.0569 0.5254
Total Trades 72 36 36 72 36 36
Winning Trades 26 13 13 26 13 13
Losing Trades 46 23 23 46 23 23
Profitability (%) 36.1111 36.1111 36.1111 36.1111 36.1111 36.1111
Ratio Avg Win / Avg Loss 4.1622 5.9432 1.02 1.5463 1.87 0.9296
Largest Winning Trade 1250717 1250717 60283 285923 285923 106990
Largest Losing Trade -59985 -48141 -59985 -136948 -136948 -88489
Avg Bars in Trades 155 253 56 155 253 56
Avg Bars in Winners 292 508 76 292 508 76
Avg Bars in Losers 77 109 45 77 109 45
Bars Traded 11185 9134 2051 11185 9134 2051
Profit Streak 0 0 516.8114 0 0 516.8114
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -74333 426321 -583930 -667179 -342223 -585597
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550116800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759030108080,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            933266.0612976486,
            1038973.0572897079,
            -105706.9959920594,
            -91229.5909544019,
            27038.4173062595,
            -118268.0082606613
        ],
        [
            933.266061,
            1038.973057,
            -105.706996,
            -91.229591,
            27.038417,
            -118.268008
        ],
        [
            0.472301,
            0.525796,
            -0.053495,
            -0.123092,
            0.012112,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -255828,
            -174053,
            -106278,
            -369109,
            -316672,
            -124903
        ],
        [
            2.35256,
            3.359218,
            0.576513,
            0.874014,
            1.056934,
            0.525435
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            36.111111,
            36.111111,
            36.111111,
            36.111111,
            36.111111,
            36.111111
        ],
        [
            4.162222,
            5.943232,
            1.019984,
            1.546332,
            1.86996,
            0.929616
        ],
        [
            1250717,
            1250717,
            60283,
            285923,
            285923,
            106990
        ],
        [
            -59985,
            -48141,
            -59985,
            -136948,
            -136948,
            -88489
        ],
        [
            155,
            253,
            56,
            155,
            253,
            56
        ],
        [
            292,
            508,
            76,
            292,
            508,
            76
        ],
        [
            77,
            109,
            45,
            77,
            109,
            45
        ],
        [
            11185,
            9134,
            2051,
            11185,
            9134,
            2051
        ],
        [
            0,
            0,
            516.811436,
            0,
            0,
            516.811436
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -74333,
            426321,
            -583930,
            -667179,
            -342223,
            -585597
        ]
    ]
}
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": 1550116800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759030108080,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ema",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 53,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)