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Trade: WAVES/USDT/240/KCL/PWMA/3057

Strategy
WAVES/USDT/240/KCL/PWMA/3057
Pair
WAVES_USDT
Interval
4h
Score
641030
Daily Profit
0.663744
Profit Factor
2.895466
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-11 16:25
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 1311558.2714 1281307.2263 30251.045 -1664.5008 -84398.8734 82734.3727
Total P&L (%) 1311.5583 1281.3072 30.251 -1.6645 -84.3989 82.7344
Avg Daily Profit (%) 0.6637 0.6484 0.0153 -0.0008 -0.094 0.0305
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205302 -186629 -87199 -1684235 -1589132 -864946
Profit Factor 2.8955 4.0533 1.1111 0.9997 0.9715 1.0449
Total Trades 104 52 52 104 52 52
Winning Trades 52 22 30 52 22 30
Losing Trades 52 30 22 52 30 22
Profitability (%) 50 42.3077 57.6923 50 42.3077 57.6923
Ratio Avg Win / Avg Loss 2.8955 5.5273 0.8148 0.9997 1.3248 0.7662
Largest Winning Trade 1403402 1403402 47141 1123290 1123290 353726
Largest Losing Trade -49218 -49218 -46217 -594316 -457098 -594316
Avg Bars in Trades 107 168 46 107 168 46
Avg Bars in Winners 134 262 41 134 262 41
Avg Bars in Losers 80 100 53 80 100 53
Bars Traded 11189 8771 2418 11189 8771 2418
Profit Streak 0 0 530.2259 0 0 530.2259
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 641030 -164075 -453197 -580501 -762158 -502677
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1551340800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760189117272,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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": [
        [
            1311558.2713966798,
            1281307.226347225,
            30251.0450494557,
            -1664.5007637051,
            -84398.8734402196,
            82734.3726765142
        ],
        [
            1311.558271,
            1281.307226,
            30.251045,
            -1.664501,
            -84.398873,
            82.734373
        ],
        [
            0.663744,
            0.648435,
            0.015309,
            -0.000849,
            -0.093975,
            0.030514
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205302,
            -186629,
            -87199,
            -1684235,
            -1589132,
            -864946
        ],
        [
            2.895466,
            4.053344,
            1.111093,
            0.999654,
            0.971515,
            1.044873
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            52,
            22,
            30,
            52,
            22,
            30
        ],
        [
            52,
            30,
            22,
            52,
            30,
            22
        ],
        [
            50,
            42.307692,
            57.692308,
            50,
            42.307692,
            57.692308
        ],
        [
            2.895466,
            5.527288,
            0.814801,
            0.999654,
            1.324793,
            0.76624
        ],
        [
            1403402,
            1403402,
            47141,
            1123290,
            1123290,
            353726
        ],
        [
            -49218,
            -49218,
            -46217,
            -594316,
            -457098,
            -594316
        ],
        [
            107,
            168,
            46,
            107,
            168,
            46
        ],
        [
            134,
            262,
            41,
            134,
            262,
            41
        ],
        [
            80,
            100,
            53,
            80,
            100,
            53
        ],
        [
            11189,
            8771,
            2418,
            11189,
            8771,
            2418
        ],
        [
            0,
            0,
            530.225894,
            0,
            0,
            530.225894
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            641030,
            -164075,
            -453197,
            -580501,
            -762158,
            -502677
        ]
    ]
}
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": 1551340800000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1760189117272,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 247,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 120,
            "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)