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Trade: WAVES/USDT/240/KCB/PWMA/6689

Strategy
WAVES/USDT/240/KCB/PWMA/6689
Pair
WAVES_USDT
Interval
4h
Score
537269
Daily Profit
0.507559
Profit Factor
2.040651
Profitability
47.490347
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 15:22
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 1002935.925 781138.6426 221797.2824 7096256.0284 2512054.9508 4584201.0776
Total P&L (%) 1002.9359 781.1386 221.7973 7096.256 2512.055 4584.2011
Avg Daily Profit (%) 0.5076 0.3953 0.1122 0.2166 0.1653 0.1949
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -152979 -183969 -55703 -5858557 -7238889 -1270977
Profit Factor 2.0407 2.2695 1.6366 1.3036 1.1535 1.6543
Total Trades 259 130 129 259 130 129
Winning Trades 123 61 62 123 61 62
Losing Trades 136 69 67 136 69 67
Profitability (%) 47.4903 46.9231 48.062 47.4903 46.9231 48.062
Ratio Avg Win / Avg Loss 2.2563 2.5671 1.7686 1.4414 1.3047 1.7878
Largest Winning Trade 348745 348745 67309 5299502 5299502 2384530
Largest Losing Trade -45472 -45472 -22444 -2954324 -2954324 -845810
Avg Bars in Trades 45 40 49 45 40 49
Avg Bars in Winners 62 55 69 62 55 69
Avg Bars in Losers 29 28 31 29 28 31
Bars Traded 11675 5290 6385 11675 5290 6385
Profit Streak 0 0 503.8493 0 0 503.8493
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 537269 454371 -40051 311928 -45386 400376
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549238400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494178321,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "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": [
        [
            1002935.9250086385,
            781138.6425908277,
            221797.2824178108,
            7096256.028417472,
            2512054.95082133,
            4584201.077596143
        ],
        [
            1002.935925,
            781.138643,
            221.797282,
            7096.256028,
            2512.054951,
            4584.201078
        ],
        [
            0.507559,
            0.395313,
            0.112246,
            0.216638,
            0.165254,
            0.194865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -152979,
            -183969,
            -55703,
            -5858557,
            -7238889,
            -1270977
        ],
        [
            2.040651,
            2.269451,
            1.636575,
            1.303579,
            1.15346,
            1.65434
        ],
        [
            259,
            130,
            129,
            259,
            130,
            129
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            136,
            69,
            67,
            136,
            69,
            67
        ],
        [
            47.490347,
            46.923077,
            48.062016,
            47.490347,
            46.923077,
            48.062016
        ],
        [
            2.256329,
            2.567084,
            1.768557,
            1.441356,
            1.304733,
            1.787754
        ],
        [
            348745,
            348745,
            67309,
            5299502,
            5299502,
            2384530
        ],
        [
            -45472,
            -45472,
            -22444,
            -2954324,
            -2954324,
            -845810
        ],
        [
            45,
            40,
            49,
            45,
            40,
            49
        ],
        [
            62,
            55,
            69,
            62,
            55,
            69
        ],
        [
            29,
            28,
            31,
            29,
            28,
            31
        ],
        [
            11675,
            5290,
            6385,
            11675,
            5290,
            6385
        ],
        [
            0,
            0,
            503.849286,
            0,
            0,
            503.849286
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537269,
            454371,
            -40051,
            311928,
            -45386,
            400376
        ]
    ]
}
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": 1549238400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759494178321,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 101,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 28,
            "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)