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Trade: WAVES/USDT/240/KCB/TEMA/5983

Strategy
WAVES/USDT/240/KCB/TEMA/5983
Pair
WAVES_USDT
Interval
4h
Score
437753
Daily Profit
0.394255
Profit Factor
2.332635
Profitability
48.192771
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-02 23:34
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 779047.2767 625020.4298 154026.8469 2727369.3162 1446093.522 1281275.7941
Total P&L (%) 779.0473 625.0204 154.0268 2727.3693 1446.0935 1281.2758
Avg Daily Profit (%) 0.3943 0.3163 0.0779 0.1693 0.1387 0.133
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -143494 -123185 -68528 -6830644 -5264333 -1860232
Profit Factor 2.3326 3.0168 1.5607 1.1912 1.1817 1.2031
Total Trades 83 42 41 83 42 41
Winning Trades 40 18 22 40 18 22
Losing Trades 43 24 19 43 24 19
Profitability (%) 48.1928 42.8571 53.6585 48.1928 42.8571 53.6585
Ratio Avg Win / Avg Loss 2.5076 4.0224 1.3479 1.2805 1.5756 1.039
Largest Winning Trade 209819 209819 68267 3156220 2811285 3156220
Largest Losing Trade -50595 -46995 -50595 -3655999 -3655999 -1562601
Avg Bars in Trades 139 128 151 139 128 151
Avg Bars in Winners 216 216 217 216 216 217
Avg Bars in Losers 68 62 75 68 62 75
Bars Traded 11605 5388 6216 11605 5388 6216
Profit Streak 0 0 667.5241 0 0 667.5241
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 437753 434152 -85729 -4442 -29738 -14147
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549065600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437283915,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 89,
            "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": [
        [
            779047.2767189563,
            625020.4298051203,
            154026.8469138357,
            2727369.3161898656,
            1446093.5220417387,
            1281275.794148127
        ],
        [
            779.047277,
            625.02043,
            154.026847,
            2727.369316,
            1446.093522,
            1281.275794
        ],
        [
            0.394255,
            0.316306,
            0.077949,
            0.169269,
            0.138675,
            0.132962
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -143494,
            -123185,
            -68528,
            -6830644,
            -5264333,
            -1860232
        ],
        [
            2.332635,
            3.0168,
            1.560741,
            1.191173,
            1.181729,
            1.203083
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            43,
            24,
            19,
            43,
            24,
            19
        ],
        [
            48.192771,
            42.857143,
            53.658537,
            48.192771,
            42.857143,
            53.658537
        ],
        [
            2.507583,
            4.0224,
            1.347912,
            1.280511,
            1.575639,
            1.039026
        ],
        [
            209819,
            209819,
            68267,
            3156220,
            2811285,
            3156220
        ],
        [
            -50595,
            -46995,
            -50595,
            -3655999,
            -3655999,
            -1562601
        ],
        [
            139,
            128,
            151,
            139,
            128,
            151
        ],
        [
            216,
            216,
            217,
            216,
            216,
            217
        ],
        [
            68,
            62,
            75,
            68,
            62,
            75
        ],
        [
            11605,
            5388,
            6216,
            11605,
            5388,
            6216
        ],
        [
            0,
            0,
            667.524119,
            0,
            0,
            667.524119
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            437753,
            434152,
            -85729,
            -4442,
            -29738,
            -14147
        ]
    ]
}
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": 1549065600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759437283915,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 47,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 89,
            "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)