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Trade: WAVES/USDT/240/KCL/PSAR/7263

Strategy
WAVES/USDT/240/KCL/PSAR/7263
Pair
WAVES_USDT
Interval
4h
Score
454032
Daily Profit
0.306757
Profit Factor
1.630349
Profitability
48.598131
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-09-28 17:00
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 606152.5853 638331.6498 -32179.0645 -65933.8553 212778.1985 -278712.0539
Total P&L (%) 606.1526 638.3317 -32.1791 -65.9339 212.7782 -278.7121
Avg Daily Profit (%) 0.3068 0.323 -0.0163 -0.0545 0.0577 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -296445 -230560 -89521 -1557593 -1124131 -509773
Profit Factor 1.6303 1.909 0.876 0.9787 1.0926 0.6527
Total Trades 214 107 107 214 107 107
Winning Trades 104 44 60 104 44 60
Losing Trades 110 63 47 110 63 47
Profitability (%) 48.5981 41.1215 56.0748 48.5981 41.1215 56.0748
Ratio Avg Win / Avg Loss 1.7244 2.7334 0.6862 1.0352 1.5644 0.5112
Largest Winning Trade 503328 503328 22000 1033532 1033532 95898
Largest Losing Trade -48454 -48454 -46731 -455906 -455906 -258657
Avg Bars in Trades 52 89 14 52 89 14
Avg Bars in Winners 68 146 11 68 146 11
Avg Bars in Losers 36 49 19 36 49 19
Bars Traded 11189 9587 1602 11189 9587 1602
Profit Streak 0 0 517.9171 0 0 517.9171
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 454032 323712 -579398 -578536 -237153 -579398
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550764800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759068035122,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            606152.5853393025,
            638331.6498077499,
            -32179.0644684474,
            -65933.8553391225,
            212778.1985444544,
            -278712.0538835776
        ],
        [
            606.152585,
            638.33165,
            -32.179064,
            -65.933855,
            212.778199,
            -278.712054
        ],
        [
            0.306757,
            0.323042,
            -0.016285,
            -0.054482,
            0.057725,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -296445,
            -230560,
            -89521,
            -1557593,
            -1124131,
            -509773
        ],
        [
            1.630349,
            1.909035,
            0.875951,
            0.978738,
            1.092568,
            0.652654
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            104,
            44,
            60,
            104,
            44,
            60
        ],
        [
            110,
            63,
            47,
            110,
            63,
            47
        ],
        [
            48.598131,
            41.121495,
            56.074766,
            48.598131,
            41.121495,
            56.074766
        ],
        [
            1.724408,
            2.733391,
            0.686161,
            1.035204,
            1.564359,
            0.511245
        ],
        [
            503328,
            503328,
            22000,
            1033532,
            1033532,
            95898
        ],
        [
            -48454,
            -48454,
            -46731,
            -455906,
            -455906,
            -258657
        ],
        [
            52,
            89,
            14,
            52,
            89,
            14
        ],
        [
            68,
            146,
            11,
            68,
            146,
            11
        ],
        [
            36,
            49,
            19,
            36,
            49,
            19
        ],
        [
            11189,
            9587,
            1602,
            11189,
            9587,
            1602
        ],
        [
            0,
            0,
            517.917073,
            0,
            0,
            517.917073
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            454032,
            323712,
            -579398,
            -578536,
            -237153,
            -579398
        ]
    ]
}
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": 1550764800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759068035122,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 207,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)