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Trade: WAVES/USDT/240/KCL/KCL/6022

Strategy
WAVES/USDT/240/KCL/KCL/6022
Pair
WAVES_USDT
Interval
4h
Score
481788
Daily Profit
0.239361
Profit Factor
4.065194
Profitability
43.333333
Streak
785.123034
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-10 01:57
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 591556.3383 472976.5515 118579.7868 2425218.6315 1781875.9618 643342.6697
Total P&L (%) 591.5563 472.9766 118.5798 2425.2186 1781.876 643.3427
Avg Daily Profit (%) 0.2994 0.2394 0.06 0.1635 0.1486 0.1016
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73973 -47389 -104144 -830677 -839433 -910066
Profit Factor 3.0611 4.0652 1.8936 1.9729 2.2611 1.5958
Total Trades 60 30 30 60 30 30
Winning Trades 26 13 13 26 13 13
Losing Trades 34 17 17 34 17 17
Profitability (%) 43.3333 43.3333 43.3333 43.3333 43.3333 43.3333
Ratio Avg Win / Avg Loss 4.003 5.316 2.4762 2.58 2.9568 2.0869
Largest Winning Trade 187878 187878 73339 724096 724096 695202
Largest Losing Trade -30128 -23878 -30128 -425588 -351384 -425588
Avg Bars in Trades 185 179 192 185 179 192
Avg Bars in Winners 337 326 348 337 326 348
Avg Bars in Losers 69 67 72 69 67 72
Bars Traded 11150 5388 5762 11150 5388 5762
Profit Streak 713.623 785.123 713.623 713.623 785.123 713.623
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -160026 481788 -111255 -163287 302779 -56019
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550793600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760050630126,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 209,
            "offset": 154,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 81,
            "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": [
        [
            591556.338294088,
            472976.5515397999,
            118579.7867542879,
            2425218.6314723925,
            1781875.9617872275,
            643342.6696851646
        ],
        [
            591.556338,
            472.976552,
            118.579787,
            2425.218631,
            1781.875962,
            643.34267
        ],
        [
            0.299371,
            0.239361,
            0.06001,
            0.16354,
            0.148635,
            0.101569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73973,
            -47389,
            -104144,
            -830677,
            -839433,
            -910066
        ],
        [
            3.061142,
            4.065194,
            1.893602,
            1.97292,
            2.261079,
            1.595828
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            43.333333,
            43.333333,
            43.333333,
            43.333333,
            43.333333,
            43.333333
        ],
        [
            4.003032,
            5.316023,
            2.476249,
            2.579972,
            2.956795,
            2.086853
        ],
        [
            187878,
            187878,
            73339,
            724096,
            724096,
            695202
        ],
        [
            -30128,
            -23878,
            -30128,
            -425588,
            -351384,
            -425588
        ],
        [
            185,
            179,
            192,
            185,
            179,
            192
        ],
        [
            337,
            326,
            348,
            337,
            326,
            348
        ],
        [
            69,
            67,
            72,
            69,
            67,
            72
        ],
        [
            11150,
            5388,
            5762,
            11150,
            5388,
            5762
        ],
        [
            713.623034,
            785.123034,
            713.623034,
            713.623034,
            785.123034,
            713.623034
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -160026,
            481788,
            -111255,
            -163287,
            302779,
            -56019
        ]
    ]
}
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": 1550793600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760050630126,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 209,
            "offset": 154,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 81,
            "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)