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Trade: WAVES/USDT/240/KCL/ZLMA/7946

Strategy
WAVES/USDT/240/KCL/ZLMA/7946
Pair
WAVES_USDT
Interval
4h
Score
432828
Daily Profit
0.174830
Profit Factor
2.335626
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-08 04:37
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 369112.4989 345464.7921 23647.7068 32243.3166 -68733.0728 100976.3895
Total P&L (%) 369.1125 345.4648 23.6477 32.2433 -68.7331 100.9764
Avg Daily Profit (%) 0.1868 0.1748 0.012 0.0141 -0.0588 0.0353
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -198466 -131401 -97637 -2004586 -1371739 -743094
Profit Factor 1.6921 2.3356 1.0861 1.0081 0.9616 1.0465
Total Trades 61 31 30 61 31 30
Winning Trades 31 16 15 31 16 15
Losing Trades 30 15 15 30 15 15
Profitability (%) 50.8197 51.6129 50 50.8197 51.6129 50
Ratio Avg Win / Avg Loss 1.6375 2.1896 1.0861 0.9756 0.9015 1.0465
Largest Winning Trade 181936 181936 75729 920852 321658 920852
Largest Losing Trade -58227 -46377 -58227 -629868 -321629 -629868
Avg Bars in Trades 190 232 146 190 232 146
Avg Bars in Winners 275 330 216 275 330 216
Avg Bars in Losers 101 126 76 101 126 76
Bars Traded 11592 7192 4400 11592 7192 4400
Profit Streak 0 0 595.4008 0 0 595.4008
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155179 432828 -306593 -555993 -580608 -314528
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1550721600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759887425610,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 204,
            "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": [
        [
            369112.4988992894,
            345464.7920732918,
            23647.7068259976,
            32243.3166452784,
            -68733.072828345,
            100976.3894736236
        ],
        [
            369.112499,
            345.464792,
            23.647707,
            32.243317,
            -68.733073,
            100.976389
        ],
        [
            0.186798,
            0.17483,
            0.011967,
            0.014144,
            -0.058819,
            0.035331
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -198466,
            -131401,
            -97637,
            -2004586,
            -1371739,
            -743094
        ],
        [
            1.692101,
            2.335626,
            1.086096,
            1.008139,
            0.961612,
            1.04651
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            50.819672,
            51.612903,
            50,
            50.819672,
            51.612903,
            50
        ],
        [
            1.637517,
            2.189649,
            1.086096,
            0.975618,
            0.901512,
            1.04651
        ],
        [
            181936,
            181936,
            75729,
            920852,
            321658,
            920852
        ],
        [
            -58227,
            -46377,
            -58227,
            -629868,
            -321629,
            -629868
        ],
        [
            190,
            232,
            146,
            190,
            232,
            146
        ],
        [
            275,
            330,
            216,
            275,
            330,
            216
        ],
        [
            101,
            126,
            76,
            101,
            126,
            76
        ],
        [
            11592,
            7192,
            4400,
            11592,
            7192,
            4400
        ],
        [
            0,
            0,
            595.400759,
            0,
            0,
            595.400759
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155179,
            432828,
            -306593,
            -555993,
            -580608,
            -314528
        ]
    ]
}
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": 1550721600000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759887425610,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 86,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 204,
            "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)